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BSJQ vs. BNDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJQ vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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BSJQ vs. BNDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
0.66%6.59%7.49%9.83%-7.35%4.53%2.80%16.74%-4.34%
BNDW
Vanguard Total World Bond ETF
0.09%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%

Returns By Period

In the year-to-date period, BSJQ achieves a 0.66% return, which is significantly higher than BNDW's 0.09% return.


BSJQ

1D
0.00%
1M
0.16%
YTD
0.66%
6M
1.78%
1Y
5.91%
3Y*
7.08%
5Y*
3.93%
10Y*

BNDW

1D
0.13%
1M
-1.46%
YTD
0.09%
6M
0.53%
1Y
3.34%
3Y*
3.77%
5Y*
0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJQ vs. BNDW - Expense Ratio Comparison

BSJQ has a 0.42% expense ratio, which is higher than BNDW's 0.05% expense ratio.


Return for Risk

BSJQ vs. BNDW — Risk / Return Rank

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

BSJQ
BSJQ Risk / Return Rank: 9090
Overall Rank
BSJQ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BSJQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
BSJQ Omega Ratio Rank: 9797
Omega Ratio Rank
BSJQ Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJQ Martin Ratio Rank: 9595
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 4747
Overall Rank
BNDW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 4747
Sortino Ratio Rank
BNDW Omega Ratio Rank: 4141
Omega Ratio Rank
BNDW Calmar Ratio Rank: 5050
Calmar Ratio Rank
BNDW Martin Ratio Rank: 4949
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.

BSJQ vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) and Vanguard Total World Bond ETF (BNDW). 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.


BSJQBNDWDifference

Sharpe ratio

Return per unit of total volatility

1.85

0.95

+0.90

Sortino ratio

Return per unit of downside risk

2.63

1.34

+1.29

Omega ratio

Gain probability vs. loss probability

1.59

1.17

+0.42

Calmar ratio

Return relative to maximum drawdown

2.39

1.35

+1.05

Martin ratio

Return relative to average drawdown

17.12

4.95

+12.18

BSJQ vs. BNDW - Sharpe Ratio Comparison

The current BSJQ Sharpe Ratio is 1.85, which is higher than the BNDW Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BSJQ and BNDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSJQBNDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.95

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.04

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.37

+0.17

Correlation

The correlation between BSJQ and BNDW is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BSJQ vs. BNDW - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.95%, more than BNDW's 4.18% yield.


TTM20252024202320222021202020192018
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
5.95%6.10%6.58%6.58%5.58%4.27%4.64%4.59%2.39%
BNDW
Vanguard Total World Bond ETF
4.18%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%

Drawdowns

BSJQ vs. BNDW - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.13%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for BSJQ and BNDW.


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Drawdown Indicators


BSJQBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

-17.22%

-6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-2.70%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

-16.93%

+4.98%

Current Drawdown

Current decline from peak

0.00%

-1.85%

+1.85%

Average Drawdown

Average peak-to-trough decline

-2.22%

-5.05%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.73%

-0.38%

Volatility

BSJQ vs. BNDW - Volatility Comparison

The current volatility for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) is 0.59%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.67%. This indicates that BSJQ experiences smaller price fluctuations and is considered to be less risky than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJQBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

1.67%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

2.29%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

3.53%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

5.17%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

4.92%

+3.62%