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ISIN
US09789C8385
Issuer
BondBloxx
Inception Date
Sep 13, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US Treasury 5 Year Target Duration Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$423M

Share Price Chart


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Performance

XFIV Performance Chart

BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) is down 0.5% since the beginning of the year. XFIV is currently trading at $48 per share.


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S&P 500 Index

Returns By Period

BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) has returned -0.47% so far this year and 3.51% over the past 12 months.


BondBloxx Bloomberg Five Year Target Duration US Treasury ETF

1D
-0.18%
1M
-0.16%
YTD
-0.47%
6M
-0.68%
1Y
3.51%
3Y*
3.51%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFIV Monthly Returns History

Based on dividend-adjusted daily data since Sep 15, 2022, XFIV's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, an investment would double in approximately 21.4 years.

Historically, 52% of months were positive and 48% were negative. The best month was Mar 2023 with a return of +3.1%, while the worst month was Oct 2024 at -2.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XFIV closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +1.6%, while the worst single day was Apr 10, 2024 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.04%1.75%-1.72%-0.01%-0.10%-0.33%-0.47%
20250.52%2.52%0.02%1.36%-0.90%1.27%-0.38%1.60%0.10%0.59%0.83%-0.31%7.43%
20240.18%-1.44%0.56%-2.10%1.43%1.19%2.34%1.21%1.08%-2.45%0.73%-1.09%1.52%
20232.23%-2.41%3.12%0.69%-0.89%-1.40%-0.08%-0.07%-1.59%-0.85%3.09%2.69%4.40%
2022-1.88%-0.63%2.52%-0.52%-0.56%

Benchmark Metrics

BondBloxx Bloomberg Five Year Target Duration US Treasury ETF has an annualized alpha of 2.99%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 16, 2022.

  • This ETF participated in 23.34% of S&P 500 Index downside but only 15.66% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.99%
Beta
0.02
0.00
Upside Capture
15.66%
Downside Capture
23.34%

Expense Ratio

XFIV has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

XFIV ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XFIV Risk / Return Rank: 2727
Overall Rank
XFIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XFIV Sortino Ratio Rank: 2929
Sortino Ratio Rank
XFIV Omega Ratio Rank: 2626
Omega Ratio Rank
XFIV Calmar Ratio Rank: 2626
Calmar Ratio Rank
XFIV Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and compare them to S&P 500 Index.


XFIVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.24

-1.23

Sortino ratio

Return per unit of downside risk

1.53

3.07

-1.54

Omega ratio

Gain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratio

Return relative to maximum drawdown

1.21

2.93

-1.71

Martin ratio

Return relative to average drawdown

3.61

13.52

-9.91

Dividends

Dividend History

BondBloxx Bloomberg Five Year Target Duration US Treasury ETF provided a 3.82% dividend yield over the last twelve months, with an annual payout of $1.85 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.85$2.00$1.88$1.78$0.52

Dividend yield

3.82%4.05%3.92%3.63%1.06%

Monthly Dividends

The table displays the monthly dividend distributions for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.16$0.14$0.17$0.15$0.16$0.79
2025$0.00$0.21$0.15$0.16$0.26$0.16$0.16$0.15$0.16$0.15$0.15$0.30$2.00
2024$0.00$0.16$0.11$0.16$0.16$0.18$0.16$0.16$0.16$0.16$0.16$0.31$1.88
2023$0.00$0.11$0.14$0.15$0.15$0.16$0.13$0.16$0.15$0.15$0.16$0.32$1.78
2022$0.21$0.31$0.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BondBloxx Bloomberg Five Year Target Duration US Treasury ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BondBloxx Bloomberg Five Year Target Duration US Treasury ETF was 6.38%, occurring on Oct 19, 2023. Recovery took 47 trading sessions.

The current BondBloxx Bloomberg Five Year Target Duration US Treasury ETF drawdown is 2.15%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 pullback2023
-6.38%Oct 2023
5mo 17d2mo 9d
7mo 26dMay 2023 - Dec 2023
2025 pullback2025
-4.47%Jan 2025
3mo 28d2mo 20d
6mo 18dSep 2024 - Apr 2025
2023 pullback2023
-3.89%Mar 2023
1mo 12d15d
1mo 27dJan 2023 - Mar 2023
Bear market2022
-3.71%Oct 2022
1mo 1d1mo 12d
2mo 13dSep 2022 - Dec 2022
2024 pullback2024
-3.50%Apr 2024
2mo 14d2mo 26d
5mo 10dFeb 2024 - Jul 2024

Drawdown Indicators


XFIVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-6.38%

-56.78%

+50.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-9.10%

+6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-18.90%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.15%

-0.74%

-1.41%

Average Drawdown

Average peak-to-trough decline

-1.66%

-10.72%

+9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.97%

-1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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