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BSJO vs. XLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. XLG - 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 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJO

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

XLG

1D
0.42%
1M
4.19%
YTD
8.03%
6M
7.64%
1Y
28.88%
3Y*
24.70%
5Y*
16.34%
10Y*
17.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. XLG - Yearly Performance Comparison


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Return for Risk

BSJO vs. XLG — Risk / Return Rank

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

BSJO

XLG
XLG Risk / Return Rank: 6060
Overall Rank
XLG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6565
Sortino Ratio Rank
XLG Omega Ratio Rank: 6565
Omega Ratio Rank
XLG Calmar Ratio Rank: 4848
Calmar Ratio Rank
XLG Martin Ratio Rank: 5252
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. XLG - 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 500 Top 50 ETF (XLG). 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. XLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJOXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Drawdowns

BSJO vs. XLG - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for BSJO and XLG.


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Drawdown Indicators


BSJOXLGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-52.39%

+52.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

Current Drawdown

Current decline from peak

0.00%

-1.02%

+1.02%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.64%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

Volatility

BSJO vs. XLG - Volatility Comparison


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Volatility by Period


BSJOXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.32%

-13.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.68%

-18.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.84%

-18.84%

BSJO vs. XLG - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than XLG's 0.20% expense ratio.


Dividends

BSJO vs. XLG - Dividend Comparison

BSJO has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.60%.


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%
XLG
Invesco S&P 500 Top 50 ETF
0.60%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Frequently Asked Questions


On fees, XLG is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLG is cheaper with a 0.20% expense ratio, compared with 0.42% for BSJO.

XLG has the higher dividend yield at 0.60%, compared with 0.00% for BSJO.

BSJO is categorized as High Yield Bonds, while XLG is S&P 500. BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while XLG tracks S&P 500 Top 50 Index. Their fees differ too: 0.42% for BSJO and 0.20% for XLG.

Portfolio Optimizer

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