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BSJV vs. SPHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJV vs. SPHD - 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 S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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BSJV vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
-1.14%9.50%5.66%7.24%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.64%3.41%18.08%5.72%

Returns By Period

In the year-to-date period, BSJV achieves a -1.14% return, which is significantly lower than SPHD's 4.64% return.


BSJV

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

SPHD

1D
0.55%
1M
-4.99%
YTD
4.64%
6M
2.81%
1Y
3.20%
3Y*
9.99%
5Y*
7.05%
10Y*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJV vs. SPHD - Expense Ratio Comparison

BSJV has a 0.42% expense ratio, which is higher than SPHD's 0.30% expense ratio.


Return for Risk

BSJV vs. SPHD — 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

SPHD
SPHD Risk / Return Rank: 2020
Overall Rank
SPHD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 1818
Sortino Ratio Rank
SPHD Omega Ratio Rank: 1818
Omega Ratio Rank
SPHD Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2222
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. SPHD - 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 S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


BSJVSPHDDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.22

+0.82

Sortino ratio

Return per unit of downside risk

1.52

0.41

+1.11

Omega ratio

Gain probability vs. loss probability

1.23

1.05

+0.17

Calmar ratio

Return relative to maximum drawdown

1.49

0.38

+1.11

Martin ratio

Return relative to average drawdown

6.98

1.22

+5.75

BSJV vs. SPHD - Sharpe Ratio Comparison

The current BSJV Sharpe Ratio is 1.05, which is higher than the SPHD Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of BSJV and SPHD, 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


BSJVSPHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.22

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.59

+0.76

Correlation

The correlation between BSJV and SPHD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSJV vs. SPHD - Dividend Comparison

BSJV's dividend yield for the trailing twelve months is around 6.63%, more than SPHD's 4.31% yield.


TTM20252024202320222021202020192018201720162015
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
6.63%6.52%6.67%1.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.31%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Drawdowns

BSJV vs. SPHD - Drawdown Comparison

The maximum BSJV drawdown since its inception was -5.22%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for BSJV and SPHD.


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Drawdown Indicators


BSJVSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-5.22%

-41.39%

+36.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

-11.33%

+6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

Current Drawdown

Current decline from peak

-2.03%

-5.14%

+3.11%

Average Drawdown

Average peak-to-trough decline

-0.81%

-4.70%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

3.67%

-2.71%

Volatility

BSJV vs. SPHD - Volatility Comparison

The current volatility for Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) is 2.57%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 3.21%. This indicates that BSJV experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJVSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

3.21%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

7.91%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

14.51%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

14.20%

-7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

17.65%

-11.37%