BSJQ vs. BSJO

Last updated Jun 4, 2026

BSJQ (Invesco BulletShares 2026 High Yield Corp Bond ETF) and BSJO (Invesco BulletShares 2024 High Yield Corporate Bond ETF) are both High Yield Bonds funds from Invesco - BSJQ tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2026 TR Index while BSJO tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. Both are passively managed. Both charge a 0.42% expense ratio.

Performance

BSJQ vs. BSJO - 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 Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BSJQ

• 1D: 0.00%
• 1M: -0.28%
• YTD: 0.85%
• 6M: 1.28%
• 1Y: 4.62%
• 3Y*: 6.94%
• 5Y*: 3.74%
• 10Y*: —

BSJO

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BSJQ vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
BSJQ Invesco BulletShares 2026 High Yield Corp Bond ETF	0.58%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Return for Risk

BSJQ vs. BSJO — Risk / Return Rank

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

BSJQ

BSJQ Risk / Return Rank: 95
BSJQ Sharpe Ratio Rank: 92
BSJQ Sortino Ratio Rank: 95
BSJQ Omega Ratio Rank: 95
BSJQ Calmar Ratio Rank: 95
BSJQ Martin Ratio Rank: 97

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. BSJO - 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 Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.

	BSJQ	BSJO	Difference
Sharpe ratio Return per unit of total volatility	3.35	—	—
Sortino ratio Return per unit of downside risk	5.25	—	—
Omega ratio Gain probability vs. loss probability	1.76	—	—
Calmar ratio Return relative to maximum drawdown	8.57	—	—
Martin ratio Return relative to average drawdown	41.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BSJQ	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.35	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	—	—

Drawdowns

BSJQ vs. BSJO - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.13%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJQ and BSJO.

Drawdown Indicators

	BSJQ	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-24.13%	0.00%	-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	-0.43%	0.00%	-0.43%
Average Drawdown Average peak-to-trough decline	-2.17%	0.00%	-2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.11%	—	—

Volatility

Volatility by Period

	BSJQ	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.38%	0.00%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.73%	0.00%	+5.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.45%	0.00%	+8.45%

BSJQ vs. BSJO - Expense Ratio Comparison

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

Dividends

BSJQ vs. BSJO - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.83%, while BSJO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BSJQ Invesco BulletShares 2026 High Yield Corp Bond ETF	5.83%	6.10%	6.58%	6.58%	5.58%	4.27%	4.64%	4.59%	2.39%

Frequently Asked Questions

Which ETF is better, BSJQ or BSJO?

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

Which ETF is cheaper, BSJQ or BSJO?

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

Which ETF pays a higher dividend yield, BSJQ or BSJO?

BSJQ has the higher dividend yield at 5.83%, compared with 0.00% for BSJO.

What is the main difference between BSJQ and BSJO?

BSJQ tracks NASDAQ BulletShares USD High Yield Corporate Bond 2026 TR Index, while BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index.