BSJS vs. IBHD

Last updated Jun 4, 2026

BSJS (Invesco BulletShares 2028 High Yield Corporate Bond ETF) and IBHD (iShares iBonds 2024 Term High Yield & Income ETF) are both High Yield Bonds funds - BSJS tracks the Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index while IBHD tracks the Bloomberg 2024 Term High Yield and Income Index. Both are passively managed. BSJS charges 0.42%/yr vs 0.35%/yr for IBHD.

Performance

BSJS vs. IBHD - 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 iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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*: —

IBHD

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

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

BSJS vs. IBHD - Yearly Performance Comparison

	2026 (YTD)
BSJS Invesco BulletShares 2028 High Yield Corporate Bond ETF	1.09%
IBHD iShares iBonds 2024 Term High Yield & Income ETF	0.00%

Return for Risk

BSJS vs. IBHD — 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. IBHD - 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 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.

	BSJS	IBHD	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	IBHD	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. IBHD - Drawdown Comparison

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

Drawdown Indicators

	BSJS	IBHD	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	IBHD	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. IBHD - Expense Ratio Comparison

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

Dividends

BSJS vs. IBHD - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.27%, while IBHD 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%
IBHD iShares iBonds 2024 Term High Yield & Income ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, BSJS or IBHD?

On fees, IBHD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BSJS or IBHD?

IBHD is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJS.

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

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

What is the main difference between BSJS and IBHD?

BSJS tracks Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index, while IBHD tracks Bloomberg 2024 Term High Yield and Income Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJS and 0.35% for IBHD.