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IBHJ vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHJ vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBHJ

1D
-0.34%
1M
0.50%
YTD
1.50%
6M
2.06%
1Y
7.29%
3Y*
5Y*
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHJ vs. BSJO - Yearly Performance Comparison


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Return for Risk

IBHJ vs. BSJO — Risk / Return Rank

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

IBHJ
IBHJ Risk / Return Rank: 5959
Overall Rank
IBHJ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBHJ Sortino Ratio Rank: 5656
Sortino Ratio Rank
IBHJ Omega Ratio Rank: 5656
Omega Ratio Rank
IBHJ Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBHJ Martin Ratio Rank: 7272
Martin Ratio Rank

BSJO
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.

IBHJ vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) 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.


IBHJBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.98

Martin ratioReturn relative to average drawdown

13.41

IBHJ vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBHJBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

Drawdowns

IBHJ vs. BSJO - Drawdown Comparison

The maximum IBHJ drawdown since its inception was -4.93%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBHJ and BSJO.


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Drawdown Indicators


IBHJBSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.93%

0.00%

-4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-0.62%

0.00%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

Volatility

IBHJ vs. BSJO - Volatility Comparison


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Volatility by Period


IBHJBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

0.00%

+4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

0.00%

+5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

0.00%

+5.95%

IBHJ vs. BSJO - Expense Ratio Comparison

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


Dividends

IBHJ vs. BSJO - Dividend Comparison

IBHJ's dividend yield for the trailing twelve months is around 6.68%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
6.68%6.64%6.87%3.66%

Frequently Asked Questions


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

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

IBHJ has the higher dividend yield at 6.68%, compared with 0.00% for BSJO.

IBHJ tracks Bloomberg 2030 Term High Yield and Income Index - Benchmark TR Gross, 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 IBHJ and 0.42% for BSJO.

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