BSJP vs. LDRH

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH).

BSJP and LDRH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSJP is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index. It was launched on Sep 27, 2017. LDRH is a passively managed fund by iShares that tracks the performance of the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. It was launched on Nov 7, 2024. Both BSJP and LDRH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BSJP vs. LDRH - 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 1-5 Year High Yield and Income Ladder ETF (LDRH). The values are adjusted to include any dividend payments, if applicable.

BSJP vs. LDRH - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF	0.00%	4.46%	0.42%
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	0.66%	7.18%	0.21%

Returns By Period

BSJP

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

LDRH

• 1D: 0.15%
• 1M: 0.25%
• YTD: 0.66%
• 6M: 1.72%
• 1Y: 6.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BSJP vs. LDRH - Expense Ratio Comparison

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

BSJP

Invesco BulletShares 2025 High Yield Corporate Bond ETF

LDRH

iShares iBonds 1-5 Year High Yield and Income Ladder ETF

Return for Risk

BSJP vs. LDRH — Risk / Return Rank

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

LDRH

LDRH Risk / Return Rank: 87
LDRH Sharpe Ratio Rank: 83
LDRH Sortino Ratio Rank: 89
LDRH Omega Ratio Rank: 91
LDRH Calmar Ratio Rank: 78
LDRH Martin Ratio Rank: 93

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. LDRH - 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 1-5 Year High Yield and Income Ladder ETF (LDRH). 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.

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

Sharpe Ratios by Period

	BSJP	LDRH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.61	—

Correlation

The correlation between BSJP and LDRH is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BSJP vs. LDRH - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 3.10%, less than LDRH's 6.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF	3.10%	4.50%	6.25%	7.07%	5.37%	4.27%	4.96%	5.49%	5.84%	1.32%
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	6.98%	6.41%	1.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	BSJP	LDRH	Difference
Max Drawdown Largest peak-to-trough decline	—	-3.17%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.82%	—
Current Drawdown Current decline from peak	—	-0.32%	—
Average Drawdown Average peak-to-trough decline	—	-0.25%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.46%	—

Volatility

Volatility by Period

	BSJP	LDRH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	3.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	3.62%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	3.62%	—