PortfoliosLab logoPortfoliosLab logo
BSJR vs. BSJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJR vs. BSJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BSJR vs. BSJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
0.21%7.41%7.15%11.91%-11.35%3.60%4.77%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
0.03%8.31%7.38%12.28%-13.69%3.40%4.05%

Returns By Period

In the year-to-date period, BSJR achieves a 0.21% return, which is significantly higher than BSJS's 0.03% return.


BSJR

1D
0.54%
1M
-0.29%
YTD
0.21%
6M
1.13%
1Y
5.91%
3Y*
7.53%
5Y*
3.42%
10Y*

BSJS

1D
0.67%
1M
-0.61%
YTD
0.03%
6M
1.24%
1Y
6.78%
3Y*
7.99%
5Y*
3.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BSJR vs. BSJS - Expense Ratio Comparison

Both BSJR and BSJS have an expense ratio of 0.42%.


Return for Risk

BSJR vs. BSJS — Risk / Return Rank

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

BSJR
BSJR Risk / Return Rank: 8787
Overall Rank
BSJR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8989
Sortino Ratio Rank
BSJR Omega Ratio Rank: 9292
Omega Ratio Rank
BSJR Calmar Ratio Rank: 7777
Calmar Ratio Rank
BSJR Martin Ratio Rank: 9494
Martin Ratio Rank

BSJS
BSJS Risk / Return Rank: 8080
Overall Rank
BSJS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSJS Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSJS Omega Ratio Rank: 8686
Omega Ratio Rank
BSJS Calmar Ratio Rank: 7272
Calmar Ratio Rank
BSJS Martin Ratio Rank: 9090
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.

BSJR vs. BSJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). 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.


BSJRBSJSDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.29

+0.29

Sortino ratio

Return per unit of downside risk

2.48

2.00

+0.49

Omega ratio

Gain probability vs. loss probability

1.41

1.34

+0.07

Calmar ratio

Return relative to maximum drawdown

2.04

1.84

+0.21

Martin ratio

Return relative to average drawdown

13.96

11.71

+2.24

BSJR vs. BSJS - Sharpe Ratio Comparison

The current BSJR Sharpe Ratio is 1.59, which is comparable to the BSJS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of BSJR and BSJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BSJRBSJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.29

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.43

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.49

-0.07

Correlation

The correlation between BSJR and BSJS is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSJR vs. BSJS - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.98%, less than BSJS's 6.41% yield.


TTM2025202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.98%6.19%6.75%6.48%5.37%4.49%4.53%1.20%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.41%6.49%7.04%6.75%5.82%4.86%0.75%0.00%

Drawdowns

BSJR vs. BSJS - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, which is greater than BSJS's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for BSJR and BSJS.


Loading graphics...

Drawdown Indicators


BSJRBSJSDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-17.73%

-4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-3.64%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

-17.73%

+1.36%

Current Drawdown

Current decline from peak

-0.43%

-0.82%

+0.39%

Average Drawdown

Average peak-to-trough decline

-3.33%

-4.12%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.57%

-0.14%

Volatility

BSJR vs. BSJS - Volatility Comparison

The current volatility for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) is 1.04%, while Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) has a volatility of 1.51%. This indicates that BSJR experiences smaller price fluctuations and is considered to be less risky than BSJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BSJRBSJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.51%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.47%

2.02%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

5.27%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.74%

7.40%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.49%

7.24%

+2.25%