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BKLN vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKLN vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan ETF (BKLN) 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


BKLN

1D
-0.20%
1M
-0.38%
YTD
-0.04%
6M
0.65%
1Y
4.69%
3Y*
7.54%
5Y*
5.09%
10Y*
4.25%

BSJO

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

BKLN vs. BSJO - Yearly Performance Comparison


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Return for Risk

BKLN vs. BSJO — Risk / Return Rank

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

BKLN
BKLN Risk / Return Rank: 4949
Overall Rank
BKLN Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 5454
Sortino Ratio Rank
BKLN Omega Ratio Rank: 6868
Omega Ratio Rank
BKLN Calmar Ratio Rank: 3232
Calmar Ratio Rank
BKLN Martin Ratio Rank: 4040
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.

BKLN vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) 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.


BKLNBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

1.53

Martin ratioReturn relative to average drawdown

6.04

BKLN vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BKLNBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

Drawdowns

BKLN vs. BSJO - Drawdown Comparison

The maximum BKLN drawdown since its inception was -24.17%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BKLN and BSJO.


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Drawdown Indicators


BKLNBSJODifference

Max Drawdown

Largest peak-to-trough decline

-24.17%

0.00%

-24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-1.09%

0.00%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

Volatility

BKLN vs. BSJO - Volatility Comparison


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Volatility by Period


BKLNBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.76%

0.00%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

0.00%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

0.00%

+6.43%

BKLN vs. BSJO - Expense Ratio Comparison

BKLN has a 0.65% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

BKLN vs. BSJO - Dividend Comparison

BKLN's dividend yield for the trailing twelve months is around 6.63%, while BSJO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BKLN
Invesco Senior Loan ETF
6.63%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%
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%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 0.65% for BKLN.

BKLN has the higher dividend yield at 6.63%, compared with 0.00% for BSJO.

BKLN tracks S&P/LSTA U.S. Leveraged Loan 100 Index, while BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. Their fees differ too: 0.65% for BKLN and 0.42% for BSJO.

Portfolio Optimizer

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