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BSJW vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJW vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2032 High Yield Corporate Bond ETF (BSJW) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJW

1D
0.04%
1M
0.50%
YTD
0.98%
6M
1.21%
1Y
6.11%
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)

BSJW vs. ESHY - Yearly Performance Comparison


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Return for Risk

BSJW vs. ESHY — Risk / Return Rank

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

BSJW
BSJW Risk / Return Rank: 4848
Overall Rank
BSJW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BSJW Sortino Ratio Rank: 5050
Sortino Ratio Rank
BSJW Omega Ratio Rank: 4848
Omega Ratio Rank
BSJW Calmar Ratio Rank: 4141
Calmar Ratio Rank
BSJW Martin Ratio Rank: 5454
Martin Ratio Rank

ESHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BSJW vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2032 High Yield Corporate Bond ETF (BSJW) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSJWESHYDifference
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

1.90

Martin ratioReturn relative to average drawdown

8.67

BSJW vs. ESHY - Sharpe Ratio Comparison


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Drawdowns

BSJW vs. ESHY - Drawdown Comparison

The maximum BSJW drawdown since its inception was -4.52%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSJW and ESHY.


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Drawdown Indicators


BSJWESHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.52%

0.00%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-0.54%

0.00%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

Volatility

BSJW vs. ESHY - Volatility Comparison


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Volatility by Period


BSJWESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.20%

0.00%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.10%

0.00%

+5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

0.00%

+5.10%

BSJW vs. ESHY - Expense Ratio Comparison

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


Dividends

BSJW vs. ESHY - Dividend Comparison

BSJW's dividend yield for the trailing twelve months is around 6.63%, 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 BSJW.

BSJW has the higher dividend yield at 6.63%, compared with 0.00% for ESHY.

BSJW tracks Nasdaq BulletShares USD High Yield Corporate Bond 2032 Index, 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 BSJW and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for BSJW and ESHY

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