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SHYL vs. BSJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYL vs. BSJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Short Duration High Yield Bond ETF (SHYL) 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

The year-to-date returns for both stocks are quite close, with SHYL having a 1.30% return and BSJR slightly lower at 1.27%.


SHYL

1D
0.15%
1M
0.20%
YTD
1.30%
6M
1.76%
1Y
6.02%
3Y*
8.39%
5Y*
4.91%
10Y*

BSJR

1D
0.15%
1M
0.25%
YTD
1.27%
6M
1.81%
1Y
4.78%
3Y*
7.93%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYL vs. BSJR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SHYL
Xtrackers Short Duration High Yield Bond ETF
1.30%7.78%8.52%11.39%-5.21%4.60%3.64%1.67%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
1.27%7.41%7.15%11.91%-11.35%3.60%5.69%3.00%

Correlation

The correlation between SHYL and BSJR is 0.78, 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

0.78

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

0.87

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

0.91

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

0.89

The correlation between SHYL and BSJR shifts across timeframes, from 0.78 (1 year) to 0.91 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHYL vs. BSJR — Risk / Return Rank

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

SHYL
SHYL Risk / Return Rank: 6868
Overall Rank
SHYL Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 6363
Sortino Ratio Rank
SHYL Omega Ratio Rank: 6464
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7676
Calmar Ratio Rank
SHYL Martin Ratio Rank: 7878
Martin Ratio Rank

BSJR
BSJR Risk / Return Rank: 7979
Overall Rank
BSJR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSJR Omega Ratio Rank: 7777
Omega Ratio Rank
BSJR Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJR Martin Ratio Rank: 8888
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.

SHYL vs. BSJR - Risk-Adjusted Trends Comparison

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


SHYLBSJRDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.38

1.45

-0.07

Calmar ratioReturn relative to maximum drawdown

3.80

4.13

-0.33

Martin ratioReturn relative to average drawdown

14.98

19.06

-4.08

SHYL vs. BSJR - Sharpe Ratio Comparison

The current SHYL Sharpe Ratio is 1.89, which is comparable to the BSJR Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SHYL 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


SHYLBSJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.27

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.51

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.43

+0.29

Drawdowns

SHYL vs. BSJR - Drawdown Comparison

The maximum SHYL drawdown since its inception was -19.26%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for SHYL and BSJR.


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Drawdown Indicators


SHYLBSJRDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-22.58%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-1.16%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

-3.15%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

-16.37%

+6.77%

Current Drawdown

Current decline from peak

-0.08%

-0.11%

+0.03%

Average Drawdown

Average peak-to-trough decline

-1.54%

-3.25%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.25%

+0.15%

Volatility

SHYL vs. BSJR - Volatility Comparison

Xtrackers Short Duration High Yield Bond ETF (SHYL) has a higher volatility of 0.86% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 0.59%. This indicates that SHYL'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


SHYLBSJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.59%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

1.45%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

2.12%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

6.73%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

9.36%

-2.67%

SHYL vs. BSJR - Expense Ratio Comparison

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


Dividends

SHYL vs. BSJR - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 6.93%, more than BSJR's 5.74% yield.


PositionTTM20252024202320222021202020192018
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.74%6.19%6.75%6.48%5.37%4.49%4.53%1.20%0.00%
SHYL
Xtrackers Short Duration High Yield Bond ETF
6.93%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%

Frequently Asked Questions


SHYL and BSJR have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHYL has higher volatility (0.86%) compared to BSJR (0.59%). In terms of maximum drawdown, SHYL dropped -19.26% vs BSJR's -22.58%.

On 5-year performance, SHYL leads with 4.91% vs 3.40% for BSJR. On fees, SHYL is cheaper at 0.20% per year. On volatility, BSJR has been the lower-risk option at 0.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SHYL has performed better with a 4.91% return vs 3.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SHYL has the higher dividend yield at 6.93%, compared with 5.74% for BSJR.

SHYL tracks Solactive USD High Yield Corporates Total Market 0-5 Year 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 SHYL and 0.42% for BSJR.

BSJR currently has the higher Sharpe Ratio (2.27 vs 1.89), 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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