PortfoliosLab logoPortfoliosLab logo
BSJO vs. SCYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. SCYB - 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 Schwab High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BSJO

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

SCYB

1D
-0.29%
1M
0.36%
YTD
1.55%
6M
1.87%
1Y
6.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. SCYB - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BSJO vs. SCYB — Risk / Return Rank

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

BSJO

SCYB
SCYB Risk / Return Rank: 5959
Overall Rank
SCYB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 5858
Sortino Ratio Rank
SCYB Omega Ratio Rank: 5959
Omega Ratio Rank
SCYB Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCYB Martin Ratio Rank: 6868
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. SCYB - 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 Schwab High Yield Bond ETF (SCYB). 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. SCYB - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BSJOSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

Drawdowns

BSJO vs. SCYB - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum SCYB drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for BSJO and SCYB.


Loading charts...

Drawdown Indicators


BSJOSCYBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-4.92%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

Current Drawdown

Current decline from peak

0.00%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.52%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

Volatility

BSJO vs. SCYB - Volatility Comparison


Loading charts...

Volatility by Period


BSJOSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.76%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

5.13%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

5.13%

-5.13%

BSJO vs. SCYB - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than SCYB's 0.03% expense ratio.


Dividends

BSJO vs. SCYB - Dividend Comparison

BSJO has not paid dividends to shareholders, while SCYB's dividend yield for the trailing twelve months is around 6.94%.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
SCYB
Schwab High Yield Bond ETF
6.94%6.99%7.06%3.36%

Frequently Asked Questions


On fees, SCYB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCYB is cheaper with a 0.03% expense ratio, compared with 0.42% for BSJO.

SCYB has the higher dividend yield at 6.94%, compared with 0.00% for BSJO.

BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while SCYB tracks ICE BofA US Cash Pay High Yield Constrained Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.42% for BSJO and 0.03% for SCYB.

Portfolio Optimizer

Find the right allocation for BSJO and SCYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer