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BSJO vs. HYHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. HYHG - 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 ProShares High Yield-Interest Rate Hedged (HYHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJO

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

HYHG

1D
0.40%
1M
0.73%
6M
3.88%
YTD
4.22%
1Y
7.23%
3Y*
9.18%
5Y*
7.06%
10Y*
5.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. HYHG - Yearly Performance Comparison


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Return for Risk

BSJO vs. HYHG — Risk / Return Rank

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

BSJO

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


HYHG
HYHG Risk / Return Rank: 6060
Overall Rank
HYHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 4646
Sortino Ratio Rank
HYHG Omega Ratio Rank: 4444
Omega Ratio Rank
HYHG Calmar Ratio Rank: 8484
Calmar Ratio Rank
HYHG Martin Ratio Rank: 7979
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. HYHG - 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 ProShares High Yield-Interest Rate Hedged (HYHG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSJOHYHGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

3.59

Martin ratioReturn relative to average drawdown

11.96

BSJO vs. HYHG - Sharpe Ratio Comparison


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Drawdowns

BSJO vs. HYHG - Drawdown Comparison


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Drawdown Indicators


BSJOHYHGDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.47%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.71%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

BSJO vs. HYHG - Volatility Comparison


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Volatility by Period


BSJOHYHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.07%

BSJO vs. HYHG - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is lower than HYHG's 0.50% expense ratio.


Dividends

BSJO vs. HYHG - Dividend Comparison

BSJO has not paid dividends to shareholders, while HYHG's dividend yield for the trailing twelve months is around 6.70%.


PositionTTM20252024202320222021202020192018201720162015
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%
HYHG
ProShares High Yield-Interest Rate Hedged
6.70%6.97%6.57%6.07%5.58%4.54%5.21%6.06%6.45%5.57%5.37%6.37%

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 0.50% for HYHG.

HYHG has the higher dividend yield at 6.70%, compared with 0.00% for BSJO.

BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while HYHG tracks Citi High Yield (Treasury Rate-Hedged) Index. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.42% for BSJO and 0.50% for HYHG.

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