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

Correlation

The correlation between BSJQ and SJNK is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

BSJQ vs. SJNK - 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 SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). The values are adjusted to include any dividend payments, if applicable.

31.00%32.00%33.00%34.00%35.00%36.00%37.00%38.00%NovemberDecember2025FebruaryMarchApril
35.15%
36.39%
BSJQ
SJNK

Key characteristics

Sharpe Ratio

BSJQ:

2.03

SJNK:

1.55

Sortino Ratio

BSJQ:

2.88

SJNK:

2.25

Omega Ratio

BSJQ:

1.48

SJNK:

1.35

Calmar Ratio

BSJQ:

2.81

SJNK:

1.72

Martin Ratio

BSJQ:

17.83

SJNK:

9.47

Ulcer Index

BSJQ:

0.42%

SJNK:

0.87%

Daily Std Dev

BSJQ:

3.68%

SJNK:

5.30%

Max Drawdown

BSJQ:

-24.15%

SJNK:

-19.74%

Current Drawdown

BSJQ:

0.00%

SJNK:

-1.05%

Returns By Period

In the year-to-date period, BSJQ achieves a 1.68% return, which is significantly higher than SJNK's 1.07% return.


BSJQ

YTD

1.68%

1M

0.42%

6M

2.60%

1Y

7.53%

5Y*

6.28%

10Y*

N/A

SJNK

YTD

1.07%

1M

0.04%

6M

2.00%

1Y

8.32%

5Y*

7.20%

10Y*

4.40%

*Annualized

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. SJNK - Expense Ratio Comparison

BSJQ has a 0.42% expense ratio, which is higher than SJNK's 0.40% expense ratio.


Expense ratio chart for BSJQ: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSJQ: 0.42%
Expense ratio chart for SJNK: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SJNK: 0.40%

Risk-Adjusted Performance

BSJQ vs. SJNK — Risk-Adjusted Performance Rank

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

BSJQ
The Risk-Adjusted Performance Rank of BSJQ is 9595
Overall Rank
The Sharpe Ratio Rank of BSJQ is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJQ is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BSJQ is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BSJQ is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BSJQ is 9797
Martin Ratio Rank

SJNK
The Risk-Adjusted Performance Rank of SJNK is 9292
Overall Rank
The Sharpe Ratio Rank of SJNK is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SJNK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SJNK is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SJNK is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SJNK is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSJQ vs. SJNK - 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 SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). 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.


The chart of Sharpe ratio for BSJQ, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.00
BSJQ: 2.03
SJNK: 1.55
The chart of Sortino ratio for BSJQ, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.00
BSJQ: 2.88
SJNK: 2.25
The chart of Omega ratio for BSJQ, currently valued at 1.48, compared to the broader market0.501.001.502.002.50
BSJQ: 1.48
SJNK: 1.35
The chart of Calmar ratio for BSJQ, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.00
BSJQ: 2.81
SJNK: 1.72
The chart of Martin ratio for BSJQ, currently valued at 17.83, compared to the broader market0.0020.0040.0060.00
BSJQ: 17.83
SJNK: 9.47

The current BSJQ Sharpe Ratio is 2.03, which is higher than the SJNK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of BSJQ and SJNK, 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 Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.03
1.55
BSJQ
SJNK

Dividends

BSJQ vs. SJNK - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 6.53%, less than SJNK's 7.49% yield.


TTM20242023202220212020201920182017201620152014
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
6.53%6.58%6.58%5.58%4.27%4.64%5.53%2.39%0.00%0.00%0.00%0.00%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.49%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%

Drawdowns

BSJQ vs. SJNK - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.15%, which is greater than SJNK's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for BSJQ and SJNK. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.05%
BSJQ
SJNK

Volatility

BSJQ vs. SJNK - Volatility Comparison

The current volatility for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) is 2.87%, while SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a volatility of 4.17%. This indicates that BSJQ experiences smaller price fluctuations and is considered to be less risky than SJNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
2.87%
4.17%
BSJQ
SJNK