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BSJS vs. IBHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJS vs. IBHE - 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 2025 Term High Yield & Income ETF (IBHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJS

1D
-0.24%
1M
0.05%
6M
1.57%
YTD
1.89%
1Y
5.24%
3Y*
8.03%
5Y*
3.08%
10Y*

IBHE

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJS vs. IBHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
1.89%8.31%7.38%12.28%-13.69%3.40%3.92%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%10.32%-4.08%4.40%4.84%

Correlation

The correlation between BSJS and IBHE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2020

0.64

The correlation between BSJS and IBHE shifts across timeframes, from -0.01 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSJS vs. IBHE — Risk / Return Rank

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

BSJS
BSJS Risk / Return Rank: 8282
Overall Rank
BSJS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BSJS Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSJS Omega Ratio Rank: 8282
Omega Ratio Rank
BSJS Calmar Ratio Rank: 7878
Calmar Ratio Rank
BSJS Martin Ratio Rank: 9090
Martin Ratio Rank

IBHE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IBHE - 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 2025 Term High Yield & Income ETF (IBHE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSJSIBHEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.21

Martin ratioReturn relative to average drawdown

15.85

BSJS vs. IBHE - Sharpe Ratio Comparison


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Drawdowns

BSJS vs. IBHE - Drawdown Comparison


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Drawdown Indicators


BSJSIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-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

-0.26%

Average Drawdown

Average peak-to-trough decline

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

Volatility

BSJS vs. IBHE - Volatility Comparison


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Volatility by Period


BSJSIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

BSJS vs. IBHE - Expense Ratio Comparison

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


Dividends

BSJS vs. IBHE - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.22%, while IBHE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.22%6.49%7.04%6.75%5.82%4.86%0.75%0.00%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
1.87%4.53%6.92%7.17%5.77%4.84%5.74%3.73%

Frequently Asked Questions


BSJS and IBHE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

BSJS has the higher dividend yield at 6.22%, compared with 1.87% for IBHE.

BSJS tracks Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index, while IBHE tracks Bloomberg 2025 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 IBHE.

Portfolio Optimizer

Find the right allocation for BSJS and IBHE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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