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BSJQ vs. SRLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJQ vs. SRLN - 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 Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

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BSJQ vs. SRLN - 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%-4.08%
SRLN
SPDR Blackstone Senior Loan ETF
-1.39%6.77%8.43%11.62%-5.30%4.49%3.13%10.03%-2.95%

Returns By Period

In the year-to-date period, BSJQ achieves a 0.66% return, which is significantly higher than SRLN's -1.39% return.


BSJQ

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

SRLN

1D
0.20%
1M
1.56%
YTD
-1.39%
6M
0.39%
1Y
5.55%
3Y*
7.49%
5Y*
4.50%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJQ vs. SRLN - Expense Ratio Comparison

BSJQ has a 0.42% expense ratio, which is lower than SRLN's 0.70% expense ratio.


Return for Risk

BSJQ vs. SRLN — 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

SRLN
SRLN Risk / Return Rank: 6969
Overall Rank
SRLN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 7272
Sortino Ratio Rank
SRLN Omega Ratio Rank: 8484
Omega Ratio Rank
SRLN Calmar Ratio Rank: 6363
Calmar Ratio Rank
SRLN Martin Ratio Rank: 5757
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. SRLN - 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 SPDR Blackstone Senior Loan ETF (SRLN). 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.


BSJQSRLNDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.29

+0.56

Sortino ratio

Return per unit of downside risk

2.63

1.88

+0.75

Omega ratio

Gain probability vs. loss probability

1.59

1.34

+0.25

Calmar ratio

Return relative to maximum drawdown

2.39

1.65

+0.75

Martin ratio

Return relative to average drawdown

17.12

5.85

+11.27

BSJQ vs. SRLN - Sharpe Ratio Comparison

The current BSJQ Sharpe Ratio is 1.85, which is higher than the SRLN Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of BSJQ and SRLN, 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


BSJQSRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.29

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.16

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.68

-0.13

Correlation

The correlation between BSJQ and SRLN is 0.56, 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.


Dividends

BSJQ vs. SRLN - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.95%, less than SRLN's 7.70% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
SRLN
SPDR Blackstone Senior Loan ETF
7.70%7.67%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%

Drawdowns

BSJQ vs. SRLN - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.13%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for BSJQ and SRLN.


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Drawdown Indicators


BSJQSRLNDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

-22.29%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-3.28%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

-7.93%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

Current Drawdown

Current decline from peak

0.00%

-1.75%

+1.75%

Average Drawdown

Average peak-to-trough decline

-2.22%

-1.11%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.93%

-0.58%

Volatility

BSJQ vs. SRLN - Volatility Comparison

The current volatility for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) is 0.59%, while SPDR Blackstone Senior Loan ETF (SRLN) has a volatility of 1.78%. This indicates that BSJQ experiences smaller price fluctuations and is considered to be less risky than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJQSRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

1.78%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

2.56%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

4.32%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

3.89%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

6.05%

+2.49%