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BSJR vs. HYS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJR vs. HYS - 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 0-5 Year High Yield Corporate Bond Index ETF (HYS). The values are adjusted to include any dividend payments, if applicable.

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BSJR vs. HYS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
0.35%7.41%7.15%11.91%-11.35%3.60%5.69%3.00%
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
-0.26%8.80%8.42%11.38%-5.42%4.77%3.27%1.39%

Returns By Period

In the year-to-date period, BSJR achieves a 0.35% return, which is significantly higher than HYS's -0.26% return.


BSJR

1D
0.14%
1M
-0.15%
YTD
0.35%
6M
1.21%
1Y
5.96%
3Y*
7.58%
5Y*
3.45%
10Y*

HYS

1D
0.13%
1M
-0.35%
YTD
-0.26%
6M
1.19%
1Y
7.05%
3Y*
8.25%
5Y*
4.96%
10Y*
5.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJR vs. HYS - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is lower than HYS's 0.56% expense ratio.


Return for Risk

BSJR vs. HYS — Risk / Return Rank

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

BSJR
BSJR Risk / Return Rank: 8585
Overall Rank
BSJR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8888
Sortino Ratio Rank
BSJR Omega Ratio Rank: 9191
Omega Ratio Rank
BSJR Calmar Ratio Rank: 7474
Calmar Ratio Rank
BSJR Martin Ratio Rank: 9393
Martin Ratio Rank

HYS
HYS Risk / Return Rank: 7575
Overall Rank
HYS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 7373
Sortino Ratio Rank
HYS Omega Ratio Rank: 7979
Omega Ratio Rank
HYS Calmar Ratio Rank: 6767
Calmar Ratio Rank
HYS Martin Ratio Rank: 8383
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. HYS - 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 0-5 Year High Yield Corporate Bond Index ETF (HYS). 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.


BSJRHYSDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.32

+0.28

Sortino ratio

Return per unit of downside risk

2.50

1.91

+0.59

Omega ratio

Gain probability vs. loss probability

1.41

1.31

+0.10

Calmar ratio

Return relative to maximum drawdown

2.08

1.79

+0.29

Martin ratio

Return relative to average drawdown

14.18

9.95

+4.23

BSJR vs. HYS - Sharpe Ratio Comparison

The current BSJR Sharpe Ratio is 1.60, which is comparable to the HYS Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BSJR and HYS, 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


BSJRHYSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.32

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.80

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.80

-0.38

Correlation

The correlation between BSJR and HYS is 0.85, 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. HYS - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.97%, less than HYS's 7.41% yield.


TTM20252024202320222021202020192018201720162015
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.97%6.19%6.75%6.48%5.37%4.49%4.53%1.20%0.00%0.00%0.00%0.00%
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.41%7.20%7.43%6.44%5.01%3.74%4.52%4.98%4.64%5.01%5.13%5.22%

Drawdowns

BSJR vs. HYS - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, which is greater than HYS's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for BSJR and HYS.


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Drawdown Indicators


BSJRHYSDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-20.91%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-4.06%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

-10.61%

-5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

Current Drawdown

Current decline from peak

-0.29%

-0.90%

+0.61%

Average Drawdown

Average peak-to-trough decline

-3.33%

-1.55%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.73%

-0.30%

Volatility

BSJR vs. HYS - Volatility Comparison

The current volatility for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) is 1.05%, while PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) has a volatility of 1.88%. This indicates that BSJR experiences smaller price fluctuations and is considered to be less risky than HYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJRHYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.88%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

2.53%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

5.38%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.74%

6.22%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.48%

6.85%

+2.63%