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DVYA vs. BSJN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DVYABSJN

Correlation

-0.50.00.51.00.4

The correlation between DVYA and BSJN is 0.44, 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.

Performance

DVYA vs. BSJN - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.85%
0
DVYA
BSJN

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DVYA vs. BSJN - Expense Ratio Comparison

DVYA has a 0.49% expense ratio, which is higher than BSJN's 0.42% expense ratio.


DVYA
iShares Asia/Pacific Dividend ETF
Expense ratio chart for DVYA: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for BSJN: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

DVYA vs. BSJN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN). 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.


DVYA
Sharpe ratio
The chart of Sharpe ratio for DVYA, currently valued at 1.75, compared to the broader market-2.000.002.004.006.001.75
Sortino ratio
The chart of Sortino ratio for DVYA, currently valued at 2.47, compared to the broader market0.005.0010.002.47
Omega ratio
The chart of Omega ratio for DVYA, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for DVYA, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.67
Martin ratio
The chart of Martin ratio for DVYA, currently valued at 7.36, compared to the broader market0.0020.0040.0060.0080.00100.007.36
BSJN
Sharpe ratio
The chart of Sharpe ratio for BSJN, currently valued at 0.96, compared to the broader market-2.000.002.004.006.000.96
Sortino ratio
The chart of Sortino ratio for BSJN, currently valued at 1.55, compared to the broader market0.005.0010.001.55
Omega ratio
The chart of Omega ratio for BSJN, currently valued at 1.64, compared to the broader market0.501.001.502.002.503.001.64
Calmar ratio
The chart of Calmar ratio for BSJN, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.21
Martin ratio
The chart of Martin ratio for BSJN, currently valued at 2.33, compared to the broader market0.0020.0040.0060.0080.00100.002.33

DVYA vs. BSJN - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.75
0.96
DVYA
BSJN

Dividends

DVYA vs. BSJN - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 6.22%, while BSJN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DVYA
iShares Asia/Pacific Dividend ETF
6.22%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%5.63%
BSJN
Invesco BulletShares 2023 High Yield Corporate Bond ETF
0.61%4.80%4.16%3.60%4.67%5.38%5.58%4.97%4.72%1.05%0.00%0.00%

Drawdowns

DVYA vs. BSJN - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.99%
-0.19%
DVYA
BSJN

Volatility

DVYA vs. BSJN - Volatility Comparison

iShares Asia/Pacific Dividend ETF (DVYA) has a higher volatility of 2.86% compared to Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) at 0.00%. This indicates that DVYA's price experiences larger fluctuations and is considered to be riskier than BSJN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.86%
0
DVYA
BSJN