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BSJO vs. IDMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. IDMO - 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 Invesco S&P International Developed Momentum ETF (IDMO). 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*

IDMO

1D
-1.59%
1M
-2.15%
6M
5.42%
YTD
8.27%
1Y
21.68%
3Y*
24.84%
5Y*
15.50%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. IDMO - Yearly Performance Comparison


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Return for Risk

BSJO vs. IDMO — 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.


IDMO
IDMO Risk / Return Rank: 4242
Overall Rank
IDMO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 4040
Sortino Ratio Rank
IDMO Omega Ratio Rank: 3939
Omega Ratio Rank
IDMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
IDMO Martin Ratio Rank: 5151
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. IDMO - 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 Invesco S&P International Developed Momentum ETF (IDMO). 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.


BSJOIDMODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.77

Martin ratioReturn relative to average drawdown

6.94

BSJO vs. IDMO - Sharpe Ratio Comparison


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Drawdowns

BSJO vs. IDMO - Drawdown Comparison


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Drawdown Indicators


BSJOIDMODifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

Current Drawdown

Current decline from peak

-3.93%

Average Drawdown

Average peak-to-trough decline

-9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

Volatility

BSJO vs. IDMO - Volatility Comparison


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Volatility by Period


BSJOIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

BSJO vs. IDMO - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than IDMO's 0.25% expense ratio.


Dividends

BSJO vs. IDMO - Dividend Comparison

BSJO has not paid dividends to shareholders, while IDMO's dividend yield for the trailing twelve months is around 3.69%.


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%
IDMO
Invesco S&P International Developed Momentum ETF
3.69%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%

Frequently Asked Questions


On fees, IDMO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDMO is cheaper with a 0.25% expense ratio, compared with 0.42% for BSJO.

IDMO has the higher dividend yield at 3.69%, compared with 0.00% for BSJO.

BSJO is categorized as High Yield Bonds, while IDMO is Momentum. BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Their fees differ too: 0.42% for BSJO and 0.25% for IDMO.

Portfolio Optimizer

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