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

Correlation

The correlation between BSJN and VGK is 0.53, 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.


-0.50.00.51.00.5

Performance

BSJN vs. VGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) and Vanguard FTSE Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
37.75%
65.67%
BSJN
VGK

Key characteristics

Returns By Period


BSJN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VGK

YTD

2.10%

1M

-1.06%

6M

-4.38%

1Y

3.07%

5Y*

5.19%

10Y*

5.16%

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BSJN vs. VGK - Expense Ratio Comparison

BSJN has a 0.42% expense ratio, which is higher than VGK's 0.08% expense ratio.


BSJN
Invesco BulletShares 2023 High Yield Corporate Bond ETF
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%
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

BSJN vs. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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.


Sharpe ratio
No data
The chart of Calmar ratio for BSJN, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.000.40
BSJN
VGK


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
0.31
BSJN
VGK

Dividends

BSJN vs. VGK - Dividend Comparison

BSJN has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.45%.


TTM20232022202120202019201820172016201520142013
BSJN
Invesco BulletShares 2023 High Yield Corporate Bond ETF
0.00%4.80%4.16%3.60%4.67%5.38%5.58%4.97%4.72%1.05%0.00%0.00%
VGK
Vanguard FTSE Europe ETF
2.45%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%

Drawdowns

BSJN vs. VGK - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.19%
-10.30%
BSJN
VGK

Volatility

BSJN vs. VGK - Volatility Comparison

The current volatility for Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) is 0.00%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 3.42%. This indicates that BSJN experiences smaller price fluctuations and is considered to be less risky than VGK 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%JulyAugustSeptemberOctoberNovemberDecember0
3.42%
BSJN
VGK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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