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BSJO vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJO

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

USHY

1D
-0.19%
1M
0.07%
6M
1.30%
YTD
1.82%
1Y
5.86%
3Y*
8.54%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. USHY - Yearly Performance Comparison


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Return for Risk

BSJO vs. USHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


USHY
USHY Risk / Return Rank: 6565
Overall Rank
USHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
USHY Omega Ratio Rank: 6565
Omega Ratio Rank
USHY Calmar Ratio Rank: 6161
Calmar Ratio Rank
USHY Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSJO vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and iShares Broad USD High Yield Corporate Bond ETF (USHY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSJOUSHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.42

Martin ratioReturn relative to average drawdown

10.89

BSJO vs. USHY - Sharpe Ratio Comparison


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Drawdowns

BSJO vs. USHY - Drawdown Comparison


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Drawdown Indicators


BSJOUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-0.43%

Average Drawdown

Average peak-to-trough decline

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

Volatility

BSJO vs. USHY - Volatility Comparison


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Volatility by Period


BSJOUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

BSJO vs. USHY - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

BSJO vs. USHY - Dividend Comparison

BSJO has not paid dividends to shareholders, while USHY's dividend yield for the trailing twelve months is around 6.92%.


PositionTTM202520242023202220212020201920182017
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.92%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


On fees, USHY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USHY is cheaper with a 0.15% expense ratio, compared with 0.42% for BSJO.

USHY has the higher dividend yield at 6.92%, compared with 0.00% for BSJO.

BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while USHY tracks ICE BofA US High Yield Constrained Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJO and 0.15% for USHY.

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