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BSJT vs. BSJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJT vs. BSJP - 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 BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

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BSJT vs. BSJP - 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%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-5.16%0.56%

Returns By Period


BSJT

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

BSJP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJT vs. BSJP - Expense Ratio Comparison

Both BSJT and BSJP have an expense ratio of 0.42%.


Return for Risk

BSJT vs. BSJP — 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

BSJP
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. BSJP - 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 BulletShares 2025 High Yield Corporate Bond ETF (BSJP). 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.


BSJTBSJPDifference

Sharpe ratio

Return per unit of total volatility

1.24

Sortino ratio

Return per unit of downside risk

1.78

Omega ratio

Gain probability vs. loss probability

1.27

Calmar ratio

Return relative to maximum drawdown

1.70

Martin ratio

Return relative to average drawdown

8.61

BSJT vs. BSJP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJTBSJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

Correlation

The correlation between BSJT and BSJP is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSJT vs. BSJP - Dividend Comparison

BSJT's dividend yield for the trailing twelve months is around 6.85%, more than BSJP's 3.10% yield.


TTM202520242023202220212020201920182017
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%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
3.10%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%

Drawdowns

BSJT vs. BSJP - Drawdown Comparison


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Drawdown Indicators


BSJTBSJPDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

Current Drawdown

Current decline from peak

-1.12%

Average Drawdown

Average peak-to-trough decline

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

BSJT vs. BSJP - Volatility Comparison


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Volatility by Period


BSJTBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%