SHYG vs. BSJQ
Compare and contrast key facts about iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) and Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ).
SHYG and BSJQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHYG is a passively managed fund by iShares that tracks the performance of the Markit iBoxx USD Liquid High Yield 0-5 Index. It was launched on Oct 15, 2013. BSJQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2026 TR Index. It was launched on Aug 9, 2018. Both SHYG and BSJQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SHYG vs. BSJQ - Performance Comparison
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SHYG vs. BSJQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | -0.02% | 7.94% | 8.17% | 10.38% | -4.71% | 4.60% | 3.15% | 9.93% | -2.40% |
BSJQ Invesco BulletShares 2026 High Yield Corp Bond ETF | 0.66% | 6.59% | 7.49% | 9.83% | -7.35% | 4.53% | 2.80% | 16.74% | -4.08% |
Returns By Period
In the year-to-date period, SHYG achieves a -0.02% return, which is significantly lower than BSJQ's 0.66% return.
SHYG
- 1D
- 0.15%
- 1M
- -0.32%
- YTD
- -0.02%
- 6M
- 1.12%
- 1Y
- 6.67%
- 3Y*
- 7.72%
- 5Y*
- 4.76%
- 10Y*
- 5.36%
BSJQ
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 0.66%
- 6M
- 1.78%
- 1Y
- 5.91%
- 3Y*
- 7.08%
- 5Y*
- 3.93%
- 10Y*
- —
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SHYG vs. BSJQ - Expense Ratio Comparison
SHYG has a 0.30% expense ratio, which is lower than BSJQ's 0.42% expense ratio.
Return for Risk
SHYG vs. BSJQ — Risk / Return Rank
SHYG
BSJQ
SHYG vs. BSJQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) and Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ). 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.
| SHYG | BSJQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.85 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.93 | 2.63 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.59 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.39 | -0.57 |
Martin ratioReturn relative to average drawdown | 10.29 | 17.12 | -6.83 |
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
| SHYG | BSJQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.85 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.69 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.54 | +0.17 |
Correlation
The correlation between SHYG and BSJQ is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SHYG vs. BSJQ - Dividend Comparison
SHYG's dividend yield for the trailing twelve months is around 7.09%, more than BSJQ's 5.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.09% | 7.03% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% |
BSJQ Invesco BulletShares 2026 High Yield Corp Bond ETF | 5.95% | 6.10% | 6.58% | 6.58% | 5.58% | 4.27% | 4.64% | 4.59% | 2.39% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHYG vs. BSJQ - Drawdown Comparison
The maximum SHYG drawdown since its inception was -19.26%, smaller than the maximum BSJQ drawdown of -24.13%. Use the drawdown chart below to compare losses from any high point for SHYG and BSJQ.
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Drawdown Indicators
| SHYG | BSJQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.26% | -24.13% | +4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.77% | -2.52% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -9.39% | -11.95% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -19.26% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | 0.00% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -1.46% | -2.22% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.35% | +0.32% |
Volatility
SHYG vs. BSJQ - Volatility Comparison
iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) has a higher volatility of 1.96% compared to Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) at 0.59%. This indicates that SHYG's price experiences larger fluctuations and is considered to be riskier than BSJQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHYG | BSJQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 0.59% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 0.94% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.20% | 3.21% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.71% | 5.74% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.43% | 8.54% | -2.11% |