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LDRH vs. BSJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LDRH vs. BSJR

Last updated Jun 4, 2026

LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) and BSJR (Invesco BulletShares 2027 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 BSJR tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index. Both are passively managed. Over the past year, LDRH returned 6.43% vs 4.78% for BSJR. Their correlation of 0.81 suggests significant overlap in exposure. LDRH charges 0.35%/yr vs 0.42%/yr for BSJR.

Performance

LDRH vs. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRH achieves a 1.79% return, which is significantly higher than BSJR's 1.11% return.

LDRH

1D
-0.20%
1M
0.18%
YTD
1.79%
6M
2.28%
1Y
6.43%
3Y*
—
5Y*
—
10Y*
—

BSJR

1D
-0.09%
1M
0.05%
YTD
1.11%
6M
1.70%
1Y
4.78%
3Y*
7.78%
5Y*
3.37%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRH vs. BSJR - Yearly Performance Comparison

2026 (YTD)20252024
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF		1.79%7.18%0.21%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF		1.11%7.41%-0.18%

Correlation

The correlation between LDRH and BSJR is 0.75, 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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.81

The correlation between LDRH and BSJR has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

LDRH vs. BSJR - Sectors Allocation Comparison

Sectors
LDRH
BSJR

Energy

100.0%
4.3%

Basic Materials

-

1.6%

Communication Services

-

6.0%

Consumer Cyclical

-

11.2%

Consumer Defensive

-

1.8%

Financial Services

-

13.8%

Healthcare

-

2.7%

Industrials

-

10.3%

Real Estate

-

4.2%

Technology

-

1.6%

Utilities

-

0.8%

Energy

LDRH
100.0%
BSJR
4.3%

Basic Materials

LDRH

-

BSJR
1.6%

Communication Services

LDRH

-

BSJR
6.0%

Consumer Cyclical

LDRH

-

BSJR
11.2%

Consumer Defensive

LDRH

-

BSJR
1.8%

Financial Services

LDRH

-

BSJR
13.8%

Healthcare

LDRH

-

BSJR
2.7%

Industrials

LDRH

-

BSJR
10.3%

Real Estate

LDRH

-

BSJR
4.2%

Technology

LDRH

-

BSJR
1.6%

Utilities

LDRH

-

BSJR
0.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares iBonds 1-5 Year High Yield and Income Ladder ETF

Invesco BulletShares 2027 High Yield Corporate Bond ETF

Often compared with LDRH:
LDRH vs. IBHELDRH vs. HYBLLDRH vs. SPHYLDRH vs. HYSLDRH vs. VGHYLDRH vs. GHYBLDRH vs. IBHG
Often compared with BSJR:
BSJR vs. EICBSJR vs. IBHFBSJR vs. JSIBSJR vs. IBHGBSJR vs. BSJSBSJR vs. EIFAXBSJR vs. BSJP

Return for Risk

LDRH vs. BSJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LDRH
LDRH Risk / Return Rank: 8585
Overall Rank
LDRH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8787
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8181
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9191
Martin Ratio Rank
BSJR
BSJR Risk / Return Rank: 7878
Overall Rank
BSJR Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 7878
Sortino Ratio Rank
BSJR Omega Ratio Rank: 7575
Omega Ratio Rank
BSJR Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJR Martin Ratio Rank: 8787
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.

LDRH vs. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). 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.

LDRHBSJRDifference
Sharpe ratioReturn per unit of total volatility
2.48
2.27

+0.21

Sortino ratioReturn per unit of downside risk
3.99
3.51

+0.48

Omega ratioGain probability vs. loss probability

1.49

1.45

+0.04

Calmar ratioReturn relative to maximum drawdown

5.24

4.13

+1.11

Martin ratioReturn relative to average drawdown

21.81

19.02

+2.79

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDRH vs. BSJR - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 2.48, which is comparable to the BSJR Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of LDRH and BSJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

LDRHBSJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.27

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.50

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.43

+1.26

Drawdowns

LDRH vs. BSJR - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for LDRH and BSJR.

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Drawdown Indicators

LDRHBSJRDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-22.58%

+19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-1.16%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

—

-3.15%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-16.37%

—

Current Drawdown

Current decline from peak

-0.20%

-0.27%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.24%

-3.25%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.25%

+0.05%

Volatility

LDRH vs. BSJR - Volatility Comparison

iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) has a higher volatility of 0.69% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 0.57%. This indicates that LDRH's price experiences larger fluctuations and is considered to be riskier than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LDRHBSJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.57%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

1.45%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

2.12%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

6.73%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

9.37%

-5.85%

LDRH vs. BSJR - Expense Ratio Comparison

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

Dividends

LDRH vs. BSJR - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 7.00%, more than BSJR's 5.75% yield.

PositionTTM2025202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF		5.75%6.19%6.75%6.48%5.37%4.49%4.53%1.20%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF		7.00%6.41%1.13%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LDRH and BSJR have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDRH has higher volatility (0.69%) compared to BSJR (0.57%). In terms of maximum drawdown, LDRH dropped -3.17% vs BSJR's -22.58%.

On 1-year performance, LDRH leads with 6.43% vs 4.78% for BSJR. On fees, LDRH is cheaper at 0.35% per year. On volatility, BSJR has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LDRH has performed better with a 6.43% return vs 4.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

LDRH has the higher dividend yield at 7.00%, compared with 5.75% for BSJR.

LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while BSJR tracks NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for LDRH and 0.42% for BSJR.

LDRH currently has the higher Sharpe Ratio (2.48 vs 2.27), 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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