IGLB vs. BSJS
IGLB (iShares 10+ Year Investment Grade Corporate Bond ETF) and BSJS (Invesco BulletShares 2028 High Yield Corporate Bond ETF) are both exchange-traded funds - IGLB is a Corporate Bonds fund tracking the ICE BofAML10+ Year US Corporate Index, while BSJS is a High Yield Bonds fund tracking the Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index. Both are passively managed. Over the past 5 years, IGLB returned -1.66%/yr vs 3.29%/yr for BSJS. A 0.52 correlation means they provide meaningful diversification when combined. IGLB charges 0.06%/yr vs 0.42%/yr for BSJS.
Performance
IGLB vs. BSJS - Performance Comparison
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Returns By Period
In the year-to-date period, IGLB achieves a 0.84% return, which is significantly lower than BSJS's 1.67% return.
IGLB
- 1D
- -0.32%
- 1M
- 1.42%
- YTD
- 0.84%
- 6M
- -0.11%
- 1Y
- 7.79%
- 3Y*
- 4.53%
- 5Y*
- -1.66%
- 10Y*
- 2.28%
BSJS
- 1D
- -0.05%
- 1M
- 0.61%
- YTD
- 1.67%
- 6M
- 2.13%
- 1Y
- 6.48%
- 3Y*
- 8.32%
- 5Y*
- 3.29%
- 10Y*
- —
IGLB vs. BSJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 0.84% | 7.53% | -1.50% | 11.03% | -25.38% | -1.68% | 3.64% |
BSJS Invesco BulletShares 2028 High Yield Corporate Bond ETF | 1.67% | 8.31% | 7.38% | 12.28% | -13.69% | 3.40% | 4.05% |
Correlation
The correlation between IGLB and BSJS is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.52 |
The correlation between IGLB and BSJS has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
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Return for Risk
IGLB vs. BSJS — Risk / Return Rank
IGLB
BSJS
IGLB vs. BSJS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). 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.
| IGLB | BSJS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.45 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.97 | -2.46 |
| Martin ratioReturn relative to average drawdown | 3.79 | 19.33 | -15.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGLB | BSJS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.29 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.45 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.52 | -0.15 |
Drawdowns
IGLB vs. BSJS - Drawdown Comparison
The maximum IGLB drawdown since its inception was -34.12%, which is greater than BSJS's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for IGLB and BSJS.
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Drawdown Indicators
| IGLB | BSJS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.12% | -17.73% | -16.39% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -1.64% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -12.87% | -4.44% | -8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -34.12% | -17.73% | -16.39% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | — | — |
Current DrawdownCurrent decline from peak | -13.70% | -0.05% | -13.65% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -3.99% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 0.34% | +1.72% |
Volatility
IGLB vs. BSJS - Volatility Comparison
iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a higher volatility of 2.32% compared to Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) at 0.72%. This indicates that IGLB's price experiences larger fluctuations and is considered to be riskier than BSJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLB | BSJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 0.72% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 2.03% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.84% | 2.84% | +5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.39% | 7.39% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.53% | 7.14% | +5.39% |
IGLB vs. BSJS - Expense Ratio Comparison
IGLB has a 0.06% expense ratio, which is lower than BSJS's 0.42% expense ratio.
Dividends
IGLB vs. BSJS - Dividend Comparison
IGLB's dividend yield for the trailing twelve months is around 5.26%, less than BSJS's 6.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSJS Invesco BulletShares 2028 High Yield Corporate Bond ETF | 6.27% | 6.49% | 7.04% | 6.75% | 5.82% | 4.86% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 5.26% | 5.14% | 5.10% | 4.59% | 4.56% | 3.16% | 3.22% | 3.73% | 4.56% | 3.94% | 4.21% | 4.58% |
Frequently Asked Questions
IGLB and BSJS have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGLB has higher volatility (2.32%) compared to BSJS (0.72%). In terms of maximum drawdown, IGLB dropped -34.12% vs BSJS's -17.73%.
On 5-year performance, BSJS leads with 3.29% vs -1.66% for IGLB. On fees, IGLB is cheaper at 0.06% per year. On volatility, BSJS has been the lower-risk option at 0.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BSJS has performed better with a 3.29% return vs -1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IGLB is cheaper with a 0.06% expense ratio, compared with 0.42% for BSJS.
BSJS has the higher dividend yield at 6.27%, compared with 5.26% for IGLB.
IGLB is categorized as Corporate Bonds, while BSJS is High Yield Bonds. IGLB tracks ICE BofAML10+ Year US Corporate Index, while BSJS tracks Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.06% for IGLB and 0.42% for BSJS.
BSJS currently has the higher Sharpe Ratio (2.29 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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