Invesco Exchange-Traded Self-Indexed Fund Trust - BulletShares 2030 High Yield Corporate Bond ETF

10-Year Study

BSJU.US · · US · ETF

Executive Summary: Invesco Exchange-Traded Self-Indexed Fund Trust - BulletShares 2030 High Yield Corporate Bond ETF has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 3.4% and an annualized volatility of 8.6%.

1Y CAGR
+6.9%
3Y CAGR
+8.9%
5Y CAGR
+9.8%
10Y CAGR
+9.8%

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 →
3.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.88
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.2-1.41.4————————0.5%
20251.40.9-1.4-0.11.82.00.01.30.9-0.00.90.68.6%
20240.6-0.01.6-1.11.70.42.51.81.4-1.51.7-1.08.2%
20234.1-2.63.70.0-1.42.10.90.0-2.4-1.05.53.412.9%
2022—————————3.72.9-1.84.8%

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 8.6%. The dominant macroeconomic risk driver is HYG.US, accounting for 89.4% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-09-0110000
2022-10-0110369.36195090029
2022-11-0110673.517084253936
2022-12-0110481.498135151936
2023-01-0110915.797996808631
2023-02-0110636.258098379447
2023-03-0111030.62735440981
2023-04-0111035.924407632725
2023-05-0110880.79495415909
2023-06-0111114.290209750376
2023-07-0111214.312245738109
2023-08-0111218.125179805758
2023-09-0110947.05995071616
2023-10-0110842.061086385485
2023-11-0111441.910026456528
2023-12-0111834.5437046919
2024-01-0111909.703152562624
2024-02-0111905.529965505006
2024-03-0112098.857525895366
2024-04-0111964.8547036057
2024-05-0112164.02020988483
2024-06-0112206.62038253941
2024-07-0112505.716578606536
2024-08-0112728.346768238169
2024-09-0112912.906119815629
2024-10-0112718.803656270204
2024-11-0112930.714523317041
2024-12-0112804.481259813942
2025-01-0112989.184302042675
2025-02-0113099.854841651364
2025-03-0112916.051918716663
2025-04-0112902.988385792567
2025-05-0113139.511408678483
2025-06-0113408.791794606941
2025-07-0113414.076531488317
2025-08-0113588.773572579636
2025-09-0113708.080946691487
2025-10-0113701.541995696876
2025-11-0113826.070472258827
2025-12-0113903.143058515041
2026-01-0113999.021671937206
2026-02-0113966.623576577314
2026-03-0113770.213728553786
2026-04-0113967.107874832716
Annual Return Matrix
YearAnnual Return
20230.12908894817261252
20240.0819581708703736
20250.08580291355880054
20260.00460074502926866
Total Factor Risk
0.08641413397281465
VTI.US Exposure
-0.11872674791932154
VEA.US Exposure
-0.0074120308586787895
VWO.US Exposure
-0.008684028542968264
QQQ.US Exposure
0.09651269885712695
VTV.US Exposure
0.07466381812464373
IJR.US Exposure
-0.030244771988479267
QUAL.US Exposure
-0.007947981249265944
SHV.US Exposure
0.0572733074403934
TLT.US Exposure
0.01567563940918545
LQD.US Exposure
-0.021127130709043433
HYG.US Exposure
0.8938467542705661
GLD.US Exposure
0.002966816090139346
USO.US Exposure
-0.00019277405029204505
VNQ.US Exposure
0.005851916510645798
BTC-USD.CC Exposure
0.0088206022907517
CPER.US Exposure
0.0006961420665411838
VIX.INDX Exposure
0.017460012501601674
UUP.US Exposure
0.0010268193005791152
TIP.US Exposure
0.013144159492465732
Idiosyncratic Exposure
0.006396778963408967
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
8.6%

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
$148
Avg Yield on Cost
1.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$147.981.48%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 →
+1.6%
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 →
0.4% 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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Exchange-Traded Self-Indexed Fund Trust - BulletShares 2030 High Yield Corporate Bond ETF a high-risk investment?

Invesco Exchange-Traded Self-Indexed Fund Trust - BulletShares 2030 High Yield Corporate Bond ETF (BSJU.US) has an annualized volatility of 8.6% and experienced a maximum drawdown of 3.4% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BSJU.US has generated a Compound Annual Growth Rate (CAGR) of 9.8%. It has had a positive return in 100% 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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