AUGZ vs. BSJP
AUGZ (TrueShares Structured Outcome (August) ETF) and BSJP (Invesco BulletShares 2025 High Yield Corporate Bond ETF) are both exchange-traded funds - AUGZ is a Defined Outcome fund tracking the S&P 500 Index, while BSJP is a High Yield Bonds fund tracking the NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index. Both are passively managed. A 0.60 correlation means they provide meaningful diversification when combined. AUGZ charges 0.79%/yr vs 0.42%/yr for BSJP.
Performance
AUGZ vs. BSJP - Performance Comparison
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Returns By Period
AUGZ
- 1D
- -0.39%
- 1M
- 0.08%
- YTD
- 7.08%
- 6M
- 6.74%
- 1Y
- 19.59%
- 3Y*
- 15.58%
- 5Y*
- 10.53%
- 10Y*
- —
BSJP
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AUGZ vs. BSJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 7.08% | 13.49% | 17.99% | 17.32% | -10.41% | 20.74% | 11.22% |
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF | 0.00% | 4.46% | 8.07% | 10.41% | -5.16% | 4.57% | 5.32% |
Correlation
The correlation between AUGZ and BSJP is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2020 | 0.60 |
The correlation between AUGZ and BSJP shifts across timeframes, from -0.04 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUGZ vs. BSJP — Risk / Return Rank
AUGZ
BSJP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AUGZ vs. BSJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AUGZ | BSJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | — | — |
| Martin ratioReturn relative to average drawdown | 11.29 | — | — |
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Drawdowns
AUGZ vs. BSJP - Drawdown Comparison
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Drawdown Indicators
| AUGZ | BSJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | — | — |
Average DrawdownAverage peak-to-trough decline | -3.10% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | — | — |
Volatility
AUGZ vs. BSJP - Volatility Comparison
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Volatility by Period
| AUGZ | BSJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.14% | — | — |
AUGZ vs. BSJP - Expense Ratio Comparison
AUGZ has a 0.79% expense ratio, which is higher than BSJP's 0.42% expense ratio.
Dividends
AUGZ vs. BSJP - Dividend Comparison
AUGZ's dividend yield for the trailing twelve months is around 3.39%, more than BSJP's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 3.39% | 3.63% | 4.08% | 3.42% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF | 2.26% | 4.50% | 6.25% | 7.07% | 5.37% | 4.27% | 4.96% | 5.49% | 5.84% | 1.32% |
Frequently Asked Questions
AUGZ and BSJP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BSJP is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BSJP is cheaper with a 0.42% expense ratio, compared with 0.79% for AUGZ.
AUGZ has the higher dividend yield at 3.39%, compared with 2.26% for BSJP.
AUGZ is categorized as Defined Outcome, while BSJP is High Yield Bonds. AUGZ tracks S&P 500 Index, while BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index. They also come from different issuers: TrueShares and Invesco. Their fees differ too: 0.79% for AUGZ and 0.42% for BSJP.
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