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BSJQ vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

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.

5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
32.49%
9.24%
BSJQ
BNDW

Key characteristics

Sharpe Ratio

BSJQ:

2.70

BNDW:

0.57

Sortino Ratio

BSJQ:

4.00

BNDW:

0.83

Omega Ratio

BSJQ:

1.53

BNDW:

1.10

Calmar Ratio

BSJQ:

6.99

BNDW:

0.24

Martin Ratio

BSJQ:

26.52

BNDW:

1.81

Ulcer Index

BSJQ:

0.28%

BNDW:

1.41%

Daily Std Dev

BSJQ:

2.79%

BNDW:

4.49%

Max Drawdown

BSJQ:

-24.15%

BNDW:

-17.22%

Current Drawdown

BSJQ:

-0.34%

BNDW:

-6.24%

Returns By Period

In the year-to-date period, BSJQ achieves a 7.44% return, which is significantly higher than BNDW's 2.55% return.


BSJQ

YTD

7.44%

1M

0.09%

6M

4.24%

1Y

7.21%

5Y*

3.31%

10Y*

N/A

BNDW

YTD

2.55%

1M

0.24%

6M

2.55%

1Y

2.62%

5Y*

-0.08%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSJQ vs. BNDW - Expense Ratio Comparison

BSJQ has a 0.42% expense ratio, which is higher than BNDW's 0.06% expense ratio.


BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
Expense ratio chart for BSJQ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

BSJQ vs. BNDW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BSJQ, currently valued at 2.70, compared to the broader market0.002.004.002.700.57
The chart of Sortino ratio for BSJQ, currently valued at 4.00, compared to the broader market-2.000.002.004.006.008.0010.004.000.83
The chart of Omega ratio for BSJQ, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.531.10
The chart of Calmar ratio for BSJQ, currently valued at 6.99, compared to the broader market0.005.0010.0015.006.990.24
The chart of Martin ratio for BSJQ, currently valued at 26.52, compared to the broader market0.0020.0040.0060.0080.00100.0026.521.81
BSJQ
BNDW

The current BSJQ Sharpe Ratio is 2.70, which is higher than the BNDW Sharpe Ratio of 0.57. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.70
0.57
BSJQ
BNDW

Dividends

BSJQ vs. BNDW - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 6.01%, more than BNDW's 4.19% yield.


TTM202320222021202020192018
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
6.01%6.58%5.58%4.28%4.64%5.53%2.39%
BNDW
Vanguard Total World Bond ETF
2.71%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 -24.15%, 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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.34%
-6.24%
BSJQ
BNDW

Volatility

BSJQ vs. BNDW - Volatility Comparison

The current volatility for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) is 1.03%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.28%. 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.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%JulyAugustSeptemberOctoberNovemberDecember
1.03%
1.28%
BSJQ
BNDW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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