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BSJV vs. BBHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJV vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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BSJV vs. BBHY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BSJV achieves a -0.84% return, which is significantly lower than BBHY's -0.05% return.


BSJV

1D
0.30%
1M
-1.05%
YTD
-0.84%
6M
0.34%
1Y
6.54%
3Y*
5Y*
10Y*

BBHY

1D
0.23%
1M
-0.68%
YTD
-0.05%
6M
1.03%
1Y
7.05%
3Y*
8.15%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJV vs. BBHY - Expense Ratio Comparison

BSJV has a 0.42% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Return for Risk

BSJV vs. BBHY — Risk / Return Rank

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

BSJV
BSJV Risk / Return Rank: 5858
Overall Rank
BSJV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BSJV Sortino Ratio Rank: 5555
Sortino Ratio Rank
BSJV Omega Ratio Rank: 5858
Omega Ratio Rank
BSJV Calmar Ratio Rank: 5555
Calmar Ratio Rank
BSJV Martin Ratio Rank: 6565
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7171
Overall Rank
BBHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7777
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7979
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.

BSJV vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


BSJVBBHYDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.24

-0.20

Sortino ratio

Return per unit of downside risk

1.51

1.81

-0.30

Omega ratio

Gain probability vs. loss probability

1.23

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.55

1.68

-0.13

Martin ratio

Return relative to average drawdown

7.18

9.08

-1.90

BSJV vs. BBHY - Sharpe Ratio Comparison

The current BSJV Sharpe Ratio is 1.04, which is comparable to the BBHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BSJV and BBHY, 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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Sharpe Ratios by Period


BSJVBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.24

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.63

+0.74

Correlation

The correlation between BSJV and BBHY 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.


Dividends

BSJV vs. BBHY - Dividend Comparison

BSJV's dividend yield for the trailing twelve months is around 6.61%, less than BBHY's 7.14% yield.


TTM2025202420232022202120202019201820172016
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
6.61%6.52%6.67%1.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.14%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%

Drawdowns

BSJV vs. BBHY - Drawdown Comparison

The maximum BSJV drawdown since its inception was -5.22%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for BSJV and BBHY.


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Drawdown Indicators


BSJVBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-5.22%

-24.98%

+19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

-4.34%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-1.73%

-1.04%

-0.69%

Average Drawdown

Average peak-to-trough decline

-0.81%

-2.41%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.80%

+0.16%

Volatility

BSJV vs. BBHY - Volatility Comparison

Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) has a higher volatility of 2.59% compared to JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) at 2.19%. This indicates that BSJV's price experiences larger fluctuations and is considered to be riskier than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJVBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.19%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

2.80%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

5.73%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

7.25%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

7.58%

-1.30%