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BSJQ vs. LDRH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period

In the year-to-date period, BSJQ achieves a 1.02% return, which is significantly lower than LDRH's 2.02% return.


BSJQ

1D
-0.04%
1M
-0.18%
YTD
1.02%
6M
1.08%
1Y
4.03%
3Y*
7.01%
5Y*
3.65%
10Y*

LDRH

1D
0.06%
1M
0.18%
YTD
2.02%
6M
1.94%
1Y
5.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJQ vs. LDRH - Yearly Performance Comparison


Correlation

The correlation between BSJQ and LDRH is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.73

The correlation between BSJQ and LDRH shifts across timeframes, from 0.62 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSJQ vs. LDRH — Risk / Return Rank

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

BSJQ
BSJQ Risk / Return Rank: 9595
Overall Rank
BSJQ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BSJQ Sortino Ratio Rank: 9595
Sortino Ratio Rank
BSJQ Omega Ratio Rank: 9595
Omega Ratio Rank
BSJQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
BSJQ Martin Ratio Rank: 9696
Martin Ratio Rank

LDRH
LDRH Risk / Return Rank: 8888
Overall Rank
LDRH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 9090
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8484
Omega Ratio Rank
LDRH Calmar Ratio Rank: 9090
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9292
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.

BSJQ vs. LDRH - 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 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.

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.


BSJQLDRHDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.66

1.44

+0.22

Calmar ratioReturn relative to maximum drawdown

7.48

4.79

+2.69

Martin ratioReturn relative to average drawdown

30.02

19.76

+10.26

BSJQ vs. LDRH - Sharpe Ratio Comparison

The current BSJQ Sharpe Ratio is 3.00, which is higher than the LDRH Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of BSJQ and LDRH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSJQ vs. LDRH - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.13%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for BSJQ and LDRH.


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Drawdown Indicators


BSJQLDRHDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

-3.17%

-20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-0.54%

-1.23%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

Current Drawdown

Current decline from peak

-0.27%

-0.22%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.15%

-0.24%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

0.30%

-0.17%

Volatility

BSJQ vs. LDRH - Volatility Comparison

Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) has a higher volatility of 0.61% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.58%. This indicates that BSJQ's price experiences larger fluctuations and is considered to be riskier than LDRH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJQLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.58%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

1.97%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

1.35%

2.60%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

3.47%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.41%

3.47%

+4.94%

BSJQ vs. LDRH - Expense Ratio Comparison

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


Dividends

BSJQ vs. LDRH - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.79%, less than LDRH's 6.98% yield.


PositionTTM20252024202320222021202020192018
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
5.79%6.10%6.58%6.58%5.58%4.27%4.64%4.59%2.39%
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%

Frequently Asked Questions


BSJQ and LDRH have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSJQ has higher volatility (0.61%) compared to LDRH (0.58%). In terms of maximum drawdown, BSJQ dropped -24.13% vs LDRH's -3.17%.

On 1-year performance, LDRH leads with 5.87% vs 4.03% for BSJQ. On fees, LDRH is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LDRH has performed better with a 5.87% return vs 4.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDRH is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJQ.

LDRH has the higher dividend yield at 6.98%, compared with 5.79% for BSJQ.

BSJQ tracks NASDAQ BulletShares USD High Yield Corporate Bond 2026 TR Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJQ and 0.35% for LDRH.

BSJQ currently has the higher Sharpe Ratio (3.00 vs 2.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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