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

Performance

BSJO vs. XMMO - 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 MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BSJO

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

XMMO

1D
-1.75%
1M
-6.35%
6M
12.33%
YTD
14.98%
1Y
23.50%
3Y*
26.07%
5Y*
14.78%
10Y*
18.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. XMMO - 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. XMMO — 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.


XMMO
XMMO Risk / Return Rank: 5050
Overall Rank
XMMO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 3939
Sortino Ratio Rank
XMMO Omega Ratio Rank: 3838
Omega Ratio Rank
XMMO Calmar Ratio Rank: 6868
Calmar Ratio Rank
XMMO Martin Ratio Rank: 6767
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. XMMO - 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 MidCap Momentum ETF (XMMO). 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.


BSJOXMMODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.71

Martin ratioReturn relative to average drawdown

9.57

BSJO vs. XMMO - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BSJO vs. XMMO - Drawdown Comparison


Loading charts...

Drawdown Indicators


BSJOXMMODifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-8.71%

Average Drawdown

Average peak-to-trough decline

-9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

Volatility

BSJO vs. XMMO - Volatility Comparison


Loading charts...

Volatility by Period


BSJOXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

BSJO vs. XMMO - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than XMMO's 0.35% expense ratio.


Dividends

BSJO vs. XMMO - Dividend Comparison

BSJO has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.61%.


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%
XMMO
Invesco S&P MidCap Momentum ETF
0.61%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Frequently Asked Questions


On fees, XMMO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMMO is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJO.

XMMO has the higher dividend yield at 0.61%, compared with 0.00% for BSJO.

BSJO is categorized as High Yield Bonds, while XMMO is Momentum. BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while XMMO tracks S&P MidCap 400 Momentum Index. Their fees differ too: 0.42% for BSJO and 0.35% for XMMO.

Portfolio Optimizer

Find the right allocation for BSJO and XMMO

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