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BSJP vs. SHYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJP vs. SHYG - 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 0-5 Year High Yield Corporate Bond ETF (SHYG). 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*

SHYG

1D
0.28%
1M
0.63%
YTD
1.89%
6M
2.20%
1Y
6.62%
3Y*
8.07%
5Y*
4.90%
10Y*
5.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJP vs. SHYG - 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%0.43%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
1.89%7.94%8.17%10.38%-4.71%4.60%3.15%9.93%0.02%0.36%

Correlation

The correlation between BSJP and SHYG 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

0.62

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

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2017

0.79

Over the past year, the correlation between BSJP and SHYG has dropped to 0.00 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

BSJP vs. SHYG — 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.


SHYG
SHYG Risk / Return Rank: 7676
Overall Rank
SHYG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SHYG Sortino Ratio Rank: 7676
Sortino Ratio Rank
SHYG Omega Ratio Rank: 7575
Omega Ratio Rank
SHYG Calmar Ratio Rank: 7878
Calmar Ratio Rank
SHYG Martin Ratio Rank: 8484
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. SHYG - 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 0-5 Year High Yield Corporate Bond ETF (SHYG). 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.


BSJPSHYGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.80

Martin ratioReturn relative to average drawdown

16.45

BSJP vs. SHYG - Sharpe Ratio Comparison


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Drawdowns

BSJP vs. SHYG - Drawdown Comparison


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Drawdown Indicators


BSJPSHYGDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

Volatility

BSJP vs. SHYG - Volatility Comparison


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Volatility by Period


BSJPSHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.42%

BSJP vs. SHYG - Expense Ratio Comparison

BSJP has a 0.42% expense ratio, which is higher than SHYG's 0.30% expense ratio.


Dividends

BSJP vs. SHYG - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 2.26%, less than SHYG's 6.99% 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%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
6.99%7.03%6.93%6.54%5.57%4.83%5.07%5.33%5.90%5.49%5.53%5.17%

Frequently Asked Questions


BSJP and SHYG 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.

On fees, SHYG is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHYG is cheaper with a 0.30% expense ratio, compared with 0.42% for BSJP.

SHYG has the higher dividend yield at 6.99%, compared with 2.26% for BSJP.

BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index, while SHYG tracks Markit iBoxx USD Liquid High Yield 0-5 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJP and 0.30% for SHYG.

Portfolio Optimizer

Find the right allocation for BSJP and SHYG

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