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BSJO vs. BHYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJO vs. BHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Xtrackers USD High Yield BB-B ex Financials ETF (BHYB). The values are adjusted to include any dividend payments, if applicable.

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BSJO vs. BHYB - Yearly Performance Comparison


Returns By Period


BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

BHYB

1D
0.07%
1M
-0.91%
YTD
-0.01%
6M
1.30%
1Y
7.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJO vs. BHYB - Expense Ratio Comparison

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


Return for Risk

BSJO vs. BHYB — Risk / Return Rank

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

BSJO

BHYB
BHYB Risk / Return Rank: 7979
Overall Rank
BHYB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BHYB Sortino Ratio Rank: 8080
Sortino Ratio Rank
BHYB Omega Ratio Rank: 8585
Omega Ratio Rank
BHYB Calmar Ratio Rank: 7171
Calmar Ratio Rank
BHYB Martin Ratio Rank: 8686
Martin Ratio Rank
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.

BSJO vs. BHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Xtrackers USD High Yield BB-B ex Financials ETF (BHYB). 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.


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

BSJO vs. BHYB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJOBHYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

Sharpe Ratio (All Time)

Calculated using the full available price history

2.07

Dividends

BSJO vs. BHYB - Dividend Comparison

BSJO has not paid dividends to shareholders, while BHYB's dividend yield for the trailing twelve months is around 6.54%.


Drawdowns

BSJO vs. BHYB - Drawdown Comparison

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


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Drawdown Indicators


BSJOBHYBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-4.23%

+4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

Current Drawdown

Current decline from peak

0.00%

-1.12%

+1.12%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.40%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

Volatility

BSJO vs. BHYB - Volatility Comparison


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Volatility by Period


BSJOBHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

5.13%

-5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.77%

-4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.77%

-4.77%