Invesco BulletShares 2028 High Yield Corporate Bond ETF

10-Year Study

BSJS.US · · US · ETF

Executive Summary: Invesco BulletShares 2028 High Yield Corporate Bond ETF has compounded at 3.9% annually over the last 10 years, with a maximum drawdown of 17.4% and an annualized volatility of 7.8%.

1Y CAGR
+5.8%
3Y CAGR
+8.5%
5Y CAGR
+3.2%
10Y CAGR
+3.9%

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 →
17.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.1-1.10.8————————0.4%
20252.00.7-1.20.61.11.90.11.00.7-0.00.80.58.3%
2024-0.10.51.2-1.11.30.72.01.31.6-0.61.4-1.27.4%
20234.2-2.11.70.7-1.21.71.10.2-1.4-0.74.43.412.3%
2022-2.9-1.3-1.2-4.61.1-7.46.5-4.3-4.23.82.8-2.1-13.7%
2021-0.3-0.3-0.31.3-0.11.50.30.5-0.1-0.5-1.32.73.4%
2020—————————0.73.61.35.7%

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 7.8%. The dominant macroeconomic risk driver is HYG.US, accounting for 95.1% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-0110071.429783335312
2020-11-0110431.972038887663
2020-12-0110570.646487611486
2021-01-0110542.029329759018
2021-02-0110513.694950146197
2021-03-0110485.756460068887
2021-04-0110621.716237692075
2021-05-0110611.818999304365
2021-06-0110767.120808519543
2021-07-0110797.887080993345
2021-08-0110852.576392541441
2021-09-0110843.131599337168
2021-10-0110788.15950954942
2021-11-0110646.148277597742
2021-12-0110929.605185021803
2022-01-0110611.53622106472
2022-02-0110475.972332977033
2022-03-0110351.663018827376
2022-04-019874.898906779326
2022-05-019987.16186791994
2022-06-019247.357437350482
2022-07-019851.993869367765
2022-08-019425.677395273078
2022-09-019028.60019115809
2022-10-019371.836418443929
2022-11-019632.444844104357
2022-12-019433.36896339153
2023-01-019828.806053716555
2023-02-019621.81238229356
2023-03-019785.597538698203
2023-04-019851.711091128116
2023-05-019737.808016197538
2023-06-019903.685731575582
2023-07-0110010.29312792322
2023-08-0110027.146711006297
2023-09-019885.192034702546
2023-10-019813.083583592075
2023-11-0110241.266394068445
2023-12-0110592.590079008241
2024-01-0110584.672288298072
2024-02-0110640.945157988204
2024-03-0110765.367583433721
2024-04-0110650.220284248686
2024-05-0110792.457738792085
2024-06-0110868.58164090557
2024-07-0111089.77077995894
2024-08-0111232.121345798198
2024-09-0111415.927201569986
2024-10-0111351.001317746597
2024-11-0111515.125808038822
2024-12-0111374.641578581246
2025-01-0111597.074941889074
2025-02-0111675.517625567678
2025-03-0111541.02829479066
2025-04-0111610.13929656085
2025-05-0111742.422957068608
2025-06-0111960.784313725491
2025-07-0111968.70210443566
2025-08-0112092.67208469774
2025-09-0112173.263882997675
2025-10-0112168.513208571574
2025-11-0112259.850579978169
2025-12-0112320.138900671316
2026-01-0112382.576335985794
2026-02-0112399.825808604377
2026-03-0112264.092253572902
2026-04-0112365.892419846507
Annual Return Matrix
YearAnnual Return
20210.03395806470597673
2022-0.13689755451374863
20230.12288516648880687
20240.07383005419258382
20250.08312326287893468
20260.003713717803351946
Total Factor Risk
0.07835943106200538
VTI.US Exposure
0.033696945084291115
VEA.US Exposure
0.0073557578345492015
VWO.US Exposure
0.01242928099613301
QQQ.US Exposure
-0.00019777066528912538
VTV.US Exposure
-0.015060803718863544
IJR.US Exposure
-0.005962962236975496
QUAL.US Exposure
0.024742631198737496
SHV.US Exposure
0.018827482371166337
TLT.US Exposure
0.028401852884996363
LQD.US Exposure
-0.06606249846934552
HYG.US Exposure
0.951222569511448
GLD.US Exposure
-0.0010980589218782246
USO.US Exposure
-0.0008676553394250328
VNQ.US Exposure
-0.005486900516337631
BTC-USD.CC Exposure
0.0034961680596546267
CPER.US Exposure
0.00008410205231657069
VIX.INDX Exposure
-0.01168604920496784
UUP.US Exposure
-0.0031205593455602893
TIP.US Exposure
0.016438291476937688
Idiosyncratic Exposure
0.012848176948412247
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
7.8%

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
$119
Avg Yield on Cost
1.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$119.431.19%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 →
+1.1%
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 →
+2.0%
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 →
0.5% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco BulletShares 2028 High Yield Corporate Bond ETF a high-risk investment?

Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 17.4% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BSJS.US has generated a Compound Annual Growth Rate (CAGR) of 3.9%. It has had a positive return in 83% 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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