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BSJQ vs. LDRH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BSJQ vs. LDRH - Yearly Performance Comparison


Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BSJQ at 0.66% and LDRH at 0.66%.


BSJQ

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

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BSJQ vs. LDRH - Expense Ratio Comparison

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


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: 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

LDRH
LDRH Risk / Return Rank: 8787
Overall Rank
LDRH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8989
Sortino Ratio Rank
LDRH Omega Ratio Rank: 9191
Omega Ratio Rank
LDRH Calmar Ratio Rank: 7878
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9393
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.


BSJQLDRHDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.71

+0.14

Sortino ratio

Return per unit of downside risk

2.63

2.63

0.00

Omega ratio

Gain probability vs. loss probability

1.59

1.41

+0.18

Calmar ratio

Return relative to maximum drawdown

2.39

2.39

0.00

Martin ratio

Return relative to average drawdown

17.12

14.61

+2.51

BSJQ vs. LDRH - Sharpe Ratio Comparison

The current BSJQ Sharpe Ratio is 1.85, which is comparable to the LDRH Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BSJQ and LDRH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSJQLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.71

+0.14

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

1.61

-1.07

Correlation

The correlation between BSJQ and LDRH is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSJQ vs. LDRH - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.95%, less than LDRH's 6.98% yield.


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%
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%

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

-2.52%

-2.82%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

Current Drawdown

Current decline from peak

0.00%

-0.32%

+0.32%

Average Drawdown

Average peak-to-trough decline

-2.22%

-0.25%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.46%

-0.11%

Volatility

BSJQ vs. LDRH - Volatility Comparison

The current volatility for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) is 0.59%, while iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) has a volatility of 1.34%. This indicates that BSJQ experiences smaller price fluctuations and is considered to be less risky 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

0.59%

1.34%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

2.04%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

3.89%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

3.62%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

3.62%

+4.92%