LCTU vs. BSJO

Last updated Jun 3, 2026

LCTU (BlackRock U.S. Carbon Transition Readiness ETF) and BSJO (Invesco BulletShares 2024 High Yield Corporate Bond ETF) are both exchange-traded funds - LCTU is a ESG fund actively managed by BlackRock, while BSJO is a High Yield Bonds fund tracking the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. LCTU is actively managed, while BSJO is passively managed. LCTU charges 0.15%/yr vs 0.42%/yr for BSJO.

Performance

LCTU vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LCTU

• 1D: 0.19%
• 1M: 5.43%
• YTD: 9.85%
• 6M: 10.40%
• 1Y: 27.44%
• 3Y*: 21.47%
• 5Y*: 12.73%
• 10Y*: —

BSJO

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LCTU vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
LCTU BlackRock U.S. Carbon Transition Readiness ETF	8.69%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Return for Risk

LCTU vs. BSJO — Risk / Return Rank

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

LCTU

LCTU Risk / Return Rank: 65
LCTU Sharpe Ratio Rank: 67
LCTU Sortino Ratio Rank: 65
LCTU Omega Ratio Rank: 66
LCTU Calmar Ratio Rank: 59
LCTU Martin Ratio Rank: 70

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.

LCTU vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Carbon Transition Readiness ETF (LCTU) 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.

	LCTU	BSJO	Difference
Sharpe ratio Return per unit of total volatility	2.25	—	—
Sortino ratio Return per unit of downside risk	3.07	—	—
Omega ratio Gain probability vs. loss probability	1.40	—	—
Calmar ratio Return relative to maximum drawdown	2.96	—	—
Martin ratio Return relative to average drawdown	13.20	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LCTU	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	—	—

Drawdowns

LCTU vs. BSJO - Drawdown Comparison

The maximum LCTU drawdown since its inception was -25.93%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LCTU and BSJO.

Drawdown Indicators

	LCTU	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-25.93%	0.00%	-25.93%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.83%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.32%	0.00%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	—	—

Volatility

Volatility by Period

	LCTU	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.28%	0.00%	+12.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.15%	0.00%	+17.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	0.00%	+17.02%

LCTU vs. BSJO - Expense Ratio Comparison

LCTU has a 0.15% expense ratio, which is lower than BSJO's 0.42% expense ratio.

Dividends

LCTU vs. BSJO - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 0.92%, while BSJO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LCTU BlackRock U.S. Carbon Transition Readiness ETF	0.92%	1.02%	1.27%	1.46%	1.63%	2.20%

Frequently Asked Questions

Which ETF is better, LCTU or BSJO?

On fees, LCTU is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LCTU or BSJO?

LCTU is cheaper with a 0.15% expense ratio, compared with 0.42% for BSJO.

Which ETF pays a higher dividend yield, LCTU or BSJO?

LCTU has the higher dividend yield at 0.92%, compared with 0.00% for BSJO.

What is the main difference between LCTU and BSJO?

LCTU is categorized as ESG, while BSJO is High Yield Bonds. They also come from different issuers: BlackRock and Invesco. Their fees differ too: 0.15% for LCTU and 0.42% for BSJO.