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BSJO vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. QQQ - 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 QQQ ETF (QQQ). 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*

QQQ

1D
0.31%
1M
0.69%
6M
16.05%
YTD
18.38%
1Y
31.54%
3Y*
26.10%
5Y*
15.67%
10Y*
21.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. QQQ - Yearly Performance Comparison


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Return for Risk

BSJO vs. QQQ — 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.


QQQ
QQQ Risk / Return Rank: 6464
Overall Rank
QQQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6060
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6262
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6666
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. QQQ - 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 QQQ ETF (QQQ). 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.


BSJOQQQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.62

Martin ratioReturn relative to average drawdown

9.43

BSJO vs. QQQ - Sharpe Ratio Comparison


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Drawdowns

BSJO vs. QQQ - Drawdown Comparison


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Drawdown Indicators


BSJOQQQDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-2.66%

Average Drawdown

Average peak-to-trough decline

-32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

Volatility

BSJO vs. QQQ - Volatility Comparison


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Volatility by Period


BSJOQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

BSJO vs. QQQ - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Dividends

BSJO vs. QQQ - Dividend Comparison

BSJO has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.42%.


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%
QQQ
Invesco QQQ ETF
0.42%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.42% for BSJO.

QQQ has the higher dividend yield at 0.42%, compared with 0.00% for BSJO.

BSJO is categorized as High Yield Bonds, while QQQ is Nasdaq-100. BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while QQQ tracks NASDAQ-100 Index. Their fees differ too: 0.42% for BSJO and 0.18% for QQQ.

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