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BSJQ vs. IBHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJQ vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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BSJQ vs. IBHD - Yearly Performance Comparison


Returns By Period


BSJQ

1D
0.00%
1M
0.16%
YTD
0.66%
6M
1.78%
1Y
5.91%
3Y*
7.08%
5Y*
3.93%
10Y*

IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJQ vs. IBHD - Expense Ratio Comparison

BSJQ has a 0.42% expense ratio, which is higher than IBHD's 0.35% expense ratio.


Return for Risk

BSJQ vs. IBHD — Risk / Return Rank

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

BSJQ
BSJQ Risk / Return Rank: 9090
Overall Rank
BSJQ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BSJQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
BSJQ Omega Ratio Rank: 9797
Omega Ratio Rank
BSJQ Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJQ Martin Ratio Rank: 9595
Martin Ratio Rank

IBHD
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.

BSJQ vs. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


BSJQIBHDDifference

Sharpe ratio

Return per unit of total volatility

1.85

Sortino ratio

Return per unit of downside risk

2.63

Omega ratio

Gain probability vs. loss probability

1.59

Calmar ratio

Return relative to maximum drawdown

2.39

Martin ratio

Return relative to average drawdown

17.12

BSJQ vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJQIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

Dividends

BSJQ vs. IBHD - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.95%, while IBHD has not paid dividends to shareholders.


TTM20252024202320222021202020192018
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
5.95%6.10%6.58%6.58%5.58%4.27%4.64%4.59%2.39%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSJQ vs. IBHD - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.13%, which is greater than IBHD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJQ and IBHD.


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Drawdown Indicators


BSJQIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

0.00%

-24.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.22%

0.00%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

Volatility

BSJQ vs. IBHD - Volatility Comparison


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Volatility by Period


BSJQIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

0.00%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

0.00%

+5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

0.00%

+8.54%