BSJV vs. BSJU

Last updated Jun 3, 2026

BSJV (Invesco BulletShares 2031 High Yield Corporate Bond ETF) and BSJU (Invesco Bulletshares 2030 High Yield Corporate Bond ETF) are both High Yield Bonds funds from Invesco - BSJV tracks the NASDAQ BulletShares USD Corporate Bond 2031 while BSJU tracks the Invesco BulletShares High Yield Corporate Bond 2030 Index. Both are passively managed. Over the past year, BSJV returned 7.11% vs 7.72% for BSJU. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.42% expense ratio.

Performance

BSJV vs. BSJU - 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 Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSJV achieves a 1.22% return, which is significantly lower than BSJU's 1.80% return.

BSJV

• 1D: 0.10%
• 1M: 0.49%
• YTD: 1.22%
• 6M: 2.16%
• 1Y: 7.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSJU

• 1D: 0.04%
• 1M: 0.34%
• YTD: 1.80%
• 6M: 2.35%
• 1Y: 7.72%
• 3Y*: 8.61%
• 5Y*: —
• 10Y*: —

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

BSJV vs. BSJU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BSJV Invesco BulletShares 2031 High Yield Corporate Bond ETF	1.22%	9.50%	5.66%	7.24%
BSJU Invesco Bulletshares 2030 High Yield Corporate Bond ETF	1.80%	8.58%	8.20%	6.70%

Correlation

The correlation between BSJV and BSJU is 0.87, 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	0.87
Correlation (All Time) Calculated using the full available price history since Sep 21, 2023	0.87

The correlation between BSJV and BSJU has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.

BSJV vs. BSJU - Sectors Allocation Comparison

Sectors	BSJV	BSJU
Consumer Cyclical	7.5%	9.1%
Industrials	6.8%	3.2%
Energy	6.3%	7.8%
Healthcare	4.5%	5.2%
Financial Services	4.3%	4.1%
Basic Materials	3.5%	1.9%
Real Estate	2.8%	3.2%
Communication Services	2.5%	2.4%
Technology	2.5%	3.0%
Utilities	2.1%	1.0%
Consumer Defensive	1.0%	2.0%

Return for Risk

BSJV vs. BSJU — Risk / Return Rank

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

BSJV

BSJV Risk / Return Rank: 48
BSJV Sharpe Ratio Rank: 46
BSJV Sortino Ratio Rank: 49
BSJV Omega Ratio Rank: 49
BSJV Calmar Ratio Rank: 44
BSJV Martin Ratio Rank: 54

BSJU

BSJU Risk / Return Rank: 64
BSJU Sharpe Ratio Rank: 57
BSJU Sortino Ratio Rank: 64
BSJU Omega Ratio Rank: 63
BSJU Calmar Ratio Rank: 60
BSJU Martin Ratio Rank: 74

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. BSJU - 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 Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU). 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.

	BSJV	BSJU	Difference
Sharpe ratio Return per unit of total volatility	1.64	1.99	-0.35
Sortino ratio Return per unit of downside risk	2.43	3.03	-0.59
Omega ratio Gain probability vs. loss probability	1.31	1.39	-0.08
Calmar ratio Return relative to maximum drawdown	2.20	3.05	-0.85
Martin ratio Return relative to average drawdown	9.49	14.29	-4.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSJV vs. BSJU - Sharpe Ratio Comparison

The current BSJV Sharpe Ratio is 1.64, which is comparable to the BSJU Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BSJV and BSJU, 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

	BSJV	BSJU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	1.99	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.99	+0.45

Drawdowns

BSJV vs. BSJU - Drawdown Comparison

The maximum BSJV drawdown since its inception was -5.22%, smaller than the maximum BSJU drawdown of -7.51%. Use the drawdown chart below to compare losses from any high point for BSJV and BSJU.

Drawdown Indicators

	BSJV	BSJU	Difference
Max Drawdown Largest peak-to-trough decline	-5.22%	-7.51%	+2.29%
Max Drawdown (1Y) Largest decline over 1 year	-3.21%	-2.53%	-0.68%
Max Drawdown (3Y) Largest decline over 3 years	—	-5.12%	—
Current Drawdown Current decline from peak	0.00%	-0.10%	+0.10%
Average Drawdown Average peak-to-trough decline	-0.79%	-1.08%	+0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	0.54%	+0.21%

Volatility

BSJV vs. BSJU - Volatility Comparison

Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) and Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) have volatilities of 1.23% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSJV	BSJU	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.23%	1.26%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	3.32%	3.06%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	4.36%	3.90%	+0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.17%	7.91%	-1.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.17%	7.91%	-1.74%

BSJV vs. BSJU - Expense Ratio Comparison

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

Dividends

BSJV vs. BSJU - Dividend Comparison

BSJV's dividend yield for the trailing twelve months is around 6.57%, which matches BSJU's 6.62% yield.

Position	TTM	2025	2024	2023	2022
BSJU Invesco Bulletshares 2030 High Yield Corporate Bond ETF	6.62%	6.52%	7.08%	6.74%	2.38%
BSJV Invesco BulletShares 2031 High Yield Corporate Bond ETF	6.57%	6.52%	6.67%	1.62%	0.00%

Frequently Asked Questions

Can I hold both BSJV and BSJU in my portfolio?

BSJV and BSJU have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSJV or BSJU?

BSJU has higher volatility (1.26%) compared to BSJV (1.23%). In terms of maximum drawdown, BSJV dropped -5.22% vs BSJU's -7.51%.

Which ETF is better, BSJV or BSJU?

On 1-year performance, BSJU leads with 7.72% vs 7.11% for BSJV. Both ETFs have the same 0.42% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSJV or BSJU?

Over the 1-year period, BSJU has performed better with a 7.72% return vs 7.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSJV or BSJU?

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

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

BSJU has the higher dividend yield at 6.62%, compared with 6.57% for BSJV.

What is the main difference between BSJV and BSJU?

BSJV tracks NASDAQ BulletShares USD Corporate Bond 2031, while BSJU tracks Invesco BulletShares High Yield Corporate Bond 2030 Index.

Which has better risk-adjusted returns?

BSJU currently has the higher Sharpe Ratio (1.99 vs 1.64), 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.