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BSJS vs. LTPZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJS vs. LTPZ - 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 PIMCO 15+ Year US TIPS Index ETF (LTPZ). The values are adjusted to include any dividend payments, if applicable.

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BSJS vs. LTPZ - 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%
LTPZ
PIMCO 15+ Year US TIPS Index ETF
-1.39%4.00%-4.80%0.96%-31.71%7.02%2.31%

Returns By Period

In the year-to-date period, BSJS achieves a 0.03% return, which is significantly higher than LTPZ's -1.39% return.


BSJS

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

LTPZ

1D
-0.10%
1M
-4.79%
YTD
-1.39%
6M
-2.84%
1Y
-2.68%
3Y*
-2.37%
5Y*
-4.68%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJS vs. LTPZ - Expense Ratio Comparison

BSJS has a 0.42% expense ratio, which is higher than LTPZ's 0.20% expense ratio.


Return for Risk

BSJS vs. LTPZ — 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

LTPZ
LTPZ Risk / Return Rank: 88
Overall Rank
LTPZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 77
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 99
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 99
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. LTPZ - 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 PIMCO 15+ Year US TIPS Index ETF (LTPZ). 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.


BSJSLTPZDifference

Sharpe ratio

Return per unit of total volatility

1.29

-0.24

+1.53

Sortino ratio

Return per unit of downside risk

2.00

-0.24

+2.24

Omega ratio

Gain probability vs. loss probability

1.34

0.97

+0.37

Calmar ratio

Return relative to maximum drawdown

1.84

-0.21

+2.05

Martin ratio

Return relative to average drawdown

11.71

-0.43

+12.14

BSJS vs. LTPZ - Sharpe Ratio Comparison

The current BSJS Sharpe Ratio is 1.29, which is higher than the LTPZ Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of BSJS and LTPZ, 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


BSJSLTPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

-0.24

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.30

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.21

+0.29

Correlation

The correlation between BSJS and LTPZ is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BSJS vs. LTPZ - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.41%, more than LTPZ's 4.64% 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%
LTPZ
PIMCO 15+ Year US TIPS Index ETF
4.64%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%

Drawdowns

BSJS vs. LTPZ - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, smaller than the maximum LTPZ drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for BSJS and LTPZ.


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Drawdown Indicators


BSJSLTPZDifference

Max Drawdown

Largest peak-to-trough decline

-17.73%

-40.99%

+23.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-7.82%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

-40.99%

+23.26%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

Current Drawdown

Current decline from peak

-0.82%

-33.95%

+33.13%

Average Drawdown

Average peak-to-trough decline

-4.12%

-12.19%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

3.92%

-3.35%

Volatility

BSJS vs. LTPZ - Volatility Comparison

The current volatility for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) is 1.51%, while PIMCO 15+ Year US TIPS Index ETF (LTPZ) has a volatility of 3.99%. This indicates that BSJS experiences smaller price fluctuations and is considered to be less risky than LTPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJSLTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

3.99%

-2.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

6.46%

-4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

11.28%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.40%

15.92%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

15.10%

-7.86%