Invesco BulletShares 2026 High Yield Corporate Bond ETF

10-Year Study

BSJQ.US · · US · ETF

Executive Summary: Invesco BulletShares 2026 High Yield Corporate Bond ETF has compounded at 4.7% annually over the last 10 years, with a maximum drawdown of 14.5% and an annualized volatility of 5.9%.

1Y CAGR
+4.8%
3Y CAGR
+7.3%
5Y CAGR
+3.8%
10Y CAGR
+4.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
14.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +17.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.20.4-0.30.3————————0.5%
20251.10.5-0.40.21.20.80.50.80.50.40.30.46.6%
20240.30.60.9-0.30.90.51.40.91.10.10.9-0.27.5%
20232.9-1.31.60.4-0.51.61.10.4-0.6-0.32.61.79.8%
2022-1.7-1.0-0.9-3.00.8-5.95.4-2.6-2.73.22.9-1.6-7.3%
2021-0.20.30.90.70.21.0-0.00.50.0-0.0-1.12.14.5%
2020-0.5-1.5-12.74.44.5-0.05.00.4-1.00.53.11.92.8%
20195.91.51.21.7-1.73.10.41.00.70.20.42.317.9%
2018————————1.1-3.4-0.0-2.2-4.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 5.9%. The dominant macroeconomic risk driver is HYG.US, accounting for 100.3% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-08-0110000
2018-09-0110114.090479241024
2018-10-019770.659833440104
2018-11-019768.036362527075
2018-12-019554.192977639488
2019-01-0110113.4193587749
2019-02-0110267.044934565754
2019-03-0110393.215582197005
2019-04-0110572.58777950642
2019-05-0110394.557823129251
2019-06-0110719.19709587871
2019-07-0110763.430035691406
2019-08-0110868.917970775754
2019-09-0110943.473353466949
2019-10-0110963.301912693329
2019-11-0111009.487202952932
2019-12-0111261.645465361034
2020-01-0111203.013941002411
2020-02-0111029.864860742502
2020-03-019632.65306122449
2020-04-0110058.570513407158
2020-05-0110508.831335224673
2020-06-0110508.770324273206
2020-07-0111033.83057258778
2020-08-0111076.355205759433
2020-09-0110964.095055062384
2020-10-0111016.747506177358
2020-11-0111360.48320673561
2020-12-0111577.133095390624
2021-01-0111557.609590921571
2021-02-0111592.202800402674
2021-03-0111694.579176962265
2021-04-0111777.737103810136
2021-05-0111806.473261950521
2021-06-0111928.007077270371
2021-07-0111927.580000610109
2021-08-0111983.954119764498
2021-09-0111988.4079192215
2021-10-0111984.68625118209
2021-11-0111858.149537842042
2021-12-0112102.071321802263
2022-01-0111892.193648759954
2022-02-0111768.646472041733
2022-03-0111666.880204996796
2022-04-0111314.969036942131
2022-05-0111410.634208840487
2022-06-0110738.720600347762
2022-07-0111319.239803544739
2022-08-0111027.60745553827
2022-09-0110732.741527104115
2022-10-0111079.344742381258
2022-11-0111396.662700954823
2022-12-0111212.958726091334
2023-01-0111534.9135169763
2023-02-0111384.94859827339
2023-03-0111567.73740886489
2023-04-0111608.61474634697
2023-05-0111545.163356822552
2023-06-0111731.063725938806
2023-07-0111858.576614502304
2023-08-0111911.717153229007
2023-09-0111837.77188005247
2023-10-0111806.412250999054
2023-11-0112107.867362191515
2023-12-0112316.036728592782
2024-01-0112351.057014734146
2024-02-0112428.174857386903
2024-03-0112544.278698026297
2024-04-0112509.44144473933
2024-05-0112627.680668680028
2024-06-0112694.426649583602
2024-07-0112868.307861261097
2024-08-0112989.963698483878
2024-09-0113129.190689728806
2024-10-0113142.18602239102
2024-11-0113266.831396235626
2024-12-0113238.400292852568
2025-01-0113380.49479881639
2025-02-0113447.667856380222
2025-03-0113396.357646197492
2025-04-0113426.25301241573
2025-05-0113592.934931820262
2025-06-0113696.287483603306
2025-07-0113760.348982642383
2025-08-0113875.476648058328
2025-09-0113950.093041700986
2025-10-0114004.880876117262
2025-11-0114050.700100668071
2025-12-0114111.222964522132
2026-01-0114133.73600561301
2026-02-0114185.046215795735
2026-03-0114142.338549769684
2026-04-0114188.096763369025
Annual Return Matrix
YearAnnual Return
20190.1787123718055148
20200.02801434577211448
20210.04534267871729325
2022-0.07346780332629221
20230.09837528429804232
20240.07489126450219463
20250.06593112856247485
20260.005447706342686542
Total Factor Risk
0.058545842071758156
VTI.US Exposure
0.009392988892642597
VEA.US Exposure
0.021959275361843455
VWO.US Exposure
0.0028026055741782615
QQQ.US Exposure
0.028385634938318523
VTV.US Exposure
-0.023062307681346345
IJR.US Exposure
-0.03276340983961743
QUAL.US Exposure
0.007274540277321185
SHV.US Exposure
0.011598952977313726
TLT.US Exposure
-0.018879861276927347
LQD.US Exposure
-0.04234294593964969
HYG.US Exposure
1.0034645601034318
GLD.US Exposure
0.00039129203808681474
USO.US Exposure
-0.000571382787964775
VNQ.US Exposure
0.03177112678158033
BTC-USD.CC Exposure
-0.0027139348592535094
CPER.US Exposure
0.004664415719908978
VIX.INDX Exposure
-0.018356182692593974
UUP.US Exposure
0.0025917402900640482
TIP.US Exposure
-0.0030599016338995573
Idiosyncratic Exposure
0.017452793756562904
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$125
Avg Yield on Cost
1.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$125.131.25%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco BulletShares 2026 High Yield Corporate Bond ETF a high-risk investment?

Invesco BulletShares 2026 High Yield Corporate Bond ETF (BSJQ.US) has an annualized volatility of 5.9% and experienced a maximum drawdown of 14.5% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of BSJQ.US?

Over the past 10 years, BSJQ.US has generated a Compound Annual Growth Rate (CAGR) of 4.7%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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