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BSJT vs. IBHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJT vs. IBHG - 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 2027 Term High Yield and Income ETF (IBHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSJT achieves a 1.21% return, which is significantly higher than IBHG's 0.96% return.


BSJT

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

IBHG

1D
-0.09%
1M
0.21%
YTD
0.96%
6M
1.46%
1Y
4.61%
3Y*
7.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJT vs. IBHG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
1.21%7.63%8.01%13.59%-14.85%-0.52%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
0.96%6.90%7.42%11.27%-8.88%0.31%

Correlation

The correlation between BSJT and IBHG is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.79

The correlation between BSJT and IBHG shifts across timeframes, from 0.60 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSJT vs. IBHG — 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

IBHG
IBHG Risk / Return Rank: 7979
Overall Rank
IBHG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 7676
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7070
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9292
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.

BSJT vs. IBHG - 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 2027 Term High Yield and Income ETF (IBHG). 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.


BSJTIBHGDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.33

1.42

-0.09

Calmar ratioReturn relative to maximum drawdown

2.67

6.38

-3.71

Martin ratioReturn relative to average drawdown

11.40

23.30

-11.90

BSJT vs. IBHG - Sharpe Ratio Comparison

The current BSJT Sharpe Ratio is 1.79, which is comparable to the IBHG Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of BSJT and IBHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSJTIBHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.20

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.56

-0.24

Drawdowns

BSJT vs. IBHG - Drawdown Comparison

The maximum BSJT drawdown since its inception was -19.62%, which is greater than IBHG's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for BSJT and IBHG.


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Drawdown Indicators


BSJTIBHGDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

-13.85%

-5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-0.73%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.59%

-3.39%

-2.20%

Current Drawdown

Current decline from peak

-0.14%

-0.22%

+0.08%

Average Drawdown

Average peak-to-trough decline

-5.45%

-2.67%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.20%

+0.38%

Volatility

BSJT vs. IBHG - Volatility Comparison

Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) has a higher volatility of 0.97% compared to iShares iBonds 2027 Term High Yield and Income ETF (IBHG) at 0.58%. This indicates that BSJT's price experiences larger fluctuations and is considered to be riskier than IBHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJTIBHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.58%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

1.53%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

2.11%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

6.37%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

6.37%

+1.84%

BSJT vs. IBHG - Expense Ratio Comparison

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


Dividends

BSJT vs. IBHG - Dividend Comparison

BSJT's dividend yield for the trailing twelve months is around 6.76%, more than IBHG's 6.08% yield.


PositionTTM20252024202320222021
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
6.76%6.77%6.65%6.42%5.45%1.20%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.08%6.33%7.02%6.66%5.62%2.13%

Frequently Asked Questions


BSJT and IBHG have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSJT has higher volatility (0.97%) compared to IBHG (0.58%). In terms of maximum drawdown, BSJT dropped -19.62% vs IBHG's -13.85%.

On 3-year performance, BSJT leads with 8.46% vs 7.37% for IBHG. On fees, IBHG is cheaper at 0.35% per year. On volatility, IBHG has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSJT has performed better with a 8.46% return vs 7.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHG 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 6.08% for IBHG.

BSJT tracks Invesco BulletShares High Yield Corporate Bond 2029 Index, while IBHG tracks Bloomberg 2027 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJT and 0.35% for IBHG.

IBHG currently has the higher Sharpe Ratio (2.20 vs 1.79), 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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