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HYUP vs. BSJO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYUP vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers High Beta High Yield Bond ETF (HYUP) 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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HYUP vs. BSJO - Yearly Performance Comparison


Returns By Period


HYUP

1D
0.32%
1M
-0.92%
YTD
-0.11%
6M
0.87%
1Y
7.74%
3Y*
9.66%
5Y*
4.28%
10Y*

BSJO

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

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HYUP vs. BSJO - Expense Ratio Comparison

HYUP has a 0.20% expense ratio, which is lower than BSJO's 0.42% expense ratio.


Return for Risk

HYUP vs. BSJO — Risk / Return Rank

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

HYUP
HYUP Risk / Return Rank: 6969
Overall Rank
HYUP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HYUP Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYUP Omega Ratio Rank: 7474
Omega Ratio Rank
HYUP Calmar Ratio Rank: 6464
Calmar Ratio Rank
HYUP Martin Ratio Rank: 7474
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.

HYUP vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) 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.


HYUPBSJODifference

Sharpe ratio

Return per unit of total volatility

1.22

Sortino ratio

Return per unit of downside risk

1.78

Omega ratio

Gain probability vs. loss probability

1.29

Calmar ratio

Return relative to maximum drawdown

1.72

Martin ratio

Return relative to average drawdown

8.32

HYUP vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYUPBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Dividends

HYUP vs. BSJO - Dividend Comparison

HYUP's dividend yield for the trailing twelve months is around 7.39%, while BSJO has not paid dividends to shareholders.


TTM20252024202320222021202020192018
HYUP
Xtrackers High Beta High Yield Bond ETF
7.39%7.44%7.78%7.48%7.15%6.19%6.89%6.77%6.98%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYUP vs. BSJO - Drawdown Comparison

The maximum HYUP drawdown since its inception was -24.79%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HYUP and BSJO.


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Drawdown Indicators


HYUPBSJODifference

Max Drawdown

Largest peak-to-trough decline

-24.79%

0.00%

-24.79%

Max Drawdown (1Y)

Largest decline over 1 year

-4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Current Drawdown

Current decline from peak

-1.42%

0.00%

-1.42%

Average Drawdown

Average peak-to-trough decline

-3.48%

0.00%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

HYUP vs. BSJO - Volatility Comparison


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Volatility by Period


HYUPBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

0.00%

+6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

0.00%

+8.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.83%

0.00%

+9.83%