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BSJQ vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJQ vs. HYLB - 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 Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSJQ achieves a 0.85% return, which is significantly lower than HYLB's 1.53% return.


BSJQ

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

HYLB

1D
-0.18%
1M
0.38%
YTD
1.53%
6M
2.00%
1Y
6.87%
3Y*
8.72%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJQ vs. HYLB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
0.85%6.59%7.49%9.83%-7.35%4.53%2.80%16.74%-4.08%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.53%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-3.31%

Correlation

The correlation between BSJQ and HYLB is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

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

0.86

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

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2018

0.88

The correlation between BSJQ and HYLB shifts across timeframes, from 0.70 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSJQ vs. HYLB — Risk / Return Rank

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

BSJQ
BSJQ Risk / Return Rank: 9595
Overall Rank
BSJQ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BSJQ Sortino Ratio Rank: 9595
Sortino Ratio Rank
BSJQ Omega Ratio Rank: 9595
Omega Ratio Rank
BSJQ Calmar Ratio Rank: 9595
Calmar Ratio Rank
BSJQ Martin Ratio Rank: 9797
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
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. HYLB - 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 Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


BSJQHYLBDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.76

1.37

+0.40

Calmar ratioReturn relative to maximum drawdown

8.57

3.04

+5.53

Martin ratioReturn relative to average drawdown

41.55

13.06

+28.49

BSJQ vs. HYLB - Sharpe Ratio Comparison

The current BSJQ Sharpe Ratio is 3.35, which is higher than the HYLB Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of BSJQ and HYLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSJQHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

1.86

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.54

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.58

-0.04

Drawdowns

BSJQ vs. HYLB - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.13%, which is greater than HYLB's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for BSJQ and HYLB.


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Drawdown Indicators


BSJQHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

-22.91%

-1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.54%

-2.27%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

-4.51%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

-15.54%

+3.59%

Current Drawdown

Current decline from peak

-0.43%

-0.19%

-0.24%

Average Drawdown

Average peak-to-trough decline

-2.17%

-2.43%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.53%

-0.42%

Volatility

BSJQ vs. HYLB - Volatility Comparison

The current volatility for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) is 0.54%, while Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a volatility of 1.20%. This indicates that BSJQ experiences smaller price fluctuations and is considered to be less risky than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJQHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

1.20%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

0.98%

2.93%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

1.38%

3.70%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

7.47%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.45%

8.18%

+0.27%

BSJQ vs. HYLB - Expense Ratio Comparison

BSJQ has a 0.42% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

BSJQ vs. HYLB - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.83%, less than HYLB's 6.49% yield.


PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Frequently Asked Questions


BSJQ and HYLB have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYLB has higher volatility (1.20%) compared to BSJQ (0.54%). In terms of maximum drawdown, BSJQ dropped -24.13% vs HYLB's -22.91%.

On 5-year performance, HYLB leads with 4.04% vs 3.74% for BSJQ. On fees, HYLB is cheaper at 0.15% per year. On volatility, BSJQ has been the lower-risk option at 0.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYLB has performed better with a 4.04% return vs 3.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.42% for BSJQ.

HYLB has the higher dividend yield at 6.49%, compared with 5.83% for BSJQ.

BSJQ tracks NASDAQ BulletShares USD High Yield Corporate Bond 2026 TR Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.42% for BSJQ and 0.15% for HYLB.

BSJQ currently has the higher Sharpe Ratio (3.35 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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