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BSJU vs. BSCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJU vs. BSCT - 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 Invesco BulletShares 2029 Corporate Bond ETF (BSCT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSJU achieves a 2.12% return, which is significantly higher than BSCT's 0.79% return.


BSJU

1D
-0.02%
1M
-0.27%
6M
1.42%
YTD
2.12%
1Y
5.87%
3Y*
8.44%
5Y*
10Y*
ALL TIME*
7.52%

BSCT

1D
-0.05%
1M
-0.16%
6M
0.28%
YTD
0.79%
1Y
3.13%
3Y*
5.69%
5Y*
0.81%
10Y*
ALL TIME*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.80M$10.07M$10.38M
$2.38M$2.03M$1.78M

BSJU vs. BSCT - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
2.12%8.58%8.20%12.91%-2.11%
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
0.79%7.51%3.45%8.61%-0.75%

Correlation

The correlation between BSJU and BSCT is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.61

The correlation between BSJU and BSCT has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

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Return for Risk

BSJU vs. BSCT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSJU
BSJU Risk / Return Rank: 7070
Overall Rank
BSJU Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BSJU Sortino Ratio Rank: 6969
Sortino Ratio Rank
BSJU Omega Ratio Rank: 6767
Omega Ratio Rank
BSJU Calmar Ratio Rank: 6666
Calmar Ratio Rank
BSJU Martin Ratio Rank: 8181
Martin Ratio Rank

BSCT
BSCT Risk / Return Rank: 7373
Overall Rank
BSCT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSCT Sortino Ratio Rank: 7878
Sortino Ratio Rank
BSCT Omega Ratio Rank: 7777
Omega Ratio Rank
BSCT Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSCT Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSJU vs. BSCT - 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 Invesco BulletShares 2029 Corporate Bond ETF (BSCT). 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.


BSJUBSCTDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.32

2.33

-0.01

Martin ratioReturn relative to average drawdown

10.60

8.21

+2.39

BSJU vs. BSCT - Sharpe Ratio Comparison

The current BSJU Sharpe Ratio is 1.48, which is comparable to the BSCT Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BSJU and BSCT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSJU vs. BSCT - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, smaller than the maximum BSCT drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for BSJU and BSCT.


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Drawdown Indicators


BSJUBSCTDifference

Max Drawdown

Largest peak-to-trough decline

-7.51%

-19.14%

+11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-1.63%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-5.09%

-3.70%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.03%

Current Drawdown

Current decline from peak

-0.34%

-0.31%

-0.03%

Average Drawdown

Average peak-to-trough decline

-1.05%

-5.25%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.46%

+0.09%

Volatility

BSJU vs. BSCT - Volatility Comparison

Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a higher volatility of 0.91% compared to Invesco BulletShares 2029 Corporate Bond ETF (BSCT) at 0.58%. This indicates that BSJU's price experiences larger fluctuations and is considered to be riskier than BSCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJUBSCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

0.58%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

1.70%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

2.24%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

5.68%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

7.19%

+0.57%

BSJU vs. BSCT - Expense Ratio Comparison

BSJU has a 0.42% expense ratio, which is higher than BSCT's 0.10% expense ratio.


Dividends

BSJU vs. BSCT - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 6.68%, more than BSCT's 4.57% yield.


PositionTTM2025202420232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.57%4.53%4.51%3.89%2.65%1.94%2.24%0.86%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.68%6.52%7.08%6.74%2.38%0.00%0.00%0.00%

Frequently Asked Questions


BSJU and BSCT have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSJU has higher volatility (0.91%) compared to BSCT (0.58%). In terms of maximum drawdown, BSJU dropped -7.51% vs BSCT's -19.14%.

On 3-year performance, BSJU leads with 8.44% vs 5.69% for BSCT. On fees, BSCT is cheaper at 0.10% per year. On volatility, BSCT has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSJU has performed better with a 8.44% return vs 5.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCT is cheaper with a 0.10% expense ratio, compared with 0.42% for BSJU.

BSJU has the higher dividend yield at 6.68%, compared with 4.57% for BSCT.

BSJU is categorized as High Yield Bonds, while BSCT is Corporate Bonds. BSJU tracks Invesco BulletShares High Yield Corporate Bond 2030 Index, while BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index. Their fees differ too: 0.42% for BSJU and 0.10% for BSCT.

BSCT currently has the higher Sharpe Ratio (1.69 vs 1.48), 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 BSJU and BSCT

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