PortfoliosLab logoPortfoliosLab logo
BSJU vs. ESHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJU vs. ESHY - 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BSJU vs. ESHY - Yearly Performance Comparison


Returns By Period


BSJU

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

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. ESHY - Expense Ratio Comparison

BSJU has a 0.42% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Return for Risk

BSJU vs. ESHY — 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

ESHY
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. ESHY - 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


BSJUESHYDifference

Sharpe ratio

Return per unit of total volatility

1.26

Sortino ratio

Return per unit of downside risk

1.93

Omega ratio

Gain probability vs. loss probability

1.29

Calmar ratio

Return relative to maximum drawdown

1.81

Martin ratio

Return relative to average drawdown

9.75

BSJU vs. ESHY - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BSJUESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

Dividends

BSJU vs. ESHY - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 6.62%, while ESHY has not paid dividends to shareholders.


TTM2025202420232022
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.62%6.52%7.08%6.74%2.38%
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSJU vs. ESHY - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJU and ESHY.


Loading graphics...

Drawdown Indicators


BSJUESHYDifference

Max Drawdown

Largest peak-to-trough decline

-7.51%

0.00%

-7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.14%

Current Drawdown

Current decline from peak

-0.97%

0.00%

-0.97%

Average Drawdown

Average peak-to-trough decline

-1.12%

0.00%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

BSJU vs. ESHY - Volatility Comparison


Loading graphics...

Volatility by Period


BSJUESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.75%

0.00%

+5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

0.00%

+8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

0.00%

+8.04%