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BSJU vs. QQQM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJU vs. QQQM - 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 NASDAQ 100 ETF (QQQM). 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 1.21% return, which is significantly lower than QQQM's 14.96% return.


BSJU

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

QQQM

1D
-4.78%
1M
1.38%
YTD
14.96%
6M
13.04%
1Y
35.13%
3Y*
26.56%
5Y*
16.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJU vs. QQQM - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
1.21%8.58%8.20%12.91%-2.11%
QQQM
Invesco NASDAQ 100 ETF
14.96%20.85%25.68%55.01%-11.00%

Correlation

The correlation between BSJU and QQQM is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2022

0.62

The correlation between BSJU and QQQM has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.

BSJU vs. QQQM - Sectors Allocation Comparison


Sectors
BSJU
QQQM

Consumer Cyclical

9.1%
12.3%

Energy

7.8%
0.6%

Healthcare

5.2%
4.2%

Financial Services

4.1%
0.2%

Industrials

3.2%
2.8%

Real Estate

3.2%
0.1%

Technology

3.0%
53.8%

Communication Services

2.4%
15.8%

Consumer Defensive

2.0%
7.7%

Basic Materials

1.9%
1.1%

Utilities

1.0%
1.4%

Consumer Cyclical

BSJU
9.1%
QQQM
12.3%

Energy

BSJU
7.8%
QQQM
0.6%

Healthcare

BSJU
5.2%
QQQM
4.2%

Financial Services

BSJU
4.1%
QQQM
0.2%

Industrials

BSJU
3.2%
QQQM
2.8%

Real Estate

BSJU
3.2%
QQQM
0.1%

Technology

BSJU
3.0%
QQQM
53.8%

Communication Services

BSJU
2.4%
QQQM
15.8%

Consumer Defensive

BSJU
2.0%
QQQM
7.7%

Basic Materials

BSJU
1.9%
QQQM
1.1%

Utilities

BSJU
1.0%
QQQM
1.4%

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Return for Risk

BSJU vs. QQQM — Risk / Return Rank

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

BSJU
BSJU Risk / Return Rank: 6060
Overall Rank
BSJU Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BSJU Sortino Ratio Rank: 5959
Sortino Ratio Rank
BSJU Omega Ratio Rank: 5858
Omega Ratio Rank
BSJU Calmar Ratio Rank: 5757
Calmar Ratio Rank
BSJU Martin Ratio Rank: 7171
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 6262
Overall Rank
QQQM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 5858
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6363
Omega Ratio Rank
QQQM Calmar Ratio Rank: 6161
Calmar Ratio Rank
QQQM Martin Ratio Rank: 6363
Martin Ratio Rank
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. QQQM - 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 NASDAQ 100 ETF (QQQM). 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.


BSJUQQQMDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.70

2.95

-0.25

Martin ratioReturn relative to average drawdown

12.57

11.24

+1.33

BSJU vs. QQQM - Sharpe Ratio Comparison

The current BSJU Sharpe Ratio is 1.74, which is comparable to the QQQM Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BSJU and QQQM, 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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Sharpe Ratios by Period


BSJUQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.12

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.79

+0.17

Drawdowns

BSJU vs. QQQM - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, smaller than the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for BSJU and QQQM.


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Drawdown Indicators


BSJUQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-7.51%

-35.04%

+27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-11.96%

+9.43%

Max Drawdown (3Y)

Largest decline over 3 years

-5.12%

-22.70%

+17.58%

Max Drawdown (5Y)

Largest decline over 5 years

-35.04%

Current Drawdown

Current decline from peak

-0.68%

-5.49%

+4.81%

Average Drawdown

Average peak-to-trough decline

-1.08%

-8.24%

+7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

3.13%

-2.59%

Volatility

BSJU vs. QQQM - Volatility Comparison

The current volatility for Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) is 1.28%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 6.68%. This indicates that BSJU experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJUQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

6.68%

-5.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

13.07%

-9.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

16.66%

-12.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.90%

22.33%

-14.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.90%

22.20%

-14.30%

BSJU vs. QQQM - Expense Ratio Comparison

BSJU has a 0.42% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Dividends

BSJU vs. QQQM - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 6.66%, more than QQQM's 0.44% yield.


PositionTTM202520242023202220212020
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.66%6.52%7.08%6.74%2.38%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.44%0.50%0.61%0.65%0.83%0.40%0.16%

Frequently Asked Questions


BSJU and QQQM have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQM has higher volatility (6.68%) compared to BSJU (1.28%). In terms of maximum drawdown, BSJU dropped -7.51% vs QQQM's -35.04%.

On 3-year performance, QQQM leads with 26.56% vs 8.46% for BSJU. On fees, QQQM is cheaper at 0.15% per year. On volatility, BSJU has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QQQM has performed better with a 26.56% return vs 8.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQM is cheaper with a 0.15% expense ratio, compared with 0.42% for BSJU.

BSJU has the higher dividend yield at 6.66%, compared with 0.44% for QQQM.

BSJU is categorized as High Yield Bonds, while QQQM is Nasdaq-100. BSJU tracks Invesco BulletShares High Yield Corporate Bond 2030 Index, while QQQM tracks NASDAQ-100 Index. Their fees differ too: 0.42% for BSJU and 0.15% for QQQM.

QQQM currently has the higher Sharpe Ratio (2.12 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.

Portfolio Optimizer

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