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IBHJ vs. BSJU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHJ vs. BSJU - 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 2030 High Yield Corporate Bond ETF (BSJU). The values are adjusted to include any dividend payments, if applicable.

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IBHJ vs. BSJU - Yearly Performance Comparison


2026 (YTD)202520242023
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
-0.07%9.28%7.32%8.37%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
-0.14%8.58%8.20%8.34%

Returns By Period

In the year-to-date period, IBHJ achieves a -0.07% return, which is significantly higher than BSJU's -0.14% return.


IBHJ

1D
0.29%
1M
-0.65%
YTD
-0.07%
6M
1.23%
1Y
7.57%
3Y*
5Y*
10Y*

BSJU

1D
0.27%
1M
-0.59%
YTD
-0.14%
6M
1.19%
1Y
7.20%
3Y*
7.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHJ vs. BSJU - Expense Ratio Comparison

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


Return for Risk

IBHJ vs. BSJU — Risk / Return Rank

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

IBHJ
IBHJ Risk / Return Rank: 6969
Overall Rank
IBHJ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IBHJ Sortino Ratio Rank: 5959
Sortino Ratio Rank
IBHJ Omega Ratio Rank: 7373
Omega Ratio Rank
IBHJ Calmar Ratio Rank: 6767
Calmar Ratio Rank
IBHJ Martin Ratio Rank: 8383
Martin Ratio Rank

BSJU
BSJU Risk / Return Rank: 7272
Overall Rank
BSJU Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BSJU Sortino Ratio Rank: 7373
Sortino Ratio Rank
BSJU Omega Ratio Rank: 7373
Omega Ratio Rank
BSJU Calmar Ratio Rank: 6565
Calmar Ratio Rank
BSJU Martin Ratio Rank: 8181
Martin Ratio Rank
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. BSJU - 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 2030 High Yield Corporate Bond ETF (BSJU). 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.


IBHJBSJUDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.26

-0.08

Sortino ratio

Return per unit of downside risk

1.60

1.93

-0.33

Omega ratio

Gain probability vs. loss probability

1.28

1.29

0.00

Calmar ratio

Return relative to maximum drawdown

1.87

1.81

+0.05

Martin ratio

Return relative to average drawdown

10.32

9.75

+0.57

IBHJ vs. BSJU - Sharpe Ratio Comparison

The current IBHJ Sharpe Ratio is 1.18, which is comparable to the BSJU Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IBHJ and BSJU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBHJBSJUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.26

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.95

+0.55

Correlation

The correlation between IBHJ and BSJU is 0.90, 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

IBHJ vs. BSJU - Dividend Comparison

IBHJ's dividend yield for the trailing twelve months is around 6.75%, more than BSJU's 6.62% yield.


TTM2025202420232022
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
6.75%6.64%6.87%3.66%0.00%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.62%6.52%7.08%6.74%2.38%

Drawdowns

IBHJ vs. BSJU - Drawdown Comparison

The maximum IBHJ drawdown since its inception was -4.93%, smaller than the maximum BSJU drawdown of -7.51%. Use the drawdown chart below to compare losses from any high point for IBHJ and BSJU.


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Drawdown Indicators


IBHJBSJUDifference

Max Drawdown

Largest peak-to-trough decline

-4.93%

-7.51%

+2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-4.14%

-0.02%

Current Drawdown

Current decline from peak

-0.96%

-0.97%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.65%

-1.12%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.77%

-0.02%

Volatility

IBHJ vs. BSJU - Volatility Comparison

iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) has a higher volatility of 2.43% compared to Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) at 2.30%. This indicates that IBHJ's price experiences larger fluctuations and is considered to be riskier than BSJU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHJBSJUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

2.30%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

3.01%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

5.75%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

8.04%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.04%

8.04%

-2.00%