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

Performance

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

Loading charts...

Returns By Period


BSJV

1D
0.16%
1M
0.55%
YTD
1.11%
6M
1.78%
1Y
6.50%
3Y*
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)

BSJV vs. ESHY - Yearly Performance Comparison


BSJV vs. ESHY - Sectors Allocation Comparison


Sectors
BSJV
ESHY

Consumer Cyclical

7.5%

-

Industrials

6.8%

-

Energy

6.3%
100.0%

Healthcare

4.5%

-

Financial Services

4.3%

-

Basic Materials

3.5%

-

Real Estate

2.8%

-

Communication Services

2.5%

-

Technology

2.5%

-

Utilities

2.1%

-

Consumer Defensive

1.0%

-

Consumer Cyclical

BSJV
7.5%
ESHY

-

Industrials

BSJV
6.8%
ESHY

-

Energy

BSJV
6.3%
ESHY
100.0%

Healthcare

BSJV
4.5%
ESHY

-

Financial Services

BSJV
4.3%
ESHY

-

Basic Materials

BSJV
3.5%
ESHY

-

Real Estate

BSJV
2.8%
ESHY

-

Communication Services

BSJV
2.5%
ESHY

-

Technology

BSJV
2.5%
ESHY

-

Utilities

BSJV
2.1%
ESHY

-

Consumer Defensive

BSJV
1.0%
ESHY

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BSJV vs. ESHY — Risk / Return Rank

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

BSJV
BSJV Risk / Return Rank: 4545
Overall Rank
BSJV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BSJV Sortino Ratio Rank: 4545
Sortino Ratio Rank
BSJV Omega Ratio Rank: 4444
Omega Ratio Rank
BSJV Calmar Ratio Rank: 4242
Calmar Ratio Rank
BSJV Martin Ratio Rank: 5252
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.

BSJV vs. ESHY - 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 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.


BSJVESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.03

Martin ratioReturn relative to average drawdown

8.74

BSJV vs. ESHY - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BSJVESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

Drawdowns

BSJV vs. ESHY - Drawdown Comparison

The maximum BSJV drawdown since its inception was -5.22%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJV and ESHY.


Loading charts...

Drawdown Indicators


BSJVESHYDifference

Max Drawdown

Largest peak-to-trough decline

-5.22%

0.00%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.79%

0.00%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

Volatility

BSJV vs. ESHY - Volatility Comparison


Loading charts...

Volatility by Period


BSJVESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

0.00%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

0.00%

+6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.16%

0.00%

+6.16%

BSJV vs. ESHY - Expense Ratio Comparison

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


Dividends

BSJV vs. ESHY - Dividend Comparison

BSJV's dividend yield for the trailing twelve months is around 6.58%, while ESHY has not paid dividends to shareholders.


Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.42% for BSJV.

BSJV has the higher dividend yield at 6.58%, compared with 0.00% for ESHY.

BSJV tracks NASDAQ BulletShares USD Corporate Bond 2031, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: Invesco and Deutsche Bank. Their fees differ too: 0.42% for BSJV and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for BSJV and ESHY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer