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ISIN
US09789C7882
CUSIP
09789C788
Issuer
BondBloxx
Inception Date
Sep 13, 2022
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US Treasury 6 Month Duration Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$2B

Share Price Chart


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Performance

XHLF Performance Chart

BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is up 1.4% since the beginning of the year. XHLF is currently trading at $50 per share.


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S&P 500 Index

Returns By Period

BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) has returned 1.39% so far this year and 3.92% over the past 12 months.


BondBloxx Bloomberg Six Month Target Duration US Treasury ETF

1D
0.00%
1M
0.25%
YTD
1.39%
6M
1.69%
1Y
3.92%
3Y*
4.61%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHLF Monthly Returns History

Based on dividend-adjusted daily data since Sep 15, 2022, XHLF's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.

Historically, 100% of months were positive and 0% were negative. The best month was Aug 2024 with a return of +0.6%, while the worst month was Jun 2026 at 0.0%. The longest winning streak lasted 46 consecutive months, and the longest losing streak was 0 months.

On a daily basis, XHLF closed higher 66% of trading days. The best single day was Mar 13, 2023 with a return of +0.3%, while the worst single day was Mar 14, 2023 at -0.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.28%0.25%0.24%0.31%0.30%0.01%1.39%
20250.34%0.31%0.36%0.34%0.29%0.34%0.31%0.48%0.36%0.32%0.31%0.36%4.21%
20240.34%0.36%0.38%0.34%0.47%0.42%0.48%0.60%0.51%0.24%0.35%0.45%5.04%
20230.27%0.26%0.56%0.25%0.27%0.38%0.36%0.50%0.38%0.45%0.57%0.54%4.90%
20220.15%0.07%0.28%0.46%0.96%

Benchmark Metrics

BondBloxx Bloomberg Six Month Target Duration US Treasury ETF has an annualized alpha of 4.51%, beta of -0.00, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 16, 2022.

  • This ETF captured 7.84% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.98%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.01 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 0.01 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
4.51%
Beta
-0.00
0.01
Upside Capture
7.84%
Downside Capture
-12.98%

Expense Ratio

XHLF has an expense ratio of 0.03%, which is considered low.


Return for Risk

Risk / Return Rank

XHLF ranks 100 for risk / return — in the top 100% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


XHLF Risk / Return Rank: 100100
Overall Rank
XHLF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XHLF Sortino Ratio Rank: 100100
Sortino Ratio Rank
XHLF Omega Ratio Rank: 100100
Omega Ratio Rank
XHLF Calmar Ratio Rank: 100100
Calmar Ratio Rank
XHLF Martin Ratio Rank: 100100
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 Six Month Target Duration US Treasury ETF (XHLF) and compare them to S&P 500 Index.


XHLFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+10.15

Sortino ratioReturn per unit of downside risk

+42.72

Omega ratioGain probability vs. loss probability

11.75

1.41

+10.34

Calmar ratioReturn relative to maximum drawdown

98.81

2.98

+95.82

Martin ratioReturn relative to average drawdown

670.31

13.78

+656.53

Dividends

Dividend History

BondBloxx Bloomberg Six Month Target Duration US Treasury ETF provided a 3.85% dividend yield over the last twelve months, with an annual payout of $1.93 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.93$2.00$2.49$2.26$0.43

Dividend yield

3.85%3.98%4.96%4.50%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for BondBloxx Bloomberg Six Month 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$0.16$0.15$0.15$0.77
2025$0.00$0.17$0.17$0.18$0.15$0.17$0.16$0.16$0.17$0.16$0.20$0.30$2.00
2024$0.00$0.23$0.20$0.22$0.21$0.22$0.21$0.21$0.21$0.20$0.20$0.38$2.49
2023$0.00$0.15$0.14$0.17$0.14$0.22$0.15$0.21$0.22$0.19$0.22$0.44$2.26
2022$0.12$0.31$0.43

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 Six Month 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 Six Month Target Duration US Treasury ETF was 0.11%, occurring on Oct 19, 2022. Recovery took 6 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-0.11%Oct 2022
8d8d
16dOct 2022 - Oct 2022
2023 pullback2023
-0.09%Mar 2023
0s1d
1dMar 2023 - Mar 2023
2023 pullback2023
-0.07%Mar 2023
1d2d
3dMar 2023 - Mar 2023
2023 pullback2023
-0.07%Mar 2023
2d6d
8dMar 2023 - Apr 2023
Bear market2022
-0.07%Dec 2022
0s2d
2dDec 2022 - Dec 2022

Drawdown Indicators


XHLFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.11%

-56.78%

+56.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-9.10%

+9.06%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-18.90%

+18.84%

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

0.00%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

-0.00%

-10.72%

+10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.97%

-1.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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