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GTOH vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTOH vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Duration High Yield ETF (GTOH) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GTOH

1D
-0.20%
1M
0.42%
YTD
1.66%
6M
1.83%
1Y
6.97%
3Y*
7.86%
5Y*
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOH vs. BSJO - Yearly Performance Comparison


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Return for Risk

GTOH vs. BSJO — Risk / Return Rank

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

GTOH
GTOH Risk / Return Rank: 7575
Overall Rank
GTOH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GTOH Sortino Ratio Rank: 8282
Sortino Ratio Rank
GTOH Omega Ratio Rank: 7777
Omega Ratio Rank
GTOH Calmar Ratio Rank: 6262
Calmar Ratio Rank
GTOH Martin Ratio Rank: 7878
Martin Ratio Rank

BSJO
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.

GTOH vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration High Yield ETF (GTOH) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


GTOHBSJODifference

Sharpe ratio

Return per unit of total volatility

2.34

Sortino ratio

Return per unit of downside risk

3.63

Omega ratio

Gain probability vs. loss probability

1.45

Calmar ratio

Return relative to maximum drawdown

3.06

Martin ratio

Return relative to average drawdown

15.02

GTOH vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GTOHBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

Drawdowns

GTOH vs. BSJO - Drawdown Comparison

The maximum GTOH drawdown since its inception was -4.77%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GTOH and BSJO.


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Drawdown Indicators


GTOHBSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.77%

0.00%

-4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-4.13%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-0.67%

0.00%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

Volatility

GTOH vs. BSJO - Volatility Comparison


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Volatility by Period


GTOHBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

0.00%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

0.00%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

0.00%

+4.47%

GTOH vs. BSJO - Expense Ratio Comparison

GTOH has a 0.48% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

GTOH vs. BSJO - Dividend Comparison

GTOH's dividend yield for the trailing twelve months is around 6.24%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
GTOH
Invesco Short Duration High Yield ETF
6.24%6.57%6.81%6.81%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 0.48% for GTOH.

GTOH has the higher dividend yield at 6.24%, compared with 0.00% for BSJO.

Their fees differ too: 0.48% for GTOH and 0.42% for BSJO.

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