BSJS vs. ESHY

Last updated Jun 4, 2026

BSJS (Invesco BulletShares 2028 High Yield Corporate Bond ETF) and ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) are both High Yield Bonds funds - BSJS tracks the Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index while ESHY tracks the JPMorgan ESG DM Corporate High Yield USD Index. Both are passively managed. BSJS charges 0.42%/yr vs 0.20%/yr for ESHY.

Performance

BSJS vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) 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

BSJS

• 1D: -0.05%
• 1M: 0.61%
• YTD: 1.67%
• 6M: 2.13%
• 1Y: 6.48%
• 3Y*: 8.32%
• 5Y*: 3.29%
• 10Y*: —

ESHY

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

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

BSJS vs. ESHY - Yearly Performance Comparison

	2026 (YTD)
BSJS Invesco BulletShares 2028 High Yield Corporate Bond ETF	1.09%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

BSJS vs. ESHY - Sectors Allocation Comparison

Sectors	BSJS	ESHY
Healthcare	10.5%	-
Industrials	9.1%	-
Consumer Cyclical	7.5%	-
Communication Services	5.5%	-
Energy	5.4%	100.0%
Financial Services	4.6%	-
Technology	4.5%	-
Consumer Defensive	3.9%	-
Real Estate	2.9%	-
Basic Materials	2.6%	-
Utilities	1.2%	-

Return for Risk

BSJS vs. ESHY — Risk / Return Rank

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

BSJS

BSJS Risk / Return Rank: 78
BSJS Sharpe Ratio Rank: 69
BSJS Sortino Ratio Rank: 79
BSJS Omega Ratio Rank: 76
BSJS Calmar Ratio Rank: 78
BSJS 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.

BSJS vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) 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.

	BSJS	ESHY	Difference
Sharpe ratio: Return per unit of total volatility	2.29	—	—
Sortino ratio: Return per unit of downside risk	3.56	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.97	—	—
Martin ratio: Return relative to average drawdown	19.33	—	—
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

	BSJS	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	—	—

Drawdowns

BSJS vs. ESHY - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJS and ESHY.

Drawdown Indicators

	BSJS	ESHY	Difference
Max Drawdown Largest peak-to-trough decline	-17.73%	0.00%	-17.73%
Max Drawdown (1Y) Largest decline over 1 year	-1.64%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-4.44%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.73%	—	—
Current Drawdown Current decline from peak	-0.05%	0.00%	-0.05%
Average Drawdown Average peak-to-trough decline	-3.99%	0.00%	-3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	—	—

Volatility

Volatility by Period

	BSJS	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.84%	0.00%	+2.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.39%	0.00%	+7.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.14%	0.00%	+7.14%

BSJS vs. ESHY - Expense Ratio Comparison

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

Dividends

BSJS vs. ESHY - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.27%, while ESHY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
BSJS Invesco BulletShares 2028 High Yield Corporate Bond ETF	6.27%	6.49%	7.04%	6.75%	5.82%	4.86%	0.75%
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%

Frequently Asked Questions

Which ETF is better, BSJS 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, BSJS or ESHY?

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

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

BSJS has the higher dividend yield at 6.27%, compared with 0.00% for ESHY.

What is the main difference between BSJS and ESHY?

BSJS tracks Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 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 BSJS and 0.20% for ESHY.