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HYXF vs. BSJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


HYXF

1D
0.37%
1M
0.01%
6M
1.13%
YTD
1.45%
1Y
4.85%
3Y*
8.39%
5Y*
3.53%
10Y*
4.82%
ALL TIME*
5.07%

BSJP

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$627.21K$615.36K$987.90K

HYXF vs. BSJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.45%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%0.43%

Correlation

The correlation between HYXF and BSJP is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2017

0.70

The correlation between HYXF and BSJP shifts across timeframes, from -0.01 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYXF vs. BSJP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYXF
HYXF Risk / Return Rank: 5353
Overall Rank
HYXF Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 5252
Sortino Ratio Rank
HYXF Omega Ratio Rank: 4949
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 6666
Martin Ratio Rank

BSJP

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


HYXFBSJPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.90

Martin ratioReturn relative to average drawdown

8.39

HYXF vs. BSJP - Sharpe Ratio Comparison


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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

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

Current Drawdown

Current decline from peak

-0.16%

Average Drawdown

Average peak-to-trough decline

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

Volatility

HYXF vs. BSJP - Volatility Comparison


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Volatility by Period


HYXFBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.26%

HYXF vs. BSJP - Expense Ratio Comparison

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


Dividends

HYXF vs. BSJP - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.07%, more than BSJP's 1.52% yield.


PositionTTM2025202420232022202120202019201820172016
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
1.52%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%0.00%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.07%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%

Frequently Asked Questions


HYXF and BSJP have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HYXF is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJP.

HYXF has the higher dividend yield at 6.07%, compared with 1.52% for BSJP.

HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for HYXF and 0.42% for BSJP.

Portfolio Optimizer

Find the right allocation for HYXF and BSJP

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