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BSJP vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJP vs. LQD - 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 iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJP

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

LQD

1D
-0.28%
1M
0.72%
YTD
0.46%
6M
-0.03%
1Y
6.08%
3Y*
4.95%
5Y*
-0.04%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJP vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-5.16%4.57%4.16%16.89%-4.66%0.35%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.46%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%1.53%

Correlation

The correlation between BSJP and LQD is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.37

Over the past year, the correlation between BSJP and LQD has dropped to 0.01 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

BSJP vs. LQD — Risk / Return Rank

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

BSJP

LQD
LQD Risk / Return Rank: 3232
Overall Rank
LQD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2828
Omega Ratio Rank
LQD Calmar Ratio Rank: 3636
Calmar Ratio Rank
LQD Martin Ratio Rank: 3434
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.

BSJP vs. LQD - 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 iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.

BSJP vs. LQD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJPLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

Drawdowns

BSJP vs. LQD - Drawdown Comparison


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Drawdown Indicators


BSJPLQDDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-3.72%

Average Drawdown

Average peak-to-trough decline

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

Volatility

BSJP vs. LQD - Volatility Comparison


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Volatility by Period


BSJPLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

BSJP vs. LQD - Expense Ratio Comparison

BSJP has a 0.42% expense ratio, which is higher than LQD's 0.15% expense ratio.


Dividends

BSJP vs. LQD - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 2.26%, less than LQD's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
2.26%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%0.00%0.00%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.57%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


BSJP and LQD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LQD is cheaper with a 0.15% expense ratio, compared with 0.42% for BSJP.

LQD has the higher dividend yield at 4.57%, compared with 2.26% for BSJP.

BSJP is categorized as High Yield Bonds, while LQD is Corporate Bonds. BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJP and 0.15% for LQD.

Portfolio Optimizer

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