APUE vs. BSJO

Last updated Apr 2, 2026

Compare and contrast key facts about ActivePassive U.S. Equity ETF (APUE) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO).

APUE and BSJO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. APUE is an actively managed fund by ActivePassive. It was launched on May 2, 2023. 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.

Performance

APUE vs. BSJO - Performance Comparison

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

APUE vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
APUE ActivePassive U.S. Equity ETF	-5.10%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Returns By Period

APUE

• 1D: 0.70%
• 1M: -4.27%
• YTD: -3.14%
• 6M: -0.53%
• 1Y: 19.09%
• 3Y*: —
• 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)

APUE vs. BSJO - Expense Ratio Comparison

APUE has a 0.33% expense ratio, which is lower than BSJO's 0.42% expense ratio.

BSJO

Invesco BulletShares 2024 High Yield Corporate Bond ETF

APUE

ActivePassive U.S. Equity ETF

Return for Risk

APUE vs. BSJO — Risk / Return Rank

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

APUE

APUE Risk / Return Rank: 61
APUE Sharpe Ratio Rank: 58
APUE Sortino Ratio Rank: 59
APUE Omega Ratio Rank: 62
APUE Calmar Ratio Rank: 59
APUE Martin Ratio Rank: 68

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.

APUE vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ActivePassive U.S. Equity ETF (APUE) 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.

	APUE	BSJO	Difference
Sharpe ratio Return per unit of total volatility	1.08	—	—
Sortino ratio Return per unit of downside risk	1.61	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	1.66	—	—
Martin ratio Return relative to average drawdown	7.68	—	—
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

	APUE	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	—	—

Dividends

APUE vs. BSJO - Dividend Comparison

APUE's dividend yield for the trailing twelve months is around 0.86%, while BSJO has not paid dividends to shareholders.

	TTM	2025	2024	2023
APUE ActivePassive U.S. Equity ETF	0.86%	0.83%	0.79%	0.41%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

APUE vs. BSJO - Drawdown Comparison

The maximum APUE drawdown since its inception was -18.83%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for APUE and BSJO.

Drawdown Indicators

	APUE	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-18.83%	0.00%	-18.83%
Max Drawdown (1Y) Largest decline over 1 year	-11.90%	—	—
Current Drawdown Current decline from peak	-5.57%	0.00%	-5.57%
Average Drawdown Average peak-to-trough decline	-2.14%	0.00%	-2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	—	—

Volatility

Volatility by Period

	APUE	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.70%	0.00%	+17.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.82%	0.00%	+14.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.82%	0.00%	+14.82%