XCCC vs. BSJO

Last updated Jun 4, 2026

XCCC (BondBloxx CCC Rated USD High Yield Corporate Bond ETF) and BSJO (Invesco BulletShares 2024 High Yield Corporate Bond ETF) are both High Yield Bonds funds - XCCC tracks the ICE BofA CCC and Lower US High Yield Constrained Index while BSJO tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. Both are passively managed. XCCC charges 0.40%/yr vs 0.42%/yr for BSJO.

Performance

XCCC vs. BSJO - Performance Comparison

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

Returns By Period

XCCC

• 1D: -0.44%
• 1M: -0.23%
• YTD: -0.05%
• 6M: 0.38%
• 1Y: 5.67%
• 3Y*: 10.79%
• 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)

XCCC vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF	0.42%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Return for Risk

XCCC vs. BSJO — Risk / Return Rank

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

XCCC

XCCC Risk / Return Rank: 27
XCCC Sharpe Ratio Rank: 29
XCCC Sortino Ratio Rank: 29
XCCC Omega Ratio Rank: 28
XCCC Calmar Ratio Rank: 24
XCCC Martin Ratio Rank: 27

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.

XCCC vs. BSJO - Risk-Adjusted Trends Comparison

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

	XCCC	BSJO	Difference
Sharpe ratio: Return per unit of total volatility	1.09	—	—
Sortino ratio: Return per unit of downside risk	1.58	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	1.11	—	—
Martin ratio: Return relative to average drawdown	3.72	—	—
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

	XCCC	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	—	—

Drawdowns

XCCC vs. BSJO - Drawdown Comparison

The maximum XCCC drawdown since its inception was -10.99%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XCCC and BSJO.

Drawdown Indicators

	XCCC	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-10.99%	0.00%	-10.99%
Max Drawdown (1Y) Largest decline over 1 year	-5.11%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-10.99%	—	—
Current Drawdown Current decline from peak	-1.05%	0.00%	-1.05%
Average Drawdown Average peak-to-trough decline	-1.93%	0.00%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	—	—

Volatility

Volatility by Period

	XCCC	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.25%	0.00%	+5.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.82%	0.00%	+8.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.82%	0.00%	+8.82%

XCCC vs. BSJO - Expense Ratio Comparison

XCCC has a 0.40% expense ratio, which is lower than BSJO's 0.42% expense ratio.

Dividends

XCCC vs. BSJO - Dividend Comparison

XCCC's dividend yield for the trailing twelve months is around 10.05%, while BSJO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%
XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF	10.05%	10.06%	10.68%	12.05%	7.63%

Frequently Asked Questions

Which ETF is better, XCCC or BSJO?

On fees, XCCC is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XCCC or BSJO?

XCCC is cheaper with a 0.40% expense ratio, compared with 0.42% for BSJO.

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

XCCC has the higher dividend yield at 10.05%, compared with 0.00% for BSJO.

What is the main difference between XCCC and BSJO?

XCCC tracks ICE BofA CCC and Lower US High Yield Constrained Index, while BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. They also come from different issuers: BondBloxx and Invesco. Their fees differ too: 0.40% for XCCC and 0.42% for BSJO.