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AESR vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AESR vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anfield U.S. Equity Sector Rotation ETF (AESR) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AESR

1D
1.33%
1M
7.32%
YTD
21.04%
6M
22.36%
1Y
39.98%
3Y*
26.85%
5Y*
15.50%
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AESR vs. BSJO - Yearly Performance Comparison


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Return for Risk

AESR vs. BSJO — Risk / Return Rank

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

AESR
AESR Risk / Return Rank: 7575
Overall Rank
AESR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AESR Sortino Ratio Rank: 7070
Sortino Ratio Rank
AESR Omega Ratio Rank: 7171
Omega Ratio Rank
AESR Calmar Ratio Rank: 7979
Calmar Ratio Rank
AESR Martin Ratio Rank: 8484
Martin Ratio Rank

BSJO
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.

AESR vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anfield U.S. Equity Sector Rotation ETF (AESR) 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.


AESRBSJODifference

Sharpe ratio

Return per unit of total volatility

2.45

Sortino ratio

Return per unit of downside risk

3.25

Omega ratio

Gain probability vs. loss probability

1.43

Calmar ratio

Return relative to maximum drawdown

4.11

Martin ratio

Return relative to average drawdown

17.33

AESR vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AESRBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

Drawdowns

AESR vs. BSJO - Drawdown Comparison

The maximum AESR drawdown since its inception was -31.06%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AESR and BSJO.


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Drawdown Indicators


AESRBSJODifference

Max Drawdown

Largest peak-to-trough decline

-31.06%

0.00%

-31.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.02%

0.00%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

Volatility

AESR vs. BSJO - Volatility Comparison


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Volatility by Period


AESRBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

0.00%

+16.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

0.00%

+17.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

0.00%

+20.45%

AESR vs. BSJO - Expense Ratio Comparison

AESR has a 1.46% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

AESR vs. BSJO - Dividend Comparison

AESR's dividend yield for the trailing twelve months is around 19.02%, while BSJO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AESR
Anfield U.S. Equity Sector Rotation ETF
19.02%23.02%0.17%0.33%0.73%6.59%1.06%0.33%
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%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 1.46% for AESR.

AESR has the higher dividend yield at 19.02%, compared with 0.00% for BSJO.

AESR is categorized as Large Cap Growth Equities, while BSJO is High Yield Bonds. They also come from different issuers: Regents Park Funds and Invesco. Their fees differ too: 1.46% for AESR and 0.42% for BSJO.

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