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BSJO vs. XLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BSJO vs. XLG - Yearly Performance Comparison


Returns By Period


BSJO

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

XLG

1D
0.70%
1M
-3.74%
YTD
-7.18%
6M
-4.55%
1Y
19.62%
3Y*
21.92%
5Y*
13.96%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJO vs. XLG - Expense Ratio Comparison

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


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: 5757
Overall Rank
XLG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLG Omega Ratio Rank: 5858
Omega Ratio Rank
XLG Calmar Ratio Rank: 6262
Calmar Ratio Rank
XLG Martin Ratio Rank: 5656
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

0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

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 0.70%.


TTM20252024202320222021202020192018201720162015
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
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

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 (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%

-8.93%

+8.93%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.69%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

Volatility

BSJO vs. XLG - Volatility Comparison


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Volatility by Period


BSJOXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

19.97%

-19.97%

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%

18.81%

-18.81%