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BSJV vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJV vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) 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


BSJV

1D
0.16%
1M
0.55%
YTD
1.11%
6M
1.78%
1Y
6.50%
3Y*
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)

BSJV vs. IBHD - Yearly Performance Comparison


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Return for Risk

BSJV vs. IBHD — Risk / Return Rank

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

BSJV
BSJV Risk / Return Rank: 4545
Overall Rank
BSJV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BSJV Sortino Ratio Rank: 4545
Sortino Ratio Rank
BSJV Omega Ratio Rank: 4444
Omega Ratio Rank
BSJV Calmar Ratio Rank: 4242
Calmar Ratio Rank
BSJV Martin Ratio Rank: 5252
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.

BSJV vs. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) 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.


BSJVIBHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.03

Martin ratioReturn relative to average drawdown

8.74

BSJV vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJVIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

Drawdowns

BSJV vs. IBHD - Drawdown Comparison

The maximum BSJV drawdown since its inception was -5.22%, which is greater than IBHD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJV and IBHD.


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Drawdown Indicators


BSJVIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-5.22%

0.00%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.79%

0.00%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

Volatility

BSJV vs. IBHD - Volatility Comparison


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Volatility by Period


BSJVIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

0.00%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

0.00%

+6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.16%

0.00%

+6.16%

BSJV vs. IBHD - Expense Ratio Comparison

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


Dividends

BSJV vs. IBHD - Dividend Comparison

BSJV's dividend yield for the trailing twelve months is around 6.58%, while IBHD has not paid dividends to shareholders.


PositionTTM202520242023
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
6.58%6.52%6.67%1.62%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
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 BSJV.

BSJV has the higher dividend yield at 6.58%, compared with 0.00% for IBHD.

BSJV tracks NASDAQ BulletShares USD Corporate Bond 2031, 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 BSJV and 0.35% for IBHD.

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