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BSJS vs. IBHH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJS vs. IBHH - 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 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

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BSJS vs. IBHH - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
0.15%8.31%7.38%12.28%-7.81%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
0.29%8.02%7.53%12.87%-6.70%

Returns By Period

In the year-to-date period, BSJS achieves a 0.15% return, which is significantly lower than IBHH's 0.29% return.


BSJS

1D
0.12%
1M
-0.50%
YTD
0.15%
6M
1.30%
1Y
6.71%
3Y*
8.03%
5Y*
3.17%
10Y*

IBHH

1D
0.12%
1M
-0.18%
YTD
0.29%
6M
1.33%
1Y
6.82%
3Y*
8.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJS vs. IBHH - Expense Ratio Comparison

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


Return for Risk

BSJS vs. IBHH — Risk / Return Rank

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

BSJS
BSJS Risk / Return Rank: 7777
Overall Rank
BSJS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BSJS Sortino Ratio Rank: 7575
Sortino Ratio Rank
BSJS Omega Ratio Rank: 8383
Omega Ratio Rank
BSJS Calmar Ratio Rank: 7070
Calmar Ratio Rank
BSJS Martin Ratio Rank: 8989
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 7474
Overall Rank
IBHH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBHH Omega Ratio Rank: 8484
Omega Ratio Rank
IBHH Calmar Ratio Rank: 6363
Calmar Ratio Rank
IBHH Martin Ratio Rank: 8686
Martin Ratio Rank
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. IBHH - 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 2028 Term High Yield and Income ETF (IBHH). 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.


BSJSIBHHDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.34

-0.06

Sortino ratio

Return per unit of downside risk

1.98

1.78

+0.20

Omega ratio

Gain probability vs. loss probability

1.34

1.34

-0.01

Calmar ratio

Return relative to maximum drawdown

1.90

1.76

+0.14

Martin ratio

Return relative to average drawdown

12.07

11.20

+0.87

BSJS vs. IBHH - Sharpe Ratio Comparison

The current BSJS Sharpe Ratio is 1.28, which is comparable to the IBHH Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of BSJS and IBHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSJSIBHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.34

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.70

-0.21

Correlation

The correlation between BSJS and IBHH is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSJS vs. IBHH - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.41%, which matches IBHH's 6.39% yield.


TTM202520242023202220212020
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.41%6.49%7.04%6.75%5.82%4.86%0.75%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.39%6.39%6.93%6.65%5.36%0.00%0.00%

Drawdowns

BSJS vs. IBHH - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, which is greater than IBHH's maximum drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for BSJS and IBHH.


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Drawdown Indicators


BSJSIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-17.73%

-12.05%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-4.06%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

Current Drawdown

Current decline from peak

-0.70%

-0.51%

-0.19%

Average Drawdown

Average peak-to-trough decline

-4.11%

-2.39%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.64%

-0.07%

Volatility

BSJS vs. IBHH - Volatility Comparison

Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) has a higher volatility of 1.52% compared to iShares iBonds 2028 Term High Yield and Income ETF (IBHH) at 1.43%. This indicates that BSJS's price experiences larger fluctuations and is considered to be riskier than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJSIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.43%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

2.10%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

5.13%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.40%

7.39%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

7.39%

-0.15%