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BSJV vs. USHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJV vs. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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BSJV vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
-0.84%9.50%5.66%7.24%
USHY
iShares Broad USD High Yield Corporate Bond ETF
-0.05%8.81%8.45%6.14%

Returns By Period

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


BSJV

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

USHY

1D
0.33%
1M
-0.67%
YTD
-0.05%
6M
0.98%
1Y
7.26%
3Y*
8.45%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJV vs. USHY - Expense Ratio Comparison

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


Return for Risk

BSJV vs. USHY — 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

USHY
USHY Risk / Return Rank: 7676
Overall Rank
USHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7474
Sortino Ratio Rank
USHY Omega Ratio Rank: 7979
Omega Ratio Rank
USHY Calmar Ratio Rank: 7171
Calmar Ratio Rank
USHY Martin Ratio Rank: 8383
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. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


BSJVUSHYDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.32

-0.28

Sortino ratio

Return per unit of downside risk

1.51

1.94

-0.43

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratio

Return relative to maximum drawdown

1.55

1.91

-0.36

Martin ratio

Return relative to average drawdown

7.18

9.64

-2.46

BSJV vs. USHY - Sharpe Ratio Comparison

The current BSJV Sharpe Ratio is 1.04, which is comparable to the USHY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BSJV and USHY, 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


BSJVUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.32

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.56

+0.80

Correlation

The correlation between BSJV and USHY 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. USHY - Dividend Comparison

BSJV's dividend yield for the trailing twelve months is around 6.61%, less than USHY's 6.95% yield.


TTM202520242023202220212020201920182017
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.95%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Drawdowns

BSJV vs. USHY - Drawdown Comparison

The maximum BSJV drawdown since its inception was -5.22%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for BSJV and USHY.


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Drawdown Indicators


BSJVUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-5.22%

-22.44%

+17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

-3.92%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-1.73%

-1.03%

-0.70%

Average Drawdown

Average peak-to-trough decline

-0.81%

-2.71%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.77%

+0.19%

Volatility

BSJV vs. USHY - Volatility Comparison

Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) has a higher volatility of 2.59% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 2.21%. This indicates that BSJV's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJVUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.21%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

2.84%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

5.52%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

7.33%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

8.32%

-2.04%