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

Performance

BSJS vs. UUP - 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 DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BSJS achieves a 1.89% return, which is significantly lower than UUP's 5.44% return.


BSJS

1D
-0.24%
1M
0.05%
6M
1.57%
YTD
1.89%
1Y
5.24%
3Y*
8.03%
5Y*
3.08%
10Y*

UUP

1D
0.39%
1M
1.97%
6M
4.47%
YTD
5.44%
1Y
8.28%
3Y*
5.86%
5Y*
5.89%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJS vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
1.89%8.31%7.38%12.28%-13.69%3.40%3.92%
UUP
Invesco DB US Dollar Index Bullish Fund
5.44%-4.99%13.50%3.63%9.46%5.73%-3.58%

Correlation

The correlation between BSJS and UUP is -0.43, 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

-0.43

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

-0.36

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

-0.40

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2020

-0.38

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BSJS vs. UUP — Risk / Return Rank

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

BSJS
BSJS Risk / Return Rank: 8282
Overall Rank
BSJS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BSJS Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSJS Omega Ratio Rank: 8282
Omega Ratio Rank
BSJS Calmar Ratio Rank: 7878
Calmar Ratio Rank
BSJS Martin Ratio Rank: 9090
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 5151
Overall Rank
UUP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 5050
Sortino Ratio Rank
UUP Omega Ratio Rank: 4949
Omega Ratio Rank
UUP Calmar Ratio Rank: 5757
Calmar Ratio Rank
UUP Martin Ratio Rank: 4747
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. UUP - 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 DB US Dollar Index Bullish Fund (UUP). 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.


BSJSUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.38

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

3.21

2.28

+0.93

Martin ratioReturn relative to average drawdown

15.85

6.26

+9.59

BSJS vs. UUP - Sharpe Ratio Comparison

The current BSJS Sharpe Ratio is 1.93, which is higher than the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BSJS and UUP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BSJS vs. UUP - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, smaller than the maximum UUP drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BSJS and UUP.


Loading charts...

Drawdown Indicators


BSJSUUPDifference

Max Drawdown

Largest peak-to-trough decline

-17.73%

-22.19%

+4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-3.65%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.44%

-10.05%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

-10.37%

-7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-0.26%

-1.26%

+1.00%

Average Drawdown

Average peak-to-trough decline

-3.92%

-8.88%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

1.33%

-1.00%

Volatility

BSJS vs. UUP - Volatility Comparison

The current volatility for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) is 0.65%, while Invesco DB US Dollar Index Bullish Fund (UUP) has a volatility of 1.45%. This indicates that BSJS experiences smaller price fluctuations and is considered to be less risky than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BSJSUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

1.45%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

4.34%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

6.03%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

7.22%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

6.90%

+0.18%

BSJS vs. UUP - Expense Ratio Comparison

BSJS has a 0.42% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

BSJS vs. UUP - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.22%, more than UUP's 3.25% yield.


PositionTTM202520242023202220212020201920182017
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.22%6.49%7.04%6.75%5.82%4.86%0.75%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.25%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


BSJS and UUP have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UUP has higher volatility (1.45%) compared to BSJS (0.65%). In terms of maximum drawdown, BSJS dropped -17.73% vs UUP's -22.19%.

On 5-year performance, UUP leads with 5.89% vs 3.08% for BSJS. On fees, BSJS is cheaper at 0.42% per year. On volatility, BSJS 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, UUP has performed better with a 5.89% return vs 3.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSJS is cheaper with a 0.42% expense ratio, compared with 0.75% for UUP.

BSJS has the higher dividend yield at 6.22%, compared with 3.25% for UUP.

BSJS is categorized as High Yield Bonds, while UUP is Currency. BSJS tracks Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. Their fees differ too: 0.42% for BSJS and 0.75% for UUP.

BSJS currently has the higher Sharpe Ratio (1.93 vs 1.38), 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 BSJS and UUP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer