Invesco BulletShares 2029 High Yield Corporate Bond ETF

10-Year Study

BSJT.US · · US · ETF

Executive Summary: Invesco BulletShares 2029 High Yield Corporate Bond ETF has compounded at 2.7% annually over the last 10 years, with a maximum drawdown of 18.9% and an annualized volatility of 8.9%.

1Y CAGR
+6.2%
3Y CAGR
+8.8%
5Y CAGR
+2.7%
10Y CAGR
+2.7%

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 →
18.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +13.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.4-0.6-1.01.2————————0.0%
20251.30.8-1.90.31.42.20.01.10.9-0.00.70.77.6%
20240.20.21.1-1.41.70.32.81.71.4-1.01.5-0.98.0%
20234.5-2.42.60.2-1.42.01.20.1-1.9-1.05.34.013.6%
2022-3.3-1.8-2.4-4.11.1-7.97.8-4.2-5.23.53.3-1.9-14.9%
2021—————————-0.6-1.62.70.4%

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 8.9%. The dominant macroeconomic risk driver is HYG.US, accounting for 82.9% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-019940.898094308392
2021-11-019777.651627689826
2021-12-0110040.373923008361
2022-01-019713.774882220618
2022-02-019542.83561818259
2022-03-019311.096727643138
2022-04-018931.178642672212
2022-05-019031.82165442893
2022-06-018317.611731250796
2022-07-018967.361317431349
2022-08-018591.10394295658
2022-09-018146.354144560926
2022-10-018434.170875599508
2022-11-018715.037562072917
2022-12-018549.13840668902
2023-01-018937.38593438309
2023-02-018718.645218793768
2023-03-018948.261958320953
2023-04-018962.002886125376
2023-05-018837.379567930053
2023-06-019015.534145409789
2023-07-019127.371503756207
2023-08-019135.966215355884
2023-09-018961.684563473536
2023-10-018869.42404821527
2023-11-019336.827808666865
2023-12-019711.387462331819
2024-01-019735.526930096345
2024-02-019757.91562327575
2024-03-019868.638852340731
2024-04-019733.298671533466
2024-05-019902.805483638216
2024-06-019932.9930817877
2024-07-0110215.504435295616
2024-08-0110389.573872076739
2024-09-0110536.267560799626
2024-10-0110431.221085692458
2024-11-0110587.252238869318
2024-12-0110490.057722507534
2025-01-0110623.48796740376
2025-02-0110711.132804210347
2025-03-0110506.13301642545
2025-04-0110539.609948643943
2025-05-0110688.691057255633
2025-06-0110920.429947795084
2025-07-0110922.127668604897
2025-08-0111039.217350706676
2025-09-0111136.25270574254
2025-10-0111135.828275540087
2025-11-0111218.220788591316
2025-12-0111291.541106065108
2026-01-0111336.530707525146
2026-02-0111273.927252663298
2026-03-0111159.861635754
2026-04-0111292.549127795934
Annual Return Matrix
YearAnnual Return
2022-0.1485239023720073
20230.13594926182659894
20240.08018115466981346
20250.07640409659881153
20260.0000892722898810927
Total Factor Risk
0.0893411070790564
VTI.US Exposure
0.019353875440827686
VEA.US Exposure
0.016110465258967716
VWO.US Exposure
-0.007332955028210159
QQQ.US Exposure
-0.030166721176042646
VTV.US Exposure
-0.05219038009304979
IJR.US Exposure
0.028373094132559073
QUAL.US Exposure
0.056691196720738427
SHV.US Exposure
0.13432261361149928
TLT.US Exposure
0.014694668486763601
LQD.US Exposure
-0.03263679144311589
HYG.US Exposure
0.8294080151704117
GLD.US Exposure
-0.001548379565912457
USO.US Exposure
-0.0007662036028967597
VNQ.US Exposure
-0.00010187833422371183
BTC-USD.CC Exposure
-0.006352888127721884
CPER.US Exposure
0.0038297354214166406
VIX.INDX Exposure
-0.004240759400639657
UUP.US Exposure
-0.004214078490566795
TIP.US Exposure
0.02284847806749743
Idiosyncratic Exposure
0.013918892951698162
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
8.9%

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
$118
Avg Yield on Cost
1.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$118.311.18%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 →
+0.5%
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 →
0.7% 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 →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco BulletShares 2029 High Yield Corporate Bond ETF a high-risk investment?

Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT.US) has an annualized volatility of 8.9% and experienced a maximum drawdown of 18.9% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BSJT.US has generated a Compound Annual Growth Rate (CAGR) of 2.7%. It has had a positive return in 80% 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.

Run a Full Backtest on Invesco BulletShares 2029 High Yield Corporate Bond ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest