PortfoliosLab logoPortfoliosLab logo
EUHY vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUHY vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


EUHY

1D
-0.06%
1M
0.32%
6M
1.92%
YTD
2.60%
1Y
3.68%
3Y*
8.22%
5Y*
2.63%
10Y*
3.99%

BSJO

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

EUHY vs. BSJO - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUHY vs. BSJO — Risk / Return Rank

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

EUHY
EUHY Risk / Return Rank: 2424
Overall Rank
EUHY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 2222
Sortino Ratio Rank
EUHY Omega Ratio Rank: 2323
Omega Ratio Rank
EUHY Calmar Ratio Rank: 2727
Calmar Ratio Rank
EUHY Martin Ratio Rank: 2525
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EUHY vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


EUHYBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

1.06

Martin ratioReturn relative to average drawdown

2.55

EUHY vs. BSJO - Sharpe Ratio Comparison


Loading charts...

Drawdowns

EUHY vs. BSJO - Drawdown Comparison


Loading charts...

Drawdown Indicators


EUHYBSJODifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

Current Drawdown

Current decline from peak

-0.51%

Average Drawdown

Average peak-to-trough decline

-8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

EUHY vs. BSJO - Volatility Comparison


Loading charts...

Volatility by Period


EUHYBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

EUHY vs. BSJO - Expense Ratio Comparison

EUHY has a 0.35% expense ratio, which is lower than BSJO's 0.42% expense ratio.


Dividends

EUHY vs. BSJO - Dividend Comparison

EUHY's dividend yield for the trailing twelve months is around 5.72%, while BSJO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
5.72%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%

Frequently Asked Questions


On fees, EUHY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUHY is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJO.

EUHY has the higher dividend yield at 5.72%, compared with 0.00% for BSJO.

EUHY tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index, while BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for EUHY and 0.42% for BSJO.

Portfolio Optimizer

Find the right allocation for EUHY and BSJO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer