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BSJN vs. DVYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BSJNDVYA

Correlation

-0.50.00.51.00.4

The correlation between BSJN and DVYA is 0.44, 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.

Performance

BSJN vs. DVYA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
1.75%
BSJN
DVYA

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BSJN vs. DVYA - Expense Ratio Comparison

BSJN has a 0.42% expense ratio, which is lower than DVYA's 0.49% expense ratio.


DVYA
iShares Asia/Pacific Dividend ETF
Expense ratio chart for DVYA: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for BSJN: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

BSJN vs. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) and iShares Asia/Pacific Dividend ETF (DVYA). 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.


BSJN
Sharpe ratio
The chart of Sharpe ratio for BSJN, currently valued at 1.10, compared to the broader market-2.000.002.004.006.001.10
Sortino ratio
The chart of Sortino ratio for BSJN, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.0012.001.82
Omega ratio
The chart of Omega ratio for BSJN, currently valued at 1.90, compared to the broader market1.001.502.002.503.001.90
Calmar ratio
The chart of Calmar ratio for BSJN, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.21
Martin ratio
The chart of Martin ratio for BSJN, currently valued at 2.32, compared to the broader market0.0020.0040.0060.0080.00100.002.32
DVYA
Sharpe ratio
The chart of Sharpe ratio for DVYA, currently valued at 1.73, compared to the broader market-2.000.002.004.006.001.73
Sortino ratio
The chart of Sortino ratio for DVYA, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.45
Omega ratio
The chart of Omega ratio for DVYA, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for DVYA, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.82
Martin ratio
The chart of Martin ratio for DVYA, currently valued at 7.32, compared to the broader market0.0020.0040.0060.0080.00100.007.32

BSJN vs. DVYA - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.10
1.73
BSJN
DVYA

Dividends

BSJN vs. DVYA - Dividend Comparison

BSJN has not paid dividends to shareholders, while DVYA's dividend yield for the trailing twelve months is around 6.28%.


TTM20232022202120202019201820172016201520142013
BSJN
Invesco BulletShares 2023 High Yield Corporate Bond ETF
0.61%4.80%4.16%3.60%4.67%5.38%5.58%4.97%4.72%1.05%0.00%0.00%
DVYA
iShares Asia/Pacific Dividend ETF
6.28%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%5.63%

Drawdowns

BSJN vs. DVYA - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.19%
-5.90%
BSJN
DVYA

Volatility

BSJN vs. DVYA - Volatility Comparison

The current volatility for Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) is 0.00%, while iShares Asia/Pacific Dividend ETF (DVYA) has a volatility of 4.43%. This indicates that BSJN experiences smaller price fluctuations and is considered to be less risky than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
4.43%
BSJN
DVYA