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BSJW vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJW vs. HYLB - 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 USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSJW achieves a 0.79% return, which is significantly lower than HYLB's 1.53% return.


BSJW

1D
-0.22%
1M
0.36%
YTD
0.79%
6M
1.15%
1Y
7.00%
3Y*
5Y*
10Y*

HYLB

1D
-0.18%
1M
0.38%
YTD
1.53%
6M
2.00%
1Y
6.87%
3Y*
8.72%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJW vs. HYLB - Yearly Performance Comparison


Correlation

The correlation between BSJW and HYLB is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.94

The correlation between BSJW and HYLB has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

BSJW vs. HYLB — Risk / Return Rank

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

BSJW
BSJW Risk / Return Rank: 5353
Overall Rank
BSJW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BSJW Sortino Ratio Rank: 5656
Sortino Ratio Rank
BSJW Omega Ratio Rank: 5555
Omega Ratio Rank
BSJW Calmar Ratio Rank: 4545
Calmar Ratio Rank
BSJW Martin Ratio Rank: 5858
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
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.

BSJW vs. HYLB - 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 USD High Yield Corporate Bond ETF (HYLB). 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.


BSJWHYLBDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.18

3.04

-0.86

Martin ratioReturn relative to average drawdown

9.99

13.06

-3.08

BSJW vs. HYLB - Sharpe Ratio Comparison

The current BSJW Sharpe Ratio is 1.71, which is comparable to the HYLB Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of BSJW and HYLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSJWHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.86

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.58

+0.84

Drawdowns

BSJW vs. HYLB - Drawdown Comparison

The maximum BSJW drawdown since its inception was -4.52%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for BSJW and HYLB.


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Drawdown Indicators


BSJWHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-4.52%

-22.91%

+18.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-2.27%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

Current Drawdown

Current decline from peak

-0.26%

-0.19%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.55%

-2.43%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.53%

+0.17%

Volatility

BSJW vs. HYLB - Volatility Comparison

Invesco BulletShares 2032 High Yield Corporate Bond ETF (BSJW) and Xtrackers USD High Yield Corporate Bond ETF (HYLB) have volatilities of 1.22% and 1.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJWHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.20%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

2.93%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

3.70%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

7.47%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

8.18%

-3.06%

BSJW vs. HYLB - Expense Ratio Comparison

BSJW has a 0.42% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

BSJW vs. HYLB - Dividend Comparison

BSJW's dividend yield for the trailing twelve months is around 6.65%, more than HYLB's 6.49% yield.


PositionTTM2025202420232022202120202019201820172016
BSJW
Invesco BulletShares 2032 High Yield Corporate Bond ETF
6.65%6.36%4.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Frequently Asked Questions


With a correlation of 0.93, BSJW and HYLB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BSJW has higher volatility (1.22%) compared to HYLB (1.20%). In terms of maximum drawdown, BSJW dropped -4.52% vs HYLB's -22.91%.

On 1-year performance, BSJW leads with 7.00% vs 6.87% for HYLB. On fees, HYLB is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BSJW has performed better with a 7.00% return vs 6.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.42% for BSJW.

BSJW has the higher dividend yield at 6.65%, compared with 6.49% for HYLB.

BSJW tracks Nasdaq BulletShares USD High Yield Corporate Bond 2032 Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.42% for BSJW and 0.15% for HYLB.

HYLB currently has the higher Sharpe Ratio (1.86 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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