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BHYB vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BHYB vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) 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


BHYB

1D
0.01%
1M
0.65%
YTD
2.02%
6M
2.17%
1Y
6.65%
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)

BHYB vs. BSJO - Yearly Performance Comparison


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Return for Risk

BHYB vs. BSJO — Risk / Return Rank

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

BHYB
BHYB Risk / Return Rank: 7070
Overall Rank
BHYB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BHYB Sortino Ratio Rank: 7373
Sortino Ratio Rank
BHYB Omega Ratio Rank: 7272
Omega Ratio Rank
BHYB Calmar Ratio Rank: 6363
Calmar Ratio Rank
BHYB Martin Ratio Rank: 7676
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BHYB vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) 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.

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.


BHYBBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.94

Martin ratioReturn relative to average drawdown

13.42

BHYB vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

BHYB vs. BSJO - Drawdown Comparison

The maximum BHYB drawdown since its inception was -4.23%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BHYB and BSJO.


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Drawdown Indicators


BHYBBSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

0.00%

-4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-0.39%

0.00%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

Volatility

BHYB vs. BSJO - Volatility Comparison


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Volatility by Period


BHYBBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

0.00%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

0.00%

+4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

0.00%

+4.68%

BHYB vs. BSJO - Expense Ratio Comparison

BHYB has a 0.20% expense ratio, which is lower than BSJO's 0.42% expense ratio.


Dividends

BHYB vs. BSJO - Dividend Comparison

BHYB's dividend yield for the trailing twelve months is around 6.31%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
6.31%6.57%7.04%0.75%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, BHYB is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BHYB is cheaper with a 0.20% expense ratio, compared with 0.42% for BSJO.

BHYB has the higher dividend yield at 6.31%, compared with 0.00% for BSJO.

BHYB tracks ICE BofA BB-B Non-FNCL Non-Distressed US HY Constrained Index - Benchmark TR Gross, while BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for BHYB and 0.42% for BSJO.

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