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

Correlation

The correlation between BSJU and BSJP is 0.88, 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.


-0.50.00.51.00.9

Performance

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

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.83%
3.42%
BSJU
BSJP

Key characteristics

Sharpe Ratio

BSJU:

1.61

BSJP:

4.30

Sortino Ratio

BSJU:

2.33

BSJP:

7.67

Omega Ratio

BSJU:

1.29

BSJP:

2.00

Calmar Ratio

BSJU:

3.23

BSJP:

18.29

Martin Ratio

BSJU:

11.67

BSJP:

71.55

Ulcer Index

BSJU:

0.69%

BSJP:

0.11%

Daily Std Dev

BSJU:

4.97%

BSJP:

1.85%

Max Drawdown

BSJU:

-7.51%

BSJP:

-23.58%

Current Drawdown

BSJU:

-2.04%

BSJP:

-0.26%

Returns By Period

The year-to-date returns for both investments are quite close, with BSJU having a 7.46% return and BSJP slightly higher at 7.68%.


BSJU

YTD

7.46%

1M

-0.81%

6M

3.74%

1Y

7.62%

5Y*

N/A

10Y*

N/A

BSJP

YTD

7.68%

1M

0.13%

6M

3.37%

1Y

7.92%

5Y*

4.25%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSJU vs. BSJP - Expense Ratio Comparison

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


BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
Expense ratio chart for BSJU: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for BSJP: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

BSJU vs. BSJP - 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 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.


Sharpe ratio
The chart of Sharpe ratio for BSJU, currently valued at 1.61, compared to the broader market0.002.004.001.614.30
The chart of Sortino ratio for BSJU, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.337.67
The chart of Omega ratio for BSJU, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.292.00
The chart of Calmar ratio for BSJU, currently valued at 3.23, compared to the broader market0.005.0010.0015.003.2318.29
The chart of Martin ratio for BSJU, currently valued at 11.67, compared to the broader market0.0020.0040.0060.0080.00100.0011.6771.55
BSJU
BSJP

The current BSJU Sharpe Ratio is 1.61, which is lower than the BSJP Sharpe Ratio of 4.30. The chart below compares the historical Sharpe Ratios of BSJU and BSJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.61
4.30
BSJU
BSJP

Dividends

BSJU vs. BSJP - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 6.39%, more than BSJP's 5.80% yield.


TTM2023202220212020201920182017
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.39%6.74%2.38%0.00%0.00%0.00%0.00%0.00%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
5.80%7.07%5.37%4.26%4.95%5.50%5.84%1.32%

Drawdowns

BSJU vs. BSJP - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, smaller than the maximum BSJP drawdown of -23.58%. Use the drawdown chart below to compare losses from any high point for BSJU and BSJP. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.04%
-0.26%
BSJU
BSJP

Volatility

BSJU vs. BSJP - Volatility Comparison

Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a higher volatility of 1.60% compared to Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) at 0.44%. This indicates that BSJU's price experiences larger fluctuations and is considered to be riskier than BSJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%JulyAugustSeptemberOctoberNovemberDecember
1.60%
0.44%
BSJU
BSJP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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