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BSJT vs. BKLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJT vs. BKLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) and Invesco Senior Loan ETF (BKLN). The values are adjusted to include any dividend payments, if applicable.

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BSJT vs. BKLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
-0.40%7.63%8.01%13.59%-14.85%-0.52%
BKLN
Invesco Senior Loan ETF
-1.08%6.88%8.21%12.53%-2.51%0.48%

Returns By Period

In the year-to-date period, BSJT achieves a -0.40% return, which is significantly higher than BKLN's -1.08% return.


BSJT

1D
0.24%
1M
-0.22%
YTD
-0.40%
6M
0.80%
1Y
6.73%
3Y*
7.91%
5Y*
10Y*

BKLN

1D
0.20%
1M
1.76%
YTD
-1.08%
6M
0.99%
1Y
5.72%
3Y*
7.64%
5Y*
5.07%
10Y*
4.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJT vs. BKLN - Expense Ratio Comparison

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


Return for Risk

BSJT vs. BKLN — Risk / Return Rank

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

BSJT
BSJT Risk / Return Rank: 6868
Overall Rank
BSJT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BSJT Sortino Ratio Rank: 6868
Sortino Ratio Rank
BSJT Omega Ratio Rank: 6969
Omega Ratio Rank
BSJT Calmar Ratio Rank: 6262
Calmar Ratio Rank
BSJT Martin Ratio Rank: 7575
Martin Ratio Rank

BKLN
BKLN Risk / Return Rank: 7676
Overall Rank
BKLN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 7979
Sortino Ratio Rank
BKLN Omega Ratio Rank: 8989
Omega Ratio Rank
BKLN Calmar Ratio Rank: 7171
Calmar Ratio Rank
BKLN Martin Ratio Rank: 6868
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.

BSJT vs. BKLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) 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.


BSJTBKLNDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.34

-0.10

Sortino ratio

Return per unit of downside risk

1.78

2.10

-0.32

Omega ratio

Gain probability vs. loss probability

1.27

1.38

-0.11

Calmar ratio

Return relative to maximum drawdown

1.70

1.91

-0.22

Martin ratio

Return relative to average drawdown

8.61

7.18

+1.44

BSJT vs. BKLN - Sharpe Ratio Comparison

The current BSJT Sharpe Ratio is 1.24, which is comparable to the BKLN Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of BSJT 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.


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Sharpe Ratios by Period


BSJTBKLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.34

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.63

-0.34

Correlation

The correlation between BSJT and BKLN is 0.56, 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

BSJT vs. BKLN - Dividend Comparison

BSJT's dividend yield for the trailing twelve months is around 6.85%, less than BKLN's 7.04% yield.


TTM20252024202320222021202020192018201720162015
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
6.85%6.77%6.65%6.42%5.45%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
BKLN
Invesco Senior Loan ETF
7.04%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%

Drawdowns

BSJT vs. BKLN - Drawdown Comparison

The maximum BSJT drawdown since its inception was -19.62%, smaller than the maximum BKLN drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for BSJT and BKLN.


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Drawdown Indicators


BSJTBKLNDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

-24.17%

+4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-3.07%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

Current Drawdown

Current decline from peak

-1.12%

-1.36%

+0.24%

Average Drawdown

Average peak-to-trough decline

-5.64%

-1.10%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.82%

0.00%

Volatility

BSJT vs. BKLN - Volatility Comparison

Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) and Invesco Senior Loan ETF (BKLN) have volatilities of 1.82% and 1.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJTBKLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

1.75%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.43%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

4.27%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

4.46%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

6.44%

+1.89%