BSJP vs. AUGZ

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and TrueShares Structured Outcome (August) ETF (AUGZ).

BSJP and AUGZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSJP is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index. It was launched on Sep 27, 2017. AUGZ is a passively managed fund by TrueShares that tracks the performance of the S&P 500 Index. It was launched on Jul 31, 2020. Both BSJP and AUGZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BSJP vs. AUGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and TrueShares Structured Outcome (August) ETF (AUGZ). The values are adjusted to include any dividend payments, if applicable.

BSJP vs. AUGZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF	0.00%	4.46%	8.07%	10.41%	-5.16%	4.57%	5.49%
AUGZ TrueShares Structured Outcome (August) ETF	-3.43%	13.49%	17.99%	17.32%	-10.41%	20.74%	11.28%

Returns By Period

BSJP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AUGZ

• 1D: 0.44%
• 1M: -3.62%
• YTD: -3.43%
• 6M: -1.91%
• 1Y: 12.75%
• 3Y*: 13.07%
• 5Y*: 9.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJP vs. AUGZ - Expense Ratio Comparison

BSJP has a 0.42% expense ratio, which is lower than AUGZ's 0.79% expense ratio.

AUGZ

TrueShares Structured Outcome (August) ETF

BSJP

Invesco BulletShares 2025 High Yield Corporate Bond ETF

Return for Risk

BSJP vs. AUGZ — Risk / Return Rank

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

AUGZ

AUGZ Risk / Return Rank: 52
AUGZ Sharpe Ratio Rank: 49
AUGZ Sortino Ratio Rank: 50
AUGZ Omega Ratio Rank: 53
AUGZ Calmar Ratio Rank: 51
AUGZ Martin Ratio Rank: 60

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.

BSJP vs. AUGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and TrueShares Structured Outcome (August) ETF (AUGZ). 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.

Sharpe Ratios by Period

	BSJP	AUGZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.94	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.93	—

Correlation

The correlation between BSJP and AUGZ is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BSJP vs. AUGZ - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 3.10%, less than AUGZ's 3.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF	3.10%	4.50%	6.25%	7.07%	5.37%	4.27%	4.96%	5.49%	5.84%	1.32%
AUGZ TrueShares Structured Outcome (August) ETF	3.76%	3.63%	4.08%	3.42%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	BSJP	AUGZ	Difference
Max Drawdown Largest peak-to-trough decline	—	-15.67%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.67%	—
Current Drawdown Current decline from peak	—	-4.94%	—
Average Drawdown Average peak-to-trough decline	—	-3.18%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.04%	—

Volatility

Volatility by Period

	BSJP	AUGZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.68%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	11.98%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	12.17%	—