AESR vs. BSJO
Compare and contrast key facts about Anfield U.S. Equity Sector Rotation ETF (AESR) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO).
AESR and BSJO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AESR is an actively managed fund by Regents Park Funds. It was launched on Dec 17, 2019. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AESR or BSJO.
Performance
AESR vs. BSJO - Performance Comparison
Returns By Period
In the year-to-date period, AESR achieves a 27.88% return, which is significantly higher than BSJO's 5.18% return.
AESR
27.88%
3.09%
11.56%
35.28%
N/A
N/A
BSJO
5.18%
0.50%
2.50%
6.45%
3.09%
N/A
Key characteristics
| AESR | BSJO | |
|---|---|---|
| Sharpe Ratio | 2.43 | 5.53 |
| Sortino Ratio | 3.31 | 11.02 |
| Omega Ratio | 1.43 | 2.68 |
| Calmar Ratio | 3.60 | 19.92 |
| Martin Ratio | 14.45 | 105.50 |
| Ulcer Index | 2.43% | 0.06% |
| Daily Std Dev | 14.50% | 1.19% |
| Max Drawdown | -31.06% | -21.99% |
| Current Drawdown | -1.01% | 0.00% |
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AESR vs. BSJO - Expense Ratio Comparison
AESR has a 1.46% expense ratio, which is higher than BSJO's 0.42% expense ratio.
Correlation
The correlation between AESR and BSJO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
AESR vs. BSJO - Risk-Adjusted Performance 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.
Dividends
AESR vs. BSJO - Dividend Comparison
AESR's dividend yield for the trailing twelve months is around 0.15%, less than BSJO's 5.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
AESR Anfield U.S. Equity Sector Rotation ETF | 0.15% | 0.33% | 0.73% | 6.59% | 1.06% | 0.33% | 0.00% | 0.00% | 0.00% |
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF | 5.89% | 6.05% | 4.89% | 4.06% | 4.51% | 5.10% | 5.68% | 4.87% | 1.39% |
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 -21.99%. Use the drawdown chart below to compare losses from any high point for AESR and BSJO. For additional features, visit the drawdowns tool.
Volatility
AESR vs. BSJO - Volatility Comparison
Anfield U.S. Equity Sector Rotation ETF (AESR) has a higher volatility of 4.24% compared to Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) at 0.19%. This indicates that AESR's price experiences larger fluctuations and is considered to be riskier than BSJO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.