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SCYB vs. BSJR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCYB vs. BSJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab High Yield Bond ETF (SCYB) 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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SCYB vs. BSJR - Yearly Performance Comparison


2026 (YTD)202520242023
SCYB
Schwab High Yield Bond ETF
-0.47%8.33%8.15%6.74%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
0.21%7.41%7.15%7.05%

Returns By Period

In the year-to-date period, SCYB achieves a -0.47% return, which is significantly lower than BSJR's 0.21% return.


SCYB

1D
0.89%
1M
-1.23%
YTD
-0.47%
6M
0.62%
1Y
6.71%
3Y*
5Y*
10Y*

BSJR

1D
0.54%
1M
-0.29%
YTD
0.21%
6M
1.13%
1Y
5.91%
3Y*
7.53%
5Y*
3.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCYB vs. BSJR - Expense Ratio Comparison

SCYB has a 0.03% expense ratio, which is lower than BSJR's 0.42% expense ratio.


Return for Risk

SCYB vs. BSJR — Risk / Return Rank

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

SCYB
SCYB Risk / Return Rank: 7474
Overall Rank
SCYB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCYB Omega Ratio Rank: 7777
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCYB Martin Ratio Rank: 8181
Martin Ratio Rank

BSJR
BSJR Risk / Return Rank: 8787
Overall Rank
BSJR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8989
Sortino Ratio Rank
BSJR Omega Ratio Rank: 9292
Omega Ratio Rank
BSJR Calmar Ratio Rank: 7777
Calmar Ratio Rank
BSJR Martin Ratio Rank: 9494
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.

SCYB vs. BSJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab High Yield Bond ETF (SCYB) 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.


SCYBBSJRDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.59

-0.40

Sortino ratio

Return per unit of downside risk

1.75

2.48

-0.74

Omega ratio

Gain probability vs. loss probability

1.28

1.41

-0.13

Calmar ratio

Return relative to maximum drawdown

1.60

2.04

-0.44

Martin ratio

Return relative to average drawdown

8.44

13.96

-5.52

SCYB vs. BSJR - Sharpe Ratio Comparison

The current SCYB Sharpe Ratio is 1.19, which is comparable to the BSJR Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SCYB and BSJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCYBBSJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.59

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

0.42

+1.20

Correlation

The correlation between SCYB and BSJR is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCYB vs. BSJR - Dividend Comparison

SCYB's dividend yield for the trailing twelve months is around 7.01%, more than BSJR's 5.98% yield.


TTM2025202420232022202120202019
SCYB
Schwab High Yield Bond ETF
7.01%6.99%7.06%3.36%0.00%0.00%0.00%0.00%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.98%6.19%6.75%6.48%5.37%4.49%4.53%1.20%

Drawdowns

SCYB vs. BSJR - Drawdown Comparison

The maximum SCYB drawdown since its inception was -4.92%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for SCYB and BSJR.


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Drawdown Indicators


SCYBBSJRDifference

Max Drawdown

Largest peak-to-trough decline

-4.92%

-22.58%

+17.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

-2.92%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

Current Drawdown

Current decline from peak

-1.50%

-0.43%

-1.07%

Average Drawdown

Average peak-to-trough decline

-0.53%

-3.33%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.43%

+0.37%

Volatility

SCYB vs. BSJR - Volatility Comparison

Schwab High Yield Bond ETF (SCYB) has a higher volatility of 2.25% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 1.04%. This indicates that SCYB'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


SCYBBSJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

1.04%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

1.47%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

3.74%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

6.74%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

9.49%

-4.29%