BSJP vs. BSJT

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT).

BSJP and BSJT 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. BSJT is a passively managed fund by Invesco that tracks the performance of the Invesco BulletShares High Yield Corporate Bond 2029 Index. It was launched on Sep 15, 2021. Both BSJP and BSJT 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. BSJT - 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 2029 High Yield Corporate Bond ETF (BSJT). The values are adjusted to include any dividend payments, if applicable.

BSJP vs. BSJT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BSJP Invesco BulletShares 2025 High Yield Corporate Bond ETF	0.00%	4.46%	8.07%	10.41%	-5.16%	0.56%
BSJT Invesco BulletShares 2029 High Yield Corporate Bond ETF	-0.64%	7.63%	8.01%	13.59%	-14.85%	-0.52%

Returns By Period

BSJP

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

BSJT

• 1D: 0.96%
• 1M: -0.48%
• YTD: -0.64%
• 6M: 0.74%
• 1Y: 6.78%
• 3Y*: 7.82%
• 5Y*: —
• 10Y*: —

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

BSJP vs. BSJT - Expense Ratio Comparison

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

BSJP

Invesco BulletShares 2025 High Yield Corporate Bond ETF

BSJT

Invesco BulletShares 2029 High Yield Corporate Bond ETF

Return for Risk

BSJP vs. BSJT — Risk / Return Rank

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

BSJT

BSJT Risk / Return Rank: 71
BSJT Sharpe Ratio Rank: 71
BSJT Sortino Ratio Rank: 71
BSJT Omega Ratio Rank: 72
BSJT Calmar Ratio Rank: 64
BSJT Martin Ratio Rank: 77

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. BSJT - 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 2029 High Yield Corporate Bond ETF (BSJT). 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	BSJT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.28	—

Correlation

The correlation between BSJP and BSJT is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BSJP vs. BSJT - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 3.10%, less than BSJT's 6.87% 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%
BSJT Invesco BulletShares 2029 High Yield Corporate Bond ETF	6.87%	6.77%	6.65%	6.42%	5.45%	1.20%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	BSJP	BSJT	Difference
Max Drawdown Largest peak-to-trough decline	—	-19.62%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-4.15%	—
Current Drawdown Current decline from peak	—	-1.35%	—
Average Drawdown Average peak-to-trough decline	—	-5.65%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.81%	—

Volatility

Volatility by Period

	BSJP	BSJT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	5.45%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	8.33%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	8.33%	—