Invesco BulletShares 2027 High Yield Corporate Bond ETF

10-Year Study

BSJR.US · · US · ETF

Executive Summary: Invesco BulletShares 2027 High Yield Corporate Bond ETF has compounded at 4.0% annually over the last 10 years, with a maximum drawdown of 16.2% and an annualized volatility of 7.4%.

1Y CAGR
+4.7%
3Y CAGR
+8.2%
5Y CAGR
+3.4%
10Y CAGR
+4.0%

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 →
16.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +11.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.1-0.70.7————————0.5%
20251.30.8-0.50.51.21.20.30.70.60.10.20.67.4%
20240.30.20.6-0.91.40.51.81.21.5-0.41.2-0.47.1%
20233.7-2.02.10.4-1.31.71.30.2-1.0-0.64.32.611.9%
2022-2.2-1.1-1.1-4.00.5-7.66.8-3.9-4.23.73.2-1.2-11.3%
2021-0.70.40.40.60.31.2-0.00.50.1-0.2-1.22.23.6%
2020-0.2-0.0-12.83.64.7-0.66.90.6-1.50.73.42.25.7%
2019—————————0.80.51.52.9%

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 7.4%. The dominant macroeconomic risk driver is HYG.US, accounting for 96.4% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110080.822924320351
2019-11-0110132.48530492285
2019-12-0110288.677902277735
2020-01-0110271.973732549595
2020-02-0110268.299963262309
2020-03-018953.147961058046
2020-04-019272.536278471713
2020-05-019712.92937178545
2020-06-019651.565944158707
2020-07-0110315.370132255695
2020-08-0110375.183688464365
2020-09-0110214.858100661279
2020-10-0110287.816862601028
2020-11-0110635.963905216751
2020-12-0110874.357090374724
2021-01-0110798.872612049963
2021-02-0110843.646675238793
2021-03-0110891.520481263777
2021-04-0110956.041054371786
2021-05-0110989.33458853784
2021-06-0111119.466385011021
2021-07-0111117.744305657605
2021-08-0111170.612141807494
2021-09-0111177.615264511389
2021-10-0111152.989529757531
2021-11-0111018.609937545922
2021-12-0111266.24494856723
2022-01-0111016.256429096251
2022-02-0110897.547759000736
2022-03-0110773.902461425421
2022-04-0110346.941587068332
2022-05-0110401.70371050698
2022-06-019606.677075679649
2022-07-0110256.302810433504
2022-08-019853.62325495959
2022-09-019441.127847171198
2022-10-019794.211517266716
2022-11-0110112.164768552533
2022-12-019988.462068332108
2023-01-0110358.192505510653
2023-02-0110153.724283614989
2023-03-0110369.730437178547
2023-04-0110407.845793534165
2023-05-0110274.671656869948
2023-06-0110453.767909625276
2023-07-0110594.0025716385
2023-08-0110617.595058780309
2023-09-0110513.925881704628
2023-10-0110450.381153563558
2023-11-0110896.284900808228
2023-12-0111178.017083027185
2024-01-0111207.522042615723
2024-02-0111229.564658339457
2024-03-0111302.00679647318
2024-04-0111203.102038941954
2024-05-0111356.883725202058
2024-06-0111412.506888317414
2024-07-0111617.778747244674
2024-08-0111756.635745775166
2024-09-0111934.98576414401
2024-10-0111890.556116825863
2024-11-0112027.518828067597
2024-12-0111977.004500367377
2025-01-0112138.650349008081
2025-02-0112235.20159808964
2025-03-0112172.632714915504
2025-04-0112238.358743570903
2025-05-0112389.901726671564
2025-06-0112540.526267450403
2025-07-0112578.41201322557
2025-08-0112670.830271858926
2025-09-0112747.922024246876
2025-10-0112763.47814107274
2025-11-0112790.457384276267
2025-12-0112865.425238795005
2026-01-0112922.483468038208
2026-02-0112930.51983835415
2026-03-0112838.101579720793
2026-04-0112924.205547391624
Annual Return Matrix
YearAnnual Return
20200.056924630517136476
20210.03603779560810816
2022-0.11341692694136041
20230.11909291005534262
20240.07147845735120417
20250.0741772066964137
20260.004568858588472446
Total Factor Risk
0.074321621540575
VTI.US Exposure
-0.022600493699610303
VEA.US Exposure
0.028360442185070004
VWO.US Exposure
-0.0017400019120041247
QQQ.US Exposure
0.0331438884819629
VTV.US Exposure
-0.001674038944238255
IJR.US Exposure
-0.034715558599386846
QUAL.US Exposure
-0.002376526513849661
SHV.US Exposure
0.03916061421563143
TLT.US Exposure
-0.006241876857223896
LQD.US Exposure
-0.0439567138043416
HYG.US Exposure
0.9640919663296903
GLD.US Exposure
-0.0020669733082403457
USO.US Exposure
-0.000984518725381929
VNQ.US Exposure
0.028551745294665302
BTC-USD.CC Exposure
0.002789251869485577
CPER.US Exposure
0.0009783885576539833
VIX.INDX Exposure
-0.011356567012114103
UUP.US Exposure
0.012344363594905889
TIP.US Exposure
0.005474734277873972
Idiosyncratic Exposure
0.012817874569451708
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
72.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.4%

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 →6.05%
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
$111
Avg Yield on Cost
1.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$110.51.11%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 →
+1.2%
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 →
0.2% 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 →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco BulletShares 2027 High Yield Corporate Bond ETF a high-risk investment?

Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR.US) has an annualized volatility of 7.4% and experienced a maximum drawdown of 16.2% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BSJR.US has generated a Compound Annual Growth Rate (CAGR) of 4.0%. It has had a positive return in 86% 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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