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BSJR vs. HYZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJR vs. HYZD - 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 WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD). 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 HYZD's 2.84% return.


BSJR

1D
0.18%
1M
0.47%
YTD
1.34%
6M
1.63%
1Y
4.64%
3Y*
7.71%
5Y*
3.35%
10Y*

HYZD

1D
0.12%
1M
0.85%
YTD
2.84%
6M
3.45%
1Y
7.59%
3Y*
8.98%
5Y*
6.16%
10Y*
5.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJR vs. HYZD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
1.34%7.41%7.15%11.91%-11.35%3.60%5.69%3.00%
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
2.84%7.67%9.39%11.17%-2.35%6.27%-0.63%2.07%

Correlation

The correlation between BSJR and HYZD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2019

0.54

Over the past year, the correlation between BSJR and HYZD has dropped to 0.29 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

BSJR vs. HYZD — Risk / Return Rank

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

BSJR
BSJR Risk / Return Rank: 8282
Overall Rank
BSJR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8383
Sortino Ratio Rank
BSJR Omega Ratio Rank: 8181
Omega Ratio Rank
BSJR Calmar Ratio Rank: 8181
Calmar Ratio Rank
BSJR Martin Ratio Rank: 8989
Martin Ratio Rank

HYZD
HYZD Risk / Return Rank: 8787
Overall Rank
HYZD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 9292
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8989
Omega Ratio Rank
HYZD Calmar Ratio Rank: 8181
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8787
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. HYZD - 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 WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD). 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.


BSJRHYZDDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.45

1.52

-0.07

Calmar ratioReturn relative to maximum drawdown

4.01

3.99

+0.02

Martin ratioReturn relative to average drawdown

18.30

17.11

+1.19

BSJR vs. HYZD - Sharpe Ratio Comparison

The current BSJR Sharpe Ratio is 2.23, which is comparable to the HYZD Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BSJR and HYZD, 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. HYZD - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, smaller than the maximum HYZD drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for BSJR and HYZD.


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Drawdown Indicators


BSJRHYZDDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-25.66%

+3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.16%

-1.91%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-3.15%

-5.85%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

-8.97%

-7.40%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

Current Drawdown

Current decline from peak

-0.04%

-0.20%

+0.16%

Average Drawdown

Average peak-to-trough decline

-3.23%

-2.20%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.44%

-0.19%

Volatility

BSJR vs. HYZD - Volatility Comparison

The current volatility for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) is 0.65%, while WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) has a volatility of 1.08%. This indicates that BSJR experiences smaller price fluctuations and is considered to be less risky than HYZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJRHYZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

1.08%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

2.42%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

3.04%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

6.70%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

8.56%

+0.78%

BSJR vs. HYZD - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is lower than HYZD's 0.43% expense ratio.


Dividends

BSJR vs. HYZD - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.74%, less than HYZD's 5.87% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
5.87%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%

Frequently Asked Questions


BSJR and HYZD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYZD has higher volatility (1.08%) compared to BSJR (0.65%). In terms of maximum drawdown, BSJR dropped -22.58% vs HYZD's -25.66%.

On 5-year performance, HYZD leads with 6.16% vs 3.35% 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 5-year period, HYZD has performed better with a 6.16% return vs 3.35%. 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 0.43% for HYZD.

HYZD has the higher dividend yield at 5.87%, compared with 5.74% for BSJR.

BSJR tracks NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index, while HYZD tracks WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.42% for BSJR and 0.43% for HYZD.

HYZD currently has the higher Sharpe Ratio (2.52 vs 2.23), 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

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