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BSJP vs. BSJQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJP vs. BSJQ - 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 Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJP

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

BSJQ

1D
-0.10%
1M
-0.18%
YTD
1.06%
6M
1.25%
1Y
4.35%
3Y*
7.09%
5Y*
3.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJP vs. BSJQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-5.16%4.57%4.16%16.89%-5.51%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
1.06%6.59%7.49%9.83%-7.35%4.53%2.80%16.74%-4.08%

Correlation

The correlation between BSJP and BSJQ is -0.07, 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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2018

0.82

The correlation between BSJP and BSJQ shifts across timeframes, from -0.07 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSJP vs. BSJQ — Risk / Return Rank

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

BSJP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BSJQ
BSJQ Risk / Return Rank: 9595
Overall Rank
BSJQ Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSJQ Sortino Ratio Rank: 9595
Sortino Ratio Rank
BSJQ Omega Ratio Rank: 9595
Omega Ratio Rank
BSJQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
BSJQ Martin Ratio Rank: 9696
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.

BSJP vs. BSJQ - 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 Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ). 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.


BSJPBSJQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.72

Calmar ratioReturn relative to maximum drawdown

8.08

Martin ratioReturn relative to average drawdown

33.05

BSJP vs. BSJQ - Sharpe Ratio Comparison


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Drawdowns

BSJP vs. BSJQ - Drawdown Comparison


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Drawdown Indicators


BSJPBSJQDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

Current Drawdown

Current decline from peak

-0.23%

Average Drawdown

Average peak-to-trough decline

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

Volatility

BSJP vs. BSJQ - Volatility Comparison


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Volatility by Period


BSJPBSJQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.42%

BSJP vs. BSJQ - Expense Ratio Comparison

Both BSJP and BSJQ have an expense ratio of 0.42%.


Dividends

BSJP vs. BSJQ - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 2.26%, less than BSJQ's 6.32% yield.


PositionTTM202520242023202220212020201920182017
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
2.26%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
6.32%6.10%6.58%6.58%5.58%4.27%4.64%4.59%2.39%0.00%

Frequently Asked Questions


BSJP and BSJQ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.42% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BSJP and BSJQ have the same expense ratio: 0.42% per year.

BSJQ has the higher dividend yield at 6.32%, compared with 2.26% for BSJP.

BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index, while BSJQ tracks NASDAQ BulletShares USD High Yield Corporate Bond 2026 TR Index.

Portfolio Optimizer

Find the right allocation for BSJP and BSJQ

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