BSJP vs. AUGZ
BSJP (Invesco BulletShares 2025 High Yield Corporate Bond ETF) and AUGZ (TrueShares Structured Outcome (August) ETF) are both exchange-traded funds - BSJP is a High Yield Bonds fund tracking the NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index, while AUGZ is a Defined Outcome fund tracking the S&P 500 Index. Both are passively managed. A 0.59 correlation means they provide meaningful diversification when combined. BSJP charges 0.42%/yr vs 0.79%/yr for AUGZ.
Performance
BSJP vs. AUGZ - Performance Comparison
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Returns By Period
BSJP
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AUGZ
- 1D
- -0.55%
- 1M
- -0.04%
- 6M
- 6.38%
- YTD
- 7.59%
- 1Y
- 15.54%
- 3Y*
- 14.70%
- 5Y*
- 10.26%
- 10Y*
- —
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% | 5.32% |
AUGZ TrueShares Structured Outcome (August) ETF | 7.59% | 13.49% | 17.99% | 17.32% | -10.41% | 20.74% | 11.22% |
Correlation
The correlation between BSJP and AUGZ is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2020 | 0.59 |
The correlation between BSJP and AUGZ shifts across timeframes, from -0.05 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BSJP vs. AUGZ — Risk / Return Rank
BSJP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AUGZ
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.
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.
| BSJP | AUGZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.16 | — |
| Martin ratioReturn relative to average drawdown | — | 8.59 | — |
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Drawdowns
BSJP vs. AUGZ - Drawdown Comparison
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Drawdown Indicators
| BSJP | AUGZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -15.67% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.23% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.52% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.67% | — |
Current DrawdownCurrent decline from peak | — | -1.18% | — |
Average DrawdownAverage peak-to-trough decline | — | -3.09% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.81% | — |
Volatility
BSJP vs. AUGZ - Volatility Comparison
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Volatility by Period
| BSJP | AUGZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.44% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.34% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 10.27% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 12.09% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 12.13% | — |
BSJP vs. AUGZ - Expense Ratio Comparison
BSJP has a 0.42% expense ratio, which is lower than AUGZ's 0.79% expense ratio.
Dividends
BSJP vs. AUGZ - Dividend Comparison
BSJP's dividend yield for the trailing twelve months is around 1.89%, less than AUGZ's 3.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 3.37% | 3.63% | 4.08% | 3.42% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF | 1.89% | 4.50% | 6.25% | 7.07% | 5.37% | 4.27% | 4.96% | 5.49% | 5.84% | 1.32% |
Frequently Asked Questions
BSJP and AUGZ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BSJP is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BSJP is cheaper with a 0.42% expense ratio, compared with 0.79% for AUGZ.
AUGZ has the higher dividend yield at 3.37%, compared with 1.89% for BSJP.
BSJP is categorized as High Yield Bonds, while AUGZ is Defined Outcome. BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index, while AUGZ tracks S&P 500 Index. They also come from different issuers: Invesco and TrueShares. Their fees differ too: 0.42% for BSJP and 0.79% for AUGZ.
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