XB vs. BSJO

Last updated Apr 1, 2026

Compare and contrast key facts about BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO).

XB and BSJO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XB is a passively managed fund by BondBloxx that tracks the performance of the ICE BofA Single-B US Cash Pay High Yield Constrained Index. It was launched on May 24, 2022. BSJO is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. It was launched on Sep 14, 2016. Both XB and BSJO 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

XB vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

XB vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
XB BondBloxx B Rated USD High Yield Corporate Bond ETF	-0.94%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Returns By Period

XB

• 1D: 0.99%
• 1M: -0.79%
• YTD: -0.20%
• 6M: 1.29%
• 1Y: 7.06%
• 3Y*: 7.79%
• 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)

XB vs. BSJO - Expense Ratio Comparison

XB has a 0.30% expense ratio, which is lower than BSJO's 0.42% expense ratio.

BSJO

Invesco BulletShares 2024 High Yield Corporate Bond ETF

XB

BondBloxx B Rated USD High Yield Corporate Bond ETF

Return for Risk

XB vs. BSJO — Risk / Return Rank

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

XB

XB Risk / Return Rank: 75
XB Sharpe Ratio Rank: 72
XB Sortino Ratio Rank: 75
XB Omega Ratio Rank: 80
XB Calmar Ratio Rank: 66
XB Martin Ratio Rank: 84

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.

XB vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) 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.

	XB	BSJO	Difference
Sharpe ratio Return per unit of total volatility	1.27	—	—
Sortino ratio Return per unit of downside risk	1.89	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	1.64	—	—
Martin ratio Return relative to average drawdown	9.47	—	—
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

	XB	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	—	—

Dividends

XB vs. BSJO - Dividend Comparison

XB's dividend yield for the trailing twelve months is around 7.19%, while BSJO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
XB BondBloxx B Rated USD High Yield Corporate Bond ETF	7.19%	6.96%	7.74%	7.87%	5.01%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XB vs. BSJO - Drawdown Comparison

The maximum XB drawdown since its inception was -9.25%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XB and BSJO.

Drawdown Indicators

	XB	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-9.25%	0.00%	-9.25%
Max Drawdown (1Y) Largest decline over 1 year	-4.27%	—	—
Current Drawdown Current decline from peak	-1.04%	0.00%	-1.04%
Average Drawdown Average peak-to-trough decline	-1.36%	0.00%	-1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.74%	—	—

Volatility

Volatility by Period

	XB	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.60%	0.00%	+5.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.54%	0.00%	+7.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.54%	0.00%	+7.54%