LDRH vs. BSJO

Last updated Jun 4, 2026

LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) and BSJO (Invesco BulletShares 2024 High Yield Corporate Bond ETF) are both High Yield Bonds funds - LDRH tracks the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index while BSJO tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. Both are passively managed. LDRH charges 0.35%/yr vs 0.42%/yr for BSJO.

Performance

LDRH vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LDRH

• 1D: -0.20%
• 1M: 0.18%
• YTD: 1.79%
• 6M: 2.28%
• 1Y: 6.43%
• 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)

LDRH vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	1.31%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Return for Risk

LDRH vs. BSJO — Risk / Return Rank

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

LDRH

LDRH Risk / Return Rank: 85
LDRH Sharpe Ratio Rank: 76
LDRH Sortino Ratio Rank: 87
LDRH Omega Ratio Rank: 81
LDRH Calmar Ratio Rank: 88
LDRH Martin Ratio Rank: 91

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.

LDRH vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) 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.

	LDRH	BSJO	Difference
Sharpe ratio: Return per unit of total volatility	2.48	—	—
Sortino ratio: Return per unit of downside risk	3.99	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	5.24	—	—
Martin ratio: Return relative to average drawdown	21.81	—	—
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

	LDRH	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.69	—	—

Drawdowns

LDRH vs. BSJO - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LDRH and BSJO.

Drawdown Indicators

	LDRH	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-3.17%	0.00%	-3.17%
Max Drawdown (1Y) Largest decline over 1 year	-1.23%	—	—
Current Drawdown Current decline from peak	-0.20%	0.00%	-0.20%
Average Drawdown Average peak-to-trough decline	-0.24%	0.00%	-0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.30%	—	—

Volatility

Volatility by Period

	LDRH	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.61%	0.00%	+2.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.52%	0.00%	+3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.52%	0.00%	+3.52%

LDRH vs. BSJO - Expense Ratio Comparison

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

Dividends

LDRH vs. BSJO - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 7.00%, while BSJO has not paid dividends to shareholders.

Position	TTM	2025	2024
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	7.00%	6.41%	1.13%

Frequently Asked Questions

Which ETF is better, LDRH or BSJO?

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

Which ETF is cheaper, LDRH or BSJO?

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

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

LDRH has the higher dividend yield at 7.00%, compared with 0.00% for BSJO.

What is the main difference between LDRH and BSJO?

LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, 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 LDRH and 0.42% for BSJO.