BSJR vs. ESHY

Last updated Jun 5, 2026

BSJR (Invesco BulletShares 2027 High Yield Corporate Bond ETF) and ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) are both High Yield Bonds funds - BSJR tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index while ESHY tracks the JPMorgan ESG DM Corporate High Yield USD Index. Both are passively managed. BSJR charges 0.42%/yr vs 0.20%/yr for ESHY.

Performance

BSJR vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BSJR

• 1D: 0.15%
• 1M: 0.25%
• YTD: 1.27%
• 6M: 1.81%
• 1Y: 4.78%
• 3Y*: 7.93%
• 5Y*: 3.40%
• 10Y*: —

ESHY

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJR vs. ESHY - Yearly Performance Comparison

	2026 (YTD)
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF	0.75%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

BSJR vs. ESHY - Sectors Allocation Comparison

Sectors	BSJR	ESHY
Financial Services	13.8%	-
Consumer Cyclical	11.2%	-
Industrials	10.3%	-
Communication Services	6.0%	-
Energy	4.3%	100.0%
Real Estate	4.2%	-
Healthcare	2.7%	-
Consumer Defensive	1.8%	-
Basic Materials	1.6%	-
Technology	1.6%	-
Utilities	0.8%	-

Return for Risk

BSJR vs. ESHY — Risk / Return Rank

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

BSJR

BSJR Risk / Return Rank: 79
BSJR Sharpe Ratio Rank: 71
BSJR Sortino Ratio Rank: 79
BSJR Omega Ratio Rank: 77
BSJR Calmar Ratio Rank: 80
BSJR Martin Ratio Rank: 88

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.

BSJR vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.

	BSJR	ESHY	Difference
Sharpe ratio: Return per unit of total volatility	2.27	—	—
Sortino ratio: Return per unit of downside risk	3.51	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	4.13	—	—
Martin ratio: Return relative to average drawdown	19.06	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BSJR	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	—	—

Drawdowns

BSJR vs. ESHY - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJR and ESHY.

Drawdown Indicators

	BSJR	ESHY	Difference
Max Drawdown Largest peak-to-trough decline	-22.58%	0.00%	-22.58%
Max Drawdown (1Y) Largest decline over 1 year	-1.16%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-3.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.37%	—	—
Current Drawdown Current decline from peak	-0.11%	0.00%	-0.11%
Average Drawdown Average peak-to-trough decline	-3.25%	0.00%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.25%	—	—

Volatility

Volatility by Period

	BSJR	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.12%	0.00%	+2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.73%	0.00%	+6.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.36%	0.00%	+9.36%

BSJR vs. ESHY - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is higher than ESHY's 0.20% expense ratio.

Dividends

BSJR vs. ESHY - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.74%, while ESHY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF	5.74%	6.19%	6.75%	6.48%	5.37%	4.49%	4.53%	1.20%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, BSJR or ESHY?

On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BSJR or ESHY?

ESHY is cheaper with a 0.20% expense ratio, compared with 0.42% for BSJR.

Which ETF pays a higher dividend yield, BSJR or ESHY?

BSJR has the higher dividend yield at 5.74%, compared with 0.00% for ESHY.

What is the main difference between BSJR and ESHY?

BSJR tracks NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: Invesco and Deutsche Bank. Their fees differ too: 0.42% for BSJR and 0.20% for ESHY.