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

Performance

BSJS vs. BKLN - Performance Comparison

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

Loading graphics...

BSJS vs. BKLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
0.03%8.31%7.38%12.28%-13.69%3.40%4.05%
BKLN
Invesco Senior Loan ETF
-1.27%6.88%8.21%12.53%-2.51%2.32%2.13%

Returns By Period

In the year-to-date period, BSJS achieves a 0.03% return, which is significantly higher than BKLN's -1.27% return.


BSJS

1D
0.67%
1M
-0.61%
YTD
0.03%
6M
1.24%
1Y
6.78%
3Y*
7.99%
5Y*
3.15%
10Y*

BKLN

1D
0.49%
1M
1.56%
YTD
-1.27%
6M
0.69%
1Y
5.66%
3Y*
7.57%
5Y*
5.02%
10Y*
4.37%
*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.


BSJS vs. BKLN - Expense Ratio Comparison

BSJS has a 0.42% expense ratio, which is lower than BKLN's 0.65% expense ratio.


Return for Risk

BSJS vs. BKLN — Risk / Return Rank

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

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

BKLN
BKLN Risk / Return Rank: 7979
Overall Rank
BKLN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 8383
Sortino Ratio Rank
BKLN Omega Ratio Rank: 9090
Omega Ratio Rank
BKLN Calmar Ratio Rank: 7474
Calmar Ratio Rank
BKLN Martin Ratio Rank: 7272
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.

BSJS vs. BKLN - Risk-Adjusted Trends Comparison

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


BSJSBKLNDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.33

-0.04

Sortino ratio

Return per unit of downside risk

2.00

2.08

-0.09

Omega ratio

Gain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratio

Return relative to maximum drawdown

1.84

1.83

+0.01

Martin ratio

Return relative to average drawdown

11.71

6.90

+4.82

BSJS vs. BKLN - Sharpe Ratio Comparison

The current BSJS Sharpe Ratio is 1.29, which is comparable to the BKLN Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BSJS and BKLN, 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


BSJSBKLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.33

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.13

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.63

-0.14

Correlation

The correlation between BSJS and BKLN is 0.55, 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

BSJS vs. BKLN - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.41%, less than BKLN's 7.05% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
BKLN
Invesco Senior Loan ETF
7.05%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%

Drawdowns

BSJS vs. BKLN - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, smaller than the maximum BKLN drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for BSJS and BKLN.


Loading graphics...

Drawdown Indicators


BSJSBKLNDifference

Max Drawdown

Largest peak-to-trough decline

-17.73%

-24.17%

+6.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-3.07%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

-7.31%

-10.42%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

Current Drawdown

Current decline from peak

-0.82%

-1.56%

+0.74%

Average Drawdown

Average peak-to-trough decline

-4.12%

-1.10%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.81%

-0.24%

Volatility

BSJS vs. BKLN - Volatility Comparison

The current volatility for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) is 1.51%, while Invesco Senior Loan ETF (BKLN) has a volatility of 1.75%. This indicates that BSJS experiences smaller price fluctuations and is considered to be less risky than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BSJSBKLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.75%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

2.43%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

4.27%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.40%

4.46%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

6.44%

+0.80%