We don't know the complete situation you are in, but I would just add a throw clause to the method signature and do not use any try catch.
private BufferedImage loadImageFromURL() throws IOException
{
return ImageIO.read(url);
}
Which basically resolves back to the original method, without extracting the try-catch. If the loading fails, the method will stop, but not really return. The exception will go all the way back to some piece of code that handles it properly.