YLD vs. BSJO

Last updated Jun 5, 2026

YLD (Principal Active High Yield ETF) and BSJO (Invesco BulletShares 2024 High Yield Corporate Bond ETF) are both High Yield Bonds funds. YLD is actively managed, while BSJO is passively managed. YLD charges 0.39%/yr vs 0.42%/yr for BSJO.

Performance

YLD vs. BSJO - Performance Comparison

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

Returns By Period

YLD

• 1D: 0.13%
• 1M: 0.39%
• YTD: 2.97%
• 6M: 3.53%
• 1Y: 7.28%
• 3Y*: 8.69%
• 5Y*: 4.77%
• 10Y*: 5.73%

BSJO

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YLD vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
YLD Principal Active High Yield ETF	1.68%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Return for Risk

YLD vs. BSJO — Risk / Return Rank

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

YLD

YLD Risk / Return Rank: 60
YLD Sharpe Ratio Rank: 50
YLD Sortino Ratio Rank: 53
YLD Omega Ratio Rank: 51
YLD Calmar Ratio Rank: 74
YLD Martin Ratio Rank: 70

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.

YLD vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Active High Yield ETF (YLD) 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.

	YLD	BSJO	Difference
Sharpe ratio: Return per unit of total volatility	1.69	—	—
Sortino ratio: Return per unit of downside risk	2.54	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	3.70	—	—
Martin ratio: Return relative to average drawdown	12.81	—	—
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

	YLD	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	—	—

Drawdowns

YLD vs. BSJO - Drawdown Comparison

The maximum YLD drawdown since its inception was -28.34%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for YLD and BSJO.

Drawdown Indicators

	YLD	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-28.34%	0.00%	-28.34%
Max Drawdown (1Y) Largest decline over 1 year	-1.98%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-5.62%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.89%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.34%	—	—
Current Drawdown Current decline from peak	-0.24%	0.00%	-0.24%
Average Drawdown Average peak-to-trough decline	-2.70%	0.00%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.57%	—	—

Volatility

Volatility by Period

	YLD	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.34%	0.00%	+4.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.39%	0.00%	+6.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.21%	0.00%	+8.21%

YLD vs. BSJO - Expense Ratio Comparison

YLD has a 0.39% expense ratio, which is lower than BSJO's 0.42% expense ratio.

Dividends

YLD vs. BSJO - Dividend Comparison

YLD's dividend yield for the trailing twelve months is around 7.26%, while BSJO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YLD Principal Active High Yield ETF	7.26%	7.33%	7.12%	6.46%	6.51%	3.92%	4.40%	4.81%	5.42%	6.28%	4.47%	2.56%

Frequently Asked Questions

Which ETF is better, YLD or BSJO?

On fees, YLD is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YLD or BSJO?

YLD is cheaper with a 0.39% expense ratio, compared with 0.42% for BSJO.

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

YLD has the higher dividend yield at 7.26%, compared with 0.00% for BSJO.

What is the main difference between YLD and BSJO?

They also come from different issuers: Principal and Invesco. Their fees differ too: 0.39% for YLD and 0.42% for BSJO.