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BSJT vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJT vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJT

1D
-0.14%
1M
0.50%
YTD
1.21%
6M
1.62%
1Y
6.57%
3Y*
8.46%
5Y*
10Y*

IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJT vs. IBHD - Yearly Performance Comparison


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Return for Risk

BSJT vs. IBHD — Risk / Return Rank

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

BSJT
BSJT Risk / Return Rank: 5656
Overall Rank
BSJT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BSJT Sortino Ratio Rank: 5959
Sortino Ratio Rank
BSJT Omega Ratio Rank: 5353
Omega Ratio Rank
BSJT Calmar Ratio Rank: 5454
Calmar Ratio Rank
BSJT Martin Ratio Rank: 6363
Martin Ratio Rank

IBHD
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.

BSJT vs. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) 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.


BSJTIBHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.67

Martin ratioReturn relative to average drawdown

11.40

BSJT vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJTIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

Drawdowns

BSJT vs. IBHD - Drawdown Comparison

The maximum BSJT drawdown since its inception was -19.62%, which is greater than IBHD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJT and IBHD.


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Drawdown Indicators


BSJTIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

0.00%

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-5.59%

Current Drawdown

Current decline from peak

-0.14%

0.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-5.45%

0.00%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

Volatility

BSJT vs. IBHD - Volatility Comparison


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Volatility by Period


BSJTIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

0.00%

+3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

0.00%

+8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

0.00%

+8.21%

BSJT vs. IBHD - Expense Ratio Comparison

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


Dividends

BSJT vs. IBHD - Dividend Comparison

BSJT's dividend yield for the trailing twelve months is around 6.76%, while IBHD has not paid dividends to shareholders.


PositionTTM20252024202320222021
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
6.76%6.77%6.65%6.42%5.45%1.20%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


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.

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

BSJT has the higher dividend yield at 6.76%, compared with 0.00% for IBHD.

BSJT tracks Invesco BulletShares High Yield Corporate Bond 2029 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 BSJT and 0.35% for IBHD.

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