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BSJR vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJR vs. CMDT - 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 PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSJR achieves a 1.34% return, which is significantly lower than CMDT's 15.54% return.


BSJR

1D
0.18%
1M
0.25%
YTD
1.34%
6M
1.59%
1Y
4.64%
3Y*
7.71%
5Y*
3.35%
10Y*

CMDT

1D
-0.25%
1M
-7.42%
YTD
15.54%
6M
17.31%
1Y
21.62%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJR vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
1.34%7.41%7.15%8.29%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
15.54%12.78%6.93%5.37%

Correlation

The correlation between BSJR and CMDT is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.06

The correlation between BSJR and CMDT shifts across timeframes, from -0.13 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSJR vs. CMDT — Risk / Return Rank

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

BSJR
BSJR Risk / Return Rank: 8181
Overall Rank
BSJR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8282
Sortino Ratio Rank
BSJR Omega Ratio Rank: 8080
Omega Ratio Rank
BSJR Calmar Ratio Rank: 8181
Calmar Ratio Rank
BSJR Martin Ratio Rank: 8888
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5252
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5151
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4949
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4848
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5858
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. CMDT - 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 PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSJRCMDTDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.45

1.30

+0.15

Calmar ratioReturn relative to maximum drawdown

4.01

2.30

+1.71

Martin ratioReturn relative to average drawdown

18.30

9.95

+8.35

BSJR vs. CMDT - Sharpe Ratio Comparison

The current BSJR Sharpe Ratio is 2.23, which is comparable to the CMDT Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BSJR and CMDT, 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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Drawdowns

BSJR vs. CMDT - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, which is greater than CMDT's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for BSJR and CMDT.


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Drawdown Indicators


BSJRCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-9.69%

-12.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.16%

-9.46%

+8.30%

Max Drawdown (3Y)

Largest decline over 3 years

-3.15%

-9.69%

+6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

Current Drawdown

Current decline from peak

-0.04%

-9.46%

+9.42%

Average Drawdown

Average peak-to-trough decline

-3.23%

-2.75%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

2.19%

-1.94%

Volatility

BSJR vs. CMDT - Volatility Comparison

The current volatility for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) is 0.65%, while PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) has a volatility of 3.30%. This indicates that BSJR experiences smaller price fluctuations and is considered to be less risky than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJRCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

3.30%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

10.50%

-8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

12.57%

-10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

12.23%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

12.23%

-2.89%

BSJR vs. CMDT - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Dividends

BSJR vs. CMDT - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.74%, more than CMDT's 2.62% yield.


PositionTTM2025202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.74%6.19%6.75%6.48%5.37%4.49%4.53%1.20%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.62%3.04%8.80%2.71%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSJR and CMDT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDT has higher volatility (3.30%) compared to BSJR (0.65%). In terms of maximum drawdown, BSJR dropped -22.58% vs CMDT's -9.69%.

On 3-year performance, CMDT leads with 12.77% vs 7.71% for BSJR. On fees, BSJR is cheaper at 0.42% per year. On volatility, BSJR has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CMDT has performed better with a 12.77% return vs 7.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSJR is cheaper with a 0.42% expense ratio, compared with 0.65% for CMDT.

BSJR has the higher dividend yield at 5.74%, compared with 2.62% for CMDT.

BSJR is categorized as High Yield Bonds, while CMDT is Commodities. BSJR tracks NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.42% for BSJR and 0.65% for CMDT.

BSJR currently has the higher Sharpe Ratio (2.23 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for BSJR and CMDT

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