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BSJT vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJT vs. ESHY - 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJT

1D
0.12%
1M
0.47%
YTD
1.33%
6M
1.89%
1Y
6.65%
3Y*
8.62%
5Y*
10Y*

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJT vs. ESHY - Yearly Performance Comparison


BSJT vs. ESHY - Sectors Allocation Comparison


Sectors
BSJT
ESHY

Consumer Cyclical

9.0%

-

Technology

7.2%

-

Energy

6.7%
100.0%

Industrials

6.3%

-

Communication Services

3.3%

-

Real Estate

3.2%

-

Financial Services

2.9%

-

Basic Materials

2.8%

-

Utilities

1.9%

-

Healthcare

1.6%

-

Consumer Defensive

1.2%

-

Consumer Cyclical

BSJT
9.0%
ESHY

-

Technology

BSJT
7.2%
ESHY

-

Energy

BSJT
6.7%
ESHY
100.0%

Industrials

BSJT
6.3%
ESHY

-

Communication Services

BSJT
3.3%
ESHY

-

Real Estate

BSJT
3.2%
ESHY

-

Financial Services

BSJT
2.9%
ESHY

-

Basic Materials

BSJT
2.8%
ESHY

-

Utilities

BSJT
1.9%
ESHY

-

Healthcare

BSJT
1.6%
ESHY

-

Consumer Defensive

BSJT
1.2%
ESHY

-

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Return for Risk

BSJT vs. ESHY — Risk / Return Rank

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

BSJT
BSJT Risk / Return Rank: 5858
Overall Rank
BSJT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BSJT Sortino Ratio Rank: 6262
Sortino Ratio Rank
BSJT Omega Ratio Rank: 5555
Omega Ratio Rank
BSJT Calmar Ratio Rank: 5555
Calmar Ratio Rank
BSJT Martin Ratio Rank: 6565
Martin Ratio Rank

ESHY
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. ESHY - 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


BSJTESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.70

Martin ratioReturn relative to average drawdown

11.54

BSJT vs. ESHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJTESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

Drawdowns

BSJT vs. ESHY - Drawdown Comparison

The maximum BSJT drawdown since its inception was -19.62%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJT and ESHY.


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Drawdown Indicators


BSJTESHYDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

0.00%

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-5.59%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.44%

0.00%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

Volatility

BSJT vs. ESHY - Volatility Comparison


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Volatility by Period


BSJTESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

0.00%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

0.00%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

0.00%

+8.20%

BSJT vs. ESHY - Expense Ratio Comparison

BSJT has a 0.42% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

BSJT vs. ESHY - Dividend Comparison

BSJT's dividend yield for the trailing twelve months is around 6.75%, while ESHY has not paid dividends to shareholders.


PositionTTM20252024202320222021
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
6.75%6.77%6.65%6.42%5.45%1.20%
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.42% for BSJT.

BSJT has the higher dividend yield at 6.75%, compared with 0.00% for ESHY.

BSJT tracks Invesco BulletShares High Yield Corporate Bond 2029 Index, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: Invesco and Deutsche Bank. Their fees differ too: 0.42% for BSJT and 0.20% for ESHY.

Portfolio Optimizer

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