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BSJU vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJU vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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BSJU vs. BND - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
-0.14%8.58%8.20%12.91%-2.11%
BND
Vanguard Total Bond Market ETF
0.09%7.08%1.38%5.65%-1.84%

Returns By Period

In the year-to-date period, BSJU achieves a -0.14% return, which is significantly lower than BND's 0.09% return.


BSJU

1D
0.27%
1M
-0.59%
YTD
-0.14%
6M
1.19%
1Y
7.20%
3Y*
7.97%
5Y*
10Y*

BND

1D
0.04%
1M
-1.30%
YTD
0.09%
6M
0.74%
1Y
3.96%
3Y*
3.60%
5Y*
0.25%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJU vs. BND - Expense Ratio Comparison

BSJU has a 0.42% expense ratio, which is higher than BND's 0.03% expense ratio.


Return for Risk

BSJU vs. BND — Risk / Return Rank

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

BSJU
BSJU Risk / Return Rank: 7272
Overall Rank
BSJU Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BSJU Sortino Ratio Rank: 7373
Sortino Ratio Rank
BSJU Omega Ratio Rank: 7373
Omega Ratio Rank
BSJU Calmar Ratio Rank: 6565
Calmar Ratio Rank
BSJU Martin Ratio Rank: 8181
Martin Ratio Rank

BND
BND Risk / Return Rank: 5050
Overall Rank
BND Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4646
Sortino Ratio Rank
BND Omega Ratio Rank: 3939
Omega Ratio Rank
BND Calmar Ratio Rank: 6767
Calmar Ratio Rank
BND Martin Ratio Rank: 4848
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.

BSJU vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) and Vanguard Total Bond Market ETF (BND). 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.


BSJUBNDDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.93

+0.33

Sortino ratio

Return per unit of downside risk

1.93

1.32

+0.62

Omega ratio

Gain probability vs. loss probability

1.29

1.16

+0.12

Calmar ratio

Return relative to maximum drawdown

1.81

1.75

+0.06

Martin ratio

Return relative to average drawdown

9.75

4.78

+4.97

BSJU vs. BND - Sharpe Ratio Comparison

The current BSJU Sharpe Ratio is 1.26, which is higher than the BND Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BSJU and BND, 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


BSJUBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.93

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.59

+0.36

Correlation

The correlation between BSJU and BND 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

BSJU vs. BND - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 6.62%, more than BND's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.62%6.52%7.08%6.74%2.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.93%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

BSJU vs. BND - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for BSJU and BND.


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Drawdown Indicators


BSJUBNDDifference

Max Drawdown

Largest peak-to-trough decline

-7.51%

-18.58%

+11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.14%

-2.44%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-0.97%

-2.54%

+1.57%

Average Drawdown

Average peak-to-trough decline

-1.12%

-3.07%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.90%

-0.13%

Volatility

BSJU vs. BND - Volatility Comparison

Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a higher volatility of 2.30% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that BSJU's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJUBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

1.63%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

2.52%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

5.75%

4.30%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

6.00%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

5.52%

+2.52%