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BSJV vs. SCYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJV vs. SCYB - 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 Schwab High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

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BSJV vs. SCYB - Yearly Performance Comparison


2026 (YTD)202520242023
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
-1.14%9.50%5.66%7.24%
SCYB
Schwab High Yield Bond ETF
-0.47%8.33%8.15%6.00%

Returns By Period

In the year-to-date period, BSJV achieves a -1.14% return, which is significantly lower than SCYB's -0.47% return.


BSJV

1D
1.07%
1M
-1.61%
YTD
-1.14%
6M
0.18%
1Y
6.59%
3Y*
5Y*
10Y*

SCYB

1D
0.89%
1M
-1.23%
YTD
-0.47%
6M
0.62%
1Y
6.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJV vs. SCYB - Expense Ratio Comparison

BSJV has a 0.42% expense ratio, which is higher than SCYB's 0.03% expense ratio.


Return for Risk

BSJV vs. SCYB — Risk / Return Rank

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

BSJV
BSJV Risk / Return Rank: 6161
Overall Rank
BSJV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSJV Sortino Ratio Rank: 5858
Sortino Ratio Rank
BSJV Omega Ratio Rank: 6161
Omega Ratio Rank
BSJV Calmar Ratio Rank: 5858
Calmar Ratio Rank
BSJV Martin Ratio Rank: 6868
Martin Ratio Rank

SCYB
SCYB Risk / Return Rank: 7474
Overall Rank
SCYB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCYB Omega Ratio Rank: 7777
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCYB Martin Ratio Rank: 8181
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. SCYB - 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 Schwab High Yield Bond ETF (SCYB). 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.


BSJVSCYBDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.19

-0.14

Sortino ratio

Return per unit of downside risk

1.52

1.75

-0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.49

1.60

-0.11

Martin ratio

Return relative to average drawdown

6.98

8.44

-1.47

BSJV vs. SCYB - Sharpe Ratio Comparison

The current BSJV Sharpe Ratio is 1.05, which is comparable to the SCYB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BSJV and SCYB, 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


BSJVSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.19

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

1.62

-0.27

Correlation

The correlation between BSJV and SCYB is 0.86, 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. SCYB - Dividend Comparison

BSJV's dividend yield for the trailing twelve months is around 6.63%, less than SCYB's 7.01% yield.


TTM202520242023
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
6.63%6.52%6.67%1.62%
SCYB
Schwab High Yield Bond ETF
7.01%6.99%7.06%3.36%

Drawdowns

BSJV vs. SCYB - Drawdown Comparison

The maximum BSJV drawdown since its inception was -5.22%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for BSJV and SCYB.


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Drawdown Indicators


BSJVSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-5.22%

-4.92%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

-4.22%

-0.25%

Current Drawdown

Current decline from peak

-2.03%

-1.50%

-0.53%

Average Drawdown

Average peak-to-trough decline

-0.81%

-0.53%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.80%

+0.16%

Volatility

BSJV vs. SCYB - Volatility Comparison

Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) has a higher volatility of 2.57% compared to Schwab High Yield Bond ETF (SCYB) at 2.25%. This indicates that BSJV's price experiences larger fluctuations and is considered to be riskier than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJVSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.25%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

2.91%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

5.67%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

5.20%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

5.20%

+1.08%