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HYUP vs. BSJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYUP vs. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYUP achieves a 1.63% return, which is significantly higher than BSJR's 1.11% return.


HYUP

1D
-0.33%
1M
0.54%
YTD
1.63%
6M
2.12%
1Y
7.43%
3Y*
10.16%
5Y*
4.39%
10Y*

BSJR

1D
-0.09%
1M
0.05%
YTD
1.11%
6M
1.70%
1Y
4.78%
3Y*
7.78%
5Y*
3.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYUP vs. BSJR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYUP
Xtrackers High Beta High Yield Bond ETF
1.63%8.83%10.30%14.56%-13.30%5.13%5.73%3.03%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
1.11%7.41%7.15%11.91%-11.35%3.60%5.69%3.00%

Correlation

The correlation between HYUP and BSJR is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.90

The correlation between HYUP and BSJR shifts across timeframes, from 0.79 (1 year) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYUP vs. BSJR — Risk / Return Rank

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

HYUP
HYUP Risk / Return Rank: 5454
Overall Rank
HYUP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HYUP Sortino Ratio Rank: 5555
Sortino Ratio Rank
HYUP Omega Ratio Rank: 5454
Omega Ratio Rank
HYUP Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYUP Martin Ratio Rank: 5959
Martin Ratio Rank

BSJR
BSJR Risk / Return Rank: 7878
Overall Rank
BSJR Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 7878
Sortino Ratio Rank
BSJR Omega Ratio Rank: 7575
Omega Ratio Rank
BSJR Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJR Martin Ratio Rank: 8787
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.

HYUP vs. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). 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.


HYUPBSJRDifference

Sharpe ratio

Return per unit of total volatility

1.76

2.27

-0.51

Sortino ratio

Return per unit of downside risk

2.68

3.51

-0.83

Omega ratio

Gain probability vs. loss probability

1.34

1.45

-0.11

Calmar ratio

Return relative to maximum drawdown

2.45

4.13

-1.68

Martin ratio

Return relative to average drawdown

10.46

19.02

-8.56

HYUP vs. BSJR - Sharpe Ratio Comparison

The current HYUP Sharpe Ratio is 1.76, which is comparable to the BSJR Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of HYUP and BSJR, 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


HYUPBSJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.27

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.50

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.43

+0.09

Drawdowns

HYUP vs. BSJR - Drawdown Comparison

The maximum HYUP drawdown since its inception was -24.79%, which is greater than BSJR's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for HYUP and BSJR.


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Drawdown Indicators


HYUPBSJRDifference

Max Drawdown

Largest peak-to-trough decline

-24.79%

-22.58%

-2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-1.16%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-6.03%

-3.15%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-16.37%

-1.69%

Current Drawdown

Current decline from peak

-0.36%

-0.27%

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.42%

-3.25%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.25%

+0.46%

Volatility

HYUP vs. BSJR - Volatility Comparison

Xtrackers High Beta High Yield Bond ETF (HYUP) has a higher volatility of 1.35% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 0.57%. This indicates that HYUP's price experiences larger fluctuations and is considered to be riskier than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYUPBSJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.57%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

1.45%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

2.12%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

6.73%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

9.37%

+0.38%

HYUP vs. BSJR - Expense Ratio Comparison

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


Dividends

HYUP vs. BSJR - Dividend Comparison

HYUP's dividend yield for the trailing twelve months is around 7.33%, more than BSJR's 5.75% yield.


PositionTTM20252024202320222021202020192018
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.75%6.19%6.75%6.48%5.37%4.49%4.53%1.20%0.00%
HYUP
Xtrackers High Beta High Yield Bond ETF
7.33%7.44%7.78%7.48%7.15%6.19%6.89%6.77%6.98%

Frequently Asked Questions


HYUP and BSJR have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYUP has higher volatility (1.35%) compared to BSJR (0.57%). In terms of maximum drawdown, HYUP dropped -24.79% vs BSJR's -22.58%.

On 5-year performance, HYUP leads with 4.39% vs 3.37% for BSJR. On fees, HYUP is cheaper at 0.20% per year. On volatility, BSJR has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYUP has performed better with a 4.39% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYUP is cheaper with a 0.20% expense ratio, compared with 0.42% for BSJR.

HYUP has the higher dividend yield at 7.33%, compared with 5.75% for BSJR.

HYUP tracks Solactive USD High Yield Corporates Total Market High Beta Index, while BSJR tracks NASDAQ BulletShares USD High Yield Corporate Bond 2027 Index. They also come from different issuers: Deutsche Bank and Invesco. Their fees differ too: 0.20% for HYUP and 0.42% for BSJR.

BSJR currently has the higher Sharpe Ratio (2.27 vs 1.76), 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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