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HYXF vs. BSJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYXF vs. BSJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

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HYXF vs. BSJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
-0.72%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%0.26%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-5.16%4.57%4.16%16.89%-4.66%0.35%

Returns By Period


HYXF

1D
0.31%
1M
-1.00%
YTD
-0.72%
6M
0.54%
1Y
6.29%
3Y*
8.13%
5Y*
3.50%
10Y*

BSJP

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

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HYXF vs. BSJP - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is lower than BSJP's 0.42% expense ratio.


Return for Risk

HYXF vs. BSJP — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 4242
Overall Rank
HYXF Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 3434
Sortino Ratio Rank
HYXF Omega Ratio Rank: 5656
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYXF Martin Ratio Rank: 3636
Martin Ratio Rank

BSJP
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.

HYXF vs. BSJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). 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.


HYXFBSJPDifference

Sharpe ratio

Return per unit of total volatility

0.70

Sortino ratio

Return per unit of downside risk

1.06

Omega ratio

Gain probability vs. loss probability

1.22

Calmar ratio

Return relative to maximum drawdown

1.39

Martin ratio

Return relative to average drawdown

3.58

HYXF vs. BSJP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYXFBSJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Correlation

The correlation between HYXF and BSJP is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HYXF vs. BSJP - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.26%, more than BSJP's 3.10% yield.


TTM2025202420232022202120202019201820172016
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.26%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
3.10%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%0.00%

Drawdowns

HYXF vs. BSJP - Drawdown Comparison


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Drawdown Indicators


HYXFBSJPDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

Current Drawdown

Current decline from peak

-1.26%

Average Drawdown

Average peak-to-trough decline

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

HYXF vs. BSJP - Volatility Comparison


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Volatility by Period


HYXFBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%