BSJR vs. IBHD

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD).

BSJR and IBHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSJR is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index. It was launched on Sep 12, 2019. IBHD is a passively managed fund by iShares that tracks the performance of the Bloomberg 2024 Term High Yield and Income Index. It was launched on May 7, 2019. Both BSJR and IBHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BSJR vs. IBHD - 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 iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

BSJR vs. IBHD - Yearly Performance Comparison

	2026 (YTD)
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF	-0.30%
IBHD iShares iBonds 2024 Term High Yield & Income ETF	0.00%

Returns By Period

BSJR

• 1D: 0.54%
• 1M: -0.29%
• YTD: 0.21%
• 6M: 1.13%
• 1Y: 5.91%
• 3Y*: 7.53%
• 5Y*: 3.42%
• 10Y*: —

IBHD

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

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

BSJR vs. IBHD - Expense Ratio Comparison

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

BSJR

Invesco BulletShares 2027 High Yield Corporate Bond ETF

IBHD

iShares iBonds 2024 Term High Yield & Income ETF

Return for Risk

BSJR vs. IBHD — Risk / Return Rank

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

BSJR

BSJR Risk / Return Rank: 87
BSJR Sharpe Ratio Rank: 82
BSJR Sortino Ratio Rank: 89
BSJR Omega Ratio Rank: 92
BSJR Calmar Ratio Rank: 77
BSJR Martin Ratio Rank: 94

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. IBHD - 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 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.

	BSJR	IBHD	Difference
Sharpe ratio Return per unit of total volatility	1.59	—	—
Sortino ratio Return per unit of downside risk	2.48	—	—
Omega ratio Gain probability vs. loss probability	1.41	—	—
Calmar ratio Return relative to maximum drawdown	2.04	—	—
Martin ratio Return relative to average drawdown	13.96	—	—
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	IBHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	—	—

Dividends

BSJR vs. IBHD - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.98%, while IBHD has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF	5.98%	6.19%	6.75%	6.48%	5.37%	4.49%	4.53%	1.20%
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%

Drawdowns

BSJR vs. IBHD - Drawdown Comparison

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

Drawdown Indicators

	BSJR	IBHD	Difference
Max Drawdown Largest peak-to-trough decline	-22.58%	0.00%	-22.58%
Max Drawdown (1Y) Largest decline over 1 year	-2.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.37%	—	—
Current Drawdown Current decline from peak	-0.43%	0.00%	-0.43%
Average Drawdown Average peak-to-trough decline	-3.33%	0.00%	-3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.43%	—	—

Volatility

Volatility by Period

	BSJR	IBHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.74%	0.00%	+3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.74%	0.00%	+6.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.49%	0.00%	+9.49%