BSJO vs. DWAW

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW).

BSJO and DWAW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSJO is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. It was launched on Sep 14, 2016. DWAW is an actively managed fund by AdvisorShares. It was launched on Dec 26, 2019.

Performance

BSJO vs. DWAW - 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 AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW). The values are adjusted to include any dividend payments, if applicable.

BSJO vs. DWAW - Yearly Performance Comparison

	2026 (YTD)
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%
DWAW AdvisorShares Dorsey Wright FSM All Cap World ETF	-6.04%

Returns By Period

BSJO

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

DWAW

• 1D: 3.53%
• 1M: -7.73%
• YTD: -2.84%
• 6M: -1.46%
• 1Y: 16.88%
• 3Y*: 12.22%
• 5Y*: 3.78%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. DWAW - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is lower than DWAW's 1.24% expense ratio.

DWAW

AdvisorShares Dorsey Wright FSM All Cap World ETF

BSJO

Invesco BulletShares 2024 High Yield Corporate Bond ETF

Return for Risk

BSJO vs. DWAW — Risk / Return Rank

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

DWAW

DWAW Risk / Return Rank: 48
DWAW Sharpe Ratio Rank: 44
DWAW Sortino Ratio Rank: 46
DWAW Omega Ratio Rank: 50
DWAW Calmar Ratio Rank: 49
DWAW Martin Ratio Rank: 54

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. DWAW - 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 AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW). 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.

Sharpe Ratios by Period

	BSJO	DWAW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.80	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.44	—

Dividends

BSJO vs. DWAW - Dividend Comparison

BSJO has not paid dividends to shareholders, while DWAW's dividend yield for the trailing twelve months is around 0.78%.

	TTM	2025	2024	2023	2022	2021	2020
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DWAW AdvisorShares Dorsey Wright FSM All Cap World ETF	0.78%	0.76%	0.00%	1.70%	0.53%	1.45%	0.16%

Drawdowns

BSJO vs. DWAW - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum DWAW drawdown of -31.55%. Use the drawdown chart below to compare losses from any high point for BSJO and DWAW.

Drawdown Indicators

	BSJO	DWAW	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-31.55%	+31.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.43%	—
Current Drawdown Current decline from peak	0.00%	-8.47%	+8.47%
Average Drawdown Average peak-to-trough decline	0.00%	-11.24%	+11.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.26%	—

Volatility

Volatility by Period

	BSJO	DWAW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.99%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.30%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	21.14%	-21.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	19.02%	-19.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.50%	-22.50%