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IQHI vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQHI vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay ESG High Income ETF (IQHI) 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


IQHI

1D
0.25%
1M
-0.01%
YTD
1.59%
6M
2.22%
1Y
7.00%
3Y*
8.35%
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)

IQHI vs. BSJO - Yearly Performance Comparison


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Return for Risk

IQHI vs. BSJO — Risk / Return Rank

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

IQHI
IQHI Risk / Return Rank: 6464
Overall Rank
IQHI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IQHI Sortino Ratio Rank: 6464
Sortino Ratio Rank
IQHI Omega Ratio Rank: 6565
Omega Ratio Rank
IQHI Calmar Ratio Rank: 6161
Calmar Ratio Rank
IQHI Martin Ratio Rank: 7070
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.

IQHI vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay ESG High Income ETF (IQHI) 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.


IQHIBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.86

Martin ratioReturn relative to average drawdown

12.24

IQHI vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IQHIBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

Drawdowns

IQHI vs. BSJO - Drawdown Comparison

The maximum IQHI drawdown since its inception was -4.19%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IQHI and BSJO.


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Drawdown Indicators


IQHIBSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

0.00%

-4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.97%

Current Drawdown

Current decline from peak

-0.37%

0.00%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.62%

0.00%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

IQHI vs. BSJO - Volatility Comparison


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Volatility by Period


IQHIBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

0.00%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

0.00%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

0.00%

+4.89%

IQHI vs. BSJO - Expense Ratio Comparison

IQHI has a 0.40% expense ratio, which is lower than BSJO's 0.42% expense ratio.


Dividends

IQHI vs. BSJO - Dividend Comparison

IQHI's dividend yield for the trailing twelve months is around 7.59%, while BSJO has not paid dividends to shareholders.


PositionTTM2025202420232022
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%
IQHI
IQ MacKay ESG High Income ETF
7.59%7.88%8.83%6.92%1.29%

Frequently Asked Questions


On fees, IQHI is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQHI is cheaper with a 0.40% expense ratio, compared with 0.42% for BSJO.

IQHI has the higher dividend yield at 7.59%, compared with 0.00% for BSJO.

They also come from different issuers: IndexIQ and Invesco. Their fees differ too: 0.40% for IQHI and 0.42% for BSJO.

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