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BSJU vs. BSCU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJU and BSCU is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BSJU vs. BSCU - 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 2030 Corporate Bond ETF (BSCU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BSJU:

1.12

BSCU:

1.50

Sortino Ratio

BSJU:

1.64

BSCU:

2.08

Omega Ratio

BSJU:

1.22

BSCU:

1.25

Calmar Ratio

BSJU:

1.31

BSCU:

0.56

Martin Ratio

BSJU:

6.46

BSCU:

4.73

Ulcer Index

BSJU:

1.03%

BSCU:

1.42%

Daily Std Dev

BSJU:

6.17%

BSCU:

4.79%

Max Drawdown

BSJU:

-7.51%

BSCU:

-22.34%

Current Drawdown

BSJU:

-0.87%

BSCU:

-4.85%

Returns By Period

In the year-to-date period, BSJU achieves a 1.83% return, which is significantly lower than BSCU's 3.11% return.


BSJU

YTD

1.83%

1M

1.91%

6M

1.69%

1Y

6.84%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BSCU

YTD

3.11%

1M

0.86%

6M

3.20%

1Y

7.12%

3Y*

3.89%

5Y*

N/A

10Y*

N/A

*Annualized

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BSJU vs. BSCU - Expense Ratio Comparison

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


Risk-Adjusted Performance

BSJU vs. BSCU — Risk-Adjusted Performance Rank

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

BSJU
The Risk-Adjusted Performance Rank of BSJU is 8686
Overall Rank
The Sharpe Ratio Rank of BSJU is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BSJU is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BSJU is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BSJU is 8888
Martin Ratio Rank

BSCU
The Risk-Adjusted Performance Rank of BSCU is 8282
Overall Rank
The Sharpe Ratio Rank of BSCU is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCU is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BSCU is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BSCU is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BSCU is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSJU vs. BSCU - Risk-Adjusted Performance Comparison

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


The current BSJU Sharpe Ratio is 1.12, which is comparable to the BSCU Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BSJU and BSCU, 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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Dividends

BSJU vs. BSCU - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 7.14%, more than BSCU's 5.09% yield.


TTM20242023202220212020
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
7.14%7.08%6.74%2.38%0.00%0.00%
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
5.09%4.70%4.07%3.06%1.93%0.33%

Drawdowns

BSJU vs. BSCU - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, smaller than the maximum BSCU drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for BSJU and BSCU. For additional features, visit the drawdowns tool.


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Volatility

BSJU vs. BSCU - Volatility Comparison

Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a higher volatility of 2.06% compared to Invesco BulletShares 2030 Corporate Bond ETF (BSCU) at 1.28%. This indicates that BSJU's price experiences larger fluctuations and is considered to be riskier than BSCU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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