BSJS vs. LDRH
BSJS (Invesco BulletShares 2028 High Yield Corporate Bond ETF) and LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) are both High Yield Bonds funds - BSJS tracks the Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index while LDRH tracks the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. Both are passively managed. Over the past year, BSJS returned 5.59% vs 5.98% for LDRH. A 0.76 correlation means they provide meaningful diversification when combined. BSJS charges 0.42%/yr vs 0.35%/yr for LDRH.
Performance
BSJS vs. LDRH - Performance Comparison
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Returns By Period
In the year-to-date period, BSJS achieves a 1.81% return, which is significantly lower than LDRH's 1.98% return.
BSJS
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 1.81%
- 6M
- 1.90%
- 1Y
- 5.59%
- 3Y*
- 8.65%
- 5Y*
- 3.13%
- 10Y*
- —
LDRH
- 1D
- -0.10%
- 1M
- 0.33%
- YTD
- 1.98%
- 6M
- 2.22%
- 1Y
- 5.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSJS vs. LDRH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BSJS Invesco BulletShares 2028 High Yield Corporate Bond ETF | 1.81% | 8.31% | -0.56% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 1.98% | 7.18% | 0.21% |
Correlation
The correlation between BSJS and LDRH is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.76 |
The correlation between BSJS and LDRH has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
BSJS vs. LDRH — Risk / Return Rank
BSJS
LDRH
BSJS vs. LDRH - 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 1-5 Year High Yield and Income Ladder ETF (LDRH). 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.
| BSJS | LDRH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.45 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 4.88 | -1.45 |
| Martin ratioReturn relative to average drawdown | 16.65 | 20.18 | -3.53 |
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Drawdowns
BSJS vs. LDRH - Drawdown Comparison
The maximum BSJS drawdown since its inception was -17.73%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for BSJS and LDRH.
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Drawdown Indicators
| BSJS | LDRH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.73% | -3.17% | -14.56% |
Max Drawdown (1Y)Largest decline over 1 year | -1.64% | -1.23% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -4.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.73% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.26% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -0.24% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.30% | +0.04% |
Volatility
BSJS vs. LDRH - Volatility Comparison
Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) and iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) have volatilities of 0.61% and 0.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSJS | LDRH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.61% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.07% | 1.97% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.82% | 2.61% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.40% | 3.48% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 3.48% | +3.63% |
BSJS vs. LDRH - Expense Ratio Comparison
BSJS has a 0.42% expense ratio, which is higher than LDRH's 0.35% expense ratio.
Dividends
BSJS vs. LDRH - Dividend Comparison
BSJS's dividend yield for the trailing twelve months is around 6.22%, less than LDRH's 6.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BSJS Invesco BulletShares 2028 High Yield Corporate Bond ETF | 6.22% | 6.49% | 7.04% | 6.75% | 5.82% | 4.86% | 0.75% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 6.99% | 6.41% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BSJS and LDRH have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDRH has higher volatility (0.61%) compared to BSJS (0.61%). In terms of maximum drawdown, BSJS dropped -17.73% vs LDRH's -3.17%.
On 1-year performance, LDRH leads with 5.98% vs 5.59% for BSJS. On fees, LDRH is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRH has performed better with a 5.98% return vs 5.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRH is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJS.
LDRH has the higher dividend yield at 6.99%, compared with 6.22% for BSJS.
BSJS tracks Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJS and 0.35% for LDRH.
LDRH currently has the higher Sharpe Ratio (2.31 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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