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BSJW vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJW vs. IBHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2032 High Yield Corporate Bond ETF (BSJW) 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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Returns By Period

In the year-to-date period, BSJW achieves a 0.79% return, which is significantly lower than IBHH's 1.66% return.


BSJW

1D
-0.22%
1M
0.36%
YTD
0.79%
6M
1.15%
1Y
7.00%
3Y*
5Y*
10Y*

IBHH

1D
-0.06%
1M
0.40%
YTD
1.66%
6M
2.20%
1Y
6.59%
3Y*
8.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJW vs. IBHH - Yearly Performance Comparison


Correlation

The correlation between BSJW and IBHH is 0.79, 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

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.79

The correlation between BSJW and IBHH has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

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Return for Risk

BSJW vs. IBHH — Risk / Return Rank

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

BSJW
BSJW Risk / Return Rank: 5353
Overall Rank
BSJW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BSJW Sortino Ratio Rank: 5656
Sortino Ratio Rank
BSJW Omega Ratio Rank: 5555
Omega Ratio Rank
BSJW Calmar Ratio Rank: 4545
Calmar Ratio Rank
BSJW Martin Ratio Rank: 5858
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 8282
Overall Rank
IBHH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7777
Omega Ratio Rank
IBHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9191
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.

BSJW vs. IBHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2032 High Yield Corporate Bond ETF (BSJW) 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.


BSJWIBHHDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.33

1.46

-0.12

Calmar ratioReturn relative to maximum drawdown

2.18

5.41

-3.23

Martin ratioReturn relative to average drawdown

9.99

21.70

-11.71

BSJW vs. IBHH - Sharpe Ratio Comparison

The current BSJW Sharpe Ratio is 1.71, which is comparable to the IBHH Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of BSJW and IBHH, 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


BSJWIBHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

2.35

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.73

+0.69

Drawdowns

BSJW vs. IBHH - Drawdown Comparison

The maximum BSJW drawdown since its inception was -4.52%, smaller than the maximum IBHH drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for BSJW and IBHH.


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Drawdown Indicators


BSJWIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-4.52%

-12.05%

+7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-1.22%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

Current Drawdown

Current decline from peak

-0.26%

-0.07%

-0.19%

Average Drawdown

Average peak-to-trough decline

-0.55%

-2.30%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.30%

+0.40%

Volatility

BSJW vs. IBHH - Volatility Comparison

Invesco BulletShares 2032 High Yield Corporate Bond ETF (BSJW) has a higher volatility of 1.22% compared to iShares iBonds 2028 Term High Yield and Income ETF (IBHH) at 0.77%. This indicates that BSJW'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


BSJWIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

0.77%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

2.08%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

2.82%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

7.26%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

7.26%

-2.14%

BSJW vs. IBHH - Expense Ratio Comparison

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


Dividends

BSJW vs. IBHH - Dividend Comparison

BSJW's dividend yield for the trailing twelve months is around 6.65%, more than IBHH's 6.27% yield.


PositionTTM2025202420232022
BSJW
Invesco BulletShares 2032 High Yield Corporate Bond ETF
6.65%6.36%4.15%0.00%0.00%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.27%6.39%6.93%6.65%5.36%

Frequently Asked Questions


BSJW and IBHH have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSJW has higher volatility (1.22%) compared to IBHH (0.77%). In terms of maximum drawdown, BSJW dropped -4.52% vs IBHH's -12.05%.

On 1-year performance, BSJW leads with 7.00% vs 6.59% for IBHH. On fees, IBHH is cheaper at 0.35% per year. On volatility, IBHH has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BSJW has performed better with a 7.00% return vs 6.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHH is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJW.

BSJW has the higher dividend yield at 6.65%, compared with 6.27% for IBHH.

BSJW tracks Nasdaq BulletShares USD High Yield Corporate Bond 2032 Index, while IBHH tracks Bloomberg 2028 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 BSJW and 0.35% for IBHH.

IBHH currently has the higher Sharpe Ratio (2.35 vs 1.71), 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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