- ISIN
- US09789C8534
- Issuer
- BondBloxx
- Inception Date
- Sep 13, 2022
- Region
- North America (U.S.)
- Category
- Government Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg US Treasury 2 Year Target Duration Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $173M
Share Price Chart
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Performance
XTWO Performance Chart
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) is up 0.4% since the beginning of the year. XTWO is currently trading at $49 per share.
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Returns By Period
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) has returned 0.41% so far this year and 3.42% over the past 12 months.
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF
- 1D
- -0.03%
- 1M
- 0.08%
- YTD
- 0.41%
- 6M
- 0.67%
- 1Y
- 3.42%
- 3Y*
- 4.12%
- 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%
XTWO Monthly Returns History
Based on dividend-adjusted daily data since Sep 15, 2022, XTWO's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.
Historically, 72% of months were positive and 28% were negative. The best month was Mar 2023 with a return of +1.7%, while the worst month was Feb 2023 at -0.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, XTWO closed higher 53% of trading days. The best single day was Mar 13, 2023 with a return of +1.0%, while the worst single day was Mar 22, 2024 at -0.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.16% | 0.63% | -0.52% | 0.16% | 0.07% | -0.09% | 0.41% | ||||||
| 2025 | 0.33% | 0.85% | 0.42% | 0.87% | -0.28% | 0.64% | -0.07% | 0.92% | 0.24% | 0.35% | 0.49% | 0.29% | 5.17% |
| 2024 | 0.29% | -0.42% | 0.29% | -0.47% | 0.72% | 0.63% | 1.20% | 1.00% | 0.78% | -0.67% | 0.26% | 0.25% | 3.92% |
| 2023 | 0.80% | -0.84% | 1.67% | 0.29% | -0.34% | -0.60% | 0.29% | 0.43% | -0.10% | 0.30% | 1.15% | 1.18% | 4.27% |
| 2022 | -0.61% | -0.12% | 0.74% | 0.17% | 0.17% |
Benchmark Metrics
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF has an annualized alpha of 3.83%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 16, 2022.
- This ETF captured 9.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.17%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.00 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
- 3.83%
- Beta
- -0.00
- R²
- 0.00
- Upside Capture
- 9.00%
- Downside Capture
- -2.17%
Expense Ratio
XTWO has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
XTWO ranks 81 for risk / return — in the top 81% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BondBloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) and compare them to S&P 500 Index.
| XTWO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.41 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 2.93 | +0.85 |
| Martin ratioReturn relative to average drawdown | 13.59 | 13.52 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF provided a 4.05% dividend yield over the last twelve months, with an annual payout of $1.98 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.98 | $2.10 | $2.23 | $2.01 | $0.56 |
Dividend yield | 4.05% | 4.24% | 4.54% | 4.07% | 1.13% |
Monthly Dividends
The table displays the monthly dividend distributions for BondBloxx Bloomberg Two Year Target Duration US Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.17 | $0.14 | $0.17 | $0.16 | $0.16 | $0.80 | ||||||
| 2025 | $0.00 | $0.22 | $0.17 | $0.18 | $0.17 | $0.18 | $0.16 | $0.18 | $0.18 | $0.15 | $0.17 | $0.32 | $2.10 |
| 2024 | $0.00 | $0.26 | $0.17 | $0.18 | $0.17 | $0.18 | $0.19 | $0.18 | $0.19 | $0.17 | $0.18 | $0.36 | $2.23 |
| 2023 | $0.00 | $0.12 | $0.16 | $0.16 | $0.16 | $0.12 | $0.18 | $0.17 | $0.17 | $0.18 | $0.19 | $0.40 | $2.01 |
| 2022 | $0.22 | $0.34 | $0.56 |
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 Two 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 Two Year Target Duration US Treasury ETF was 1.73%, occurring on Jul 6, 2023. Recovery took 92 trading sessions.
The current BondBloxx Bloomberg Two Year Target Duration US Treasury ETF drawdown is 0.38%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 pullback2023 | -1.73%Jul 2023 | 2mo 2d | 4mo 11d | 6mo 13dMay 2023 - Nov 2023 |
2023 pullback2023 | -1.54%Mar 2023 | 1mo 3d | 5d | 1mo 8dFeb 2023 - Mar 2023 |
2024 pullback2024 | -1.18%Apr 2024 | 19d | 1mo 27d | 2mo 16dMar 2024 - Jun 2024 |
Bear market2022 | -1.15%Oct 2022 | 1mo 1d | 1mo 12d | 2mo 13dSep 2022 - Dec 2022 |
2024 pullback2024 | -1.07%Nov 2024 | 1mo 18d | 2mo 17d | 4mo 5dSep 2024 - Jan 2025 |
Drawdown Indicators
| XTWO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.73% | -56.78% | +55.05% |
Max Drawdown (1Y)Largest decline over 1 year | -0.91% | -9.10% | +8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -18.90% | +17.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.38% | -0.74% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -0.40% | -10.72% | +10.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.97% | -1.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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