BSJP vs. IBHH

Last updated Jun 25, 2026

BSJP (Invesco BulletShares 2025 High Yield Corporate Bond ETF) and IBHH (iShares iBonds 2028 Term High Yield and Income ETF) are both High Yield Bonds funds - BSJP tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index while IBHH tracks the Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. BSJP charges 0.42%/yr vs 0.35%/yr for IBHH.

Performance

BSJP vs. IBHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BSJP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBHH

• 1D: -0.11%
• 1M: 0.33%
• YTD: 1.74%
• 6M: 1.87%
• 1Y: 5.56%
• 3Y*: 8.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJP vs. IBHH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF	0.00%	4.46%	8.07%	10.41%	-2.36%
IBHH iShares iBonds 2028 Term High Yield and Income ETF	1.74%	8.02%	7.53%	12.87%	-6.70%

Correlation

The correlation between BSJP and IBHH is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (All Time) Calculated using the full available price history since Mar 10, 2022	0.71

The correlation between BSJP and IBHH shifts across timeframes, from -0.00 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BSJP vs. IBHH — Risk / Return Rank

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

BSJP

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

IBHH

IBHH Risk / Return Rank: 80
IBHH Sharpe Ratio Rank: 71
IBHH Sortino Ratio Rank: 77
IBHH Omega Ratio Rank: 74
IBHH Calmar Ratio Rank: 88
IBHH Martin Ratio Rank: 90

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.

BSJP vs. IBHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). 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.

	BSJP	IBHH	Difference
Sharpe ratio: Return per unit of total volatility	—	2.00	—
Sortino ratio: Return per unit of downside risk	—	3.03	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	4.56	—
Martin ratio: Return relative to average drawdown	—	18.22	—

Drawdowns

Drawdown Indicators

	BSJP	IBHH	Difference
Max Drawdown Largest peak-to-trough decline	—	-12.05%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.22%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-4.66%	—
Current Drawdown Current decline from peak	—	-0.17%	—
Average Drawdown Average peak-to-trough decline	—	-2.27%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.31%	—

Volatility

Volatility by Period

	BSJP	IBHH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.70%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.79%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	7.21%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	7.21%	—

BSJP vs. IBHH - Expense Ratio Comparison

BSJP has a 0.42% expense ratio, which is higher than IBHH's 0.35% expense ratio.

Dividends

BSJP vs. IBHH - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 1.89%, less than IBHH's 6.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF	1.89%	4.50%	6.25%	7.07%	5.37%	4.27%	4.96%	5.49%	5.84%	1.32%
IBHH iShares iBonds 2028 Term High Yield and Income ETF	6.26%	6.39%	6.93%	6.65%	5.36%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BSJP and IBHH in my portfolio?

BSJP and IBHH have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BSJP or IBHH?

On fees, IBHH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BSJP or IBHH?

IBHH is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJP.

Which ETF pays a higher dividend yield, BSJP or IBHH?

IBHH has the higher dividend yield at 6.26%, compared with 1.89% for BSJP.

What is the main difference between BSJP and IBHH?

BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index, while IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJP and 0.35% for IBHH.