GHYG vs. BSJO

Last updated Apr 3, 2026

Compare and contrast key facts about iShares US & Intl High Yield Corp Bond ETF (GHYG) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO).

GHYG and BSJO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GHYG is a passively managed fund by iShares that tracks the performance of the Markit iBoxx Global Developed Markets High Yield Index. It was launched on Apr 3, 2012. BSJO is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. It was launched on Sep 14, 2016. Both GHYG and BSJO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

GHYG vs. BSJO - Performance Comparison

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

GHYG vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
GHYG iShares US & Intl High Yield Corp Bond ETF	-1.40%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Returns By Period

GHYG

• 1D: -0.21%
• 1M: -0.75%
• YTD: -1.02%
• 6M: -0.09%
• 1Y: 7.55%
• 3Y*: 8.27%
• 5Y*: 3.31%
• 10Y*: 5.03%

BSJO

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYG vs. BSJO - Expense Ratio Comparison

GHYG has a 0.40% expense ratio, which is lower than BSJO's 0.42% expense ratio.

BSJO

Invesco BulletShares 2024 High Yield Corporate Bond ETF

GHYG

iShares US & Intl High Yield Corp Bond ETF

Return for Risk

GHYG vs. BSJO — Risk / Return Rank

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

GHYG

GHYG Risk / Return Rank: 70
GHYG Sharpe Ratio Rank: 72
GHYG Sortino Ratio Rank: 76
GHYG Omega Ratio Rank: 72
GHYG Calmar Ratio Rank: 67
GHYG Martin Ratio Rank: 64

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.

GHYG vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US & Intl High Yield Corp Bond ETF (GHYG) 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.

	GHYG	BSJO	Difference
Sharpe ratio Return per unit of total volatility	1.36	—	—
Sortino ratio Return per unit of downside risk	2.05	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	1.98	—	—
Martin ratio Return relative to average drawdown	7.45	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GHYG	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	—	—

Dividends

GHYG vs. BSJO - Dividend Comparison

GHYG's dividend yield for the trailing twelve months is around 6.25%, while BSJO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GHYG iShares US & Intl High Yield Corp Bond ETF	6.25%	6.03%	6.11%	5.60%	4.64%	4.57%	4.36%	4.61%	5.62%	4.60%	4.61%	4.79%
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%

Drawdowns

GHYG vs. BSJO - Drawdown Comparison

The maximum GHYG drawdown since its inception was -27.36%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GHYG and BSJO.

Drawdown Indicators

	GHYG	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-27.36%	0.00%	-27.36%
Max Drawdown (1Y) Largest decline over 1 year	-3.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.44%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-27.36%	—	—
Current Drawdown Current decline from peak	-2.36%	0.00%	-2.36%
Average Drawdown Average peak-to-trough decline	-3.38%	0.00%	-3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.02%	—	—

Volatility

Volatility by Period

	GHYG	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.57%	0.00%	+5.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.73%	0.00%	+7.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.77%	0.00%	+8.77%