BSJU vs. BSJR

Last updated Jun 6, 2026

BSJU (Invesco Bulletshares 2030 High Yield Corporate Bond ETF) and BSJR (Invesco BulletShares 2027 High Yield Corporate Bond ETF) are both High Yield Bonds funds from Invesco - BSJU tracks the Invesco BulletShares High Yield Corporate Bond 2030 Index while BSJR tracks the NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index. Both are passively managed. Over the past 3 years, BSJU returned 8.46%/yr vs 7.78%/yr for BSJR. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.42% expense ratio.

Performance

BSJU vs. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSJU achieves a 1.21% return, which is significantly higher than BSJR's 1.07% return.

BSJU

• 1D: -0.43%
• 1M: -0.34%
• YTD: 1.21%
• 6M: 1.59%
• 1Y: 6.80%
• 3Y*: 8.46%
• 5Y*: —
• 10Y*: —

BSJR

• 1D: -0.20%
• 1M: -0.17%
• YTD: 1.07%
• 6M: 1.52%
• 1Y: 4.85%
• 3Y*: 7.78%
• 5Y*: 3.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJU vs. BSJR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BSJU Invesco Bulletshares 2030 High Yield Corporate Bond ETF	1.21%	8.58%	8.20%	12.91%	-2.11%
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF	1.07%	7.41%	7.15%	11.91%	-0.23%

Correlation

The correlation between BSJU and BSJR is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022	0.91

The correlation between BSJU and BSJR shifts across timeframes, from 0.80 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

BSJU vs. BSJR - Sectors Allocation Comparison

Sectors	BSJU	BSJR
Consumer Cyclical	9.1%	11.2%
Energy	7.8%	4.3%
Healthcare	5.2%	2.7%
Financial Services	4.1%	13.8%
Industrials	3.2%	10.3%
Real Estate	3.2%	4.2%
Technology	3.0%	1.6%
Communication Services	2.4%	6.0%
Consumer Defensive	2.0%	1.8%
Basic Materials	1.9%	1.6%
Utilities	1.0%	0.8%

Return for Risk

BSJU vs. BSJR — Risk / Return Rank

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

BSJU

BSJU Risk / Return Rank: 60
BSJU Sharpe Ratio Rank: 54
BSJU Sortino Ratio Rank: 59
BSJU Omega Ratio Rank: 58
BSJU Calmar Ratio Rank: 57
BSJU Martin Ratio Rank: 71

BSJR

BSJR Risk / Return Rank: 82
BSJR Sharpe Ratio Rank: 75
BSJR Sortino Ratio Rank: 84
BSJR Omega Ratio Rank: 81
BSJR Calmar Ratio Rank: 82
BSJR Martin Ratio Rank: 89

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. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). 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.

	BSJU	BSJR	Difference
Sharpe ratio: Return per unit of total volatility	1.74	2.31	-0.57
Sortino ratio: Return per unit of downside risk	2.64	3.59	-0.95
Omega ratio: Gain probability vs. loss probability	1.33	1.46	-0.13
Calmar ratio: Return relative to maximum drawdown	2.70	4.19	-1.49
Martin ratio: Return relative to average drawdown	12.57	19.27	-6.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSJU vs. BSJR - Sharpe Ratio Comparison

The current BSJU Sharpe Ratio is 1.74, which is comparable to the BSJR Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BSJU and BSJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BSJU	BSJR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	2.31	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.43	+0.54

Drawdowns

BSJU vs. BSJR - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for BSJU and BSJR.

Drawdown Indicators

	BSJU	BSJR	Difference
Max Drawdown Largest peak-to-trough decline	-7.51%	-22.58%	+15.07%
Max Drawdown (1Y) Largest decline over 1 year	-2.53%	-1.16%	-1.37%
Max Drawdown (3Y) Largest decline over 3 years	-5.12%	-3.15%	-1.97%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.37%	—
Current Drawdown Current decline from peak	-0.68%	-0.31%	-0.37%
Average Drawdown Average peak-to-trough decline	-1.08%	-3.25%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.54%	0.25%	+0.29%

Volatility

BSJU vs. BSJR - Volatility Comparison

Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a higher volatility of 1.28% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 0.58%. This indicates that BSJU's price experiences larger fluctuations and is considered to be riskier than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSJU	BSJR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.28%	0.58%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	3.09%	1.47%	+1.62%
Volatility (1Y) Calculated over the trailing 1-year period	3.92%	2.13%	+1.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.90%	6.73%	+1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.90%	9.36%	-1.46%

BSJU vs. BSJR - Expense Ratio Comparison

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

Dividends

BSJU vs. BSJR - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 6.66%, more than BSJR's 5.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF	5.75%	6.19%	6.75%	6.48%	5.37%	4.49%	4.53%	1.20%
BSJU Invesco Bulletshares 2030 High Yield Corporate Bond ETF	6.66%	6.52%	7.08%	6.74%	2.38%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BSJU and BSJR in my portfolio?

BSJU and BSJR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSJU or BSJR?

BSJU has higher volatility (1.28%) compared to BSJR (0.58%). In terms of maximum drawdown, BSJU dropped -7.51% vs BSJR's -22.58%.

Which ETF is better, BSJU or BSJR?

On 3-year performance, BSJU leads with 8.46% vs 7.78% for BSJR. Both ETFs have the same 0.42% expense ratio. On volatility, BSJR has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSJU or BSJR?

Over the 3-year period, BSJU has performed better with a 8.46% return vs 7.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSJU or BSJR?

BSJU and BSJR have the same expense ratio: 0.42% per year.

Which ETF pays a higher dividend yield, BSJU or BSJR?

BSJU has the higher dividend yield at 6.66%, compared with 5.75% for BSJR.

What is the main difference between BSJU and BSJR?

BSJU tracks Invesco BulletShares High Yield Corporate Bond 2030 Index, while BSJR tracks NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index.

Which has better risk-adjusted returns?

BSJR currently has the higher Sharpe Ratio (2.31 vs 1.74), 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.