- ISIN
- US09789C7965
- Issuer
- BondBloxx
- Inception Date
- Sep 13, 2022
- Region
- North America (U.S.)
- Category
- Government Bonds, Long-Term Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg US Treasury 20 Year Target Duration Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $254M
Share Price Chart
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Performance
XTWY Performance Chart
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) is up 0.9% since the beginning of the year. XTWY is currently trading at $37 per share.
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Returns By Period
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) has returned 0.87% so far this year and 4.15% over the past 12 months.
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF
- 1D
- -0.87%
- 1M
- 2.67%
- YTD
- 0.87%
- 6M
- 0.58%
- 1Y
- 4.15%
- 3Y*
- -3.30%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
XTWY Monthly Returns History
Based on dividend-adjusted daily data since Sep 15, 2022, XTWY's average daily return is -0.01%, while the average monthly return is -0.16%.
Historically, 48% of months were positive and 52% were negative. The best month was Nov 2023 with a return of +12.2%, while the worst month was Sep 2023 at -9.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, XTWY closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +4.3%, while the worst single day was Apr 7, 2025 at -3.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.00% | 5.29% | -4.91% | -1.12% | 0.38% | 1.51% | 0.87% | ||||||
| 2025 | -0.13% | 6.98% | -2.02% | -2.07% | -3.85% | 3.34% | -1.46% | -0.56% | 4.52% | 1.64% | 0.07% | -3.38% | 2.52% |
| 2024 | -3.40% | -2.26% | 0.86% | -7.55% | 3.27% | 2.41% | 3.55% | 2.64% | 2.03% | -6.08% | 2.27% | -7.45% | -10.25% |
| 2023 | 8.14% | -4.92% | 5.00% | 0.37% | -3.31% | 0.25% | -3.01% | -3.64% | -9.42% | -6.50% | 12.24% | 10.10% | 2.73% |
| 2022 | -5.08% | -7.78% | 7.95% | -2.45% | -7.81% |
Benchmark Metrics
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF has an annualized alpha of -4.44%, beta of 0.14, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 15, 2022.
- This ETF participated in 105.37% of S&P 500 Index downside but only 30.82% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.14 may look defensive, but with R2 of 0.02 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 0.02 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
- -4.44%
- Beta
- 0.14
- R²
- 0.02
- Upside Capture
- 30.82%
- Downside Capture
- 105.37%
Expense Ratio
XTWY has an expense ratio of 0.13%, which is considered low.
Return for Risk
Risk / Return Rank
XTWY ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XTWY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 2.78 | -2.35 |
| Martin ratioReturn relative to average drawdown | 1.02 | 12.44 | -11.42 |
Dividends
Dividend History
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF provided a 4.64% dividend yield over the last twelve months, with an annual payout of $1.74 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.74 | $1.73 | $1.79 | $1.73 | $0.49 |
Dividend yield | 4.64% | 4.56% | 4.65% | 3.86% | 1.08% |
Monthly Dividends
The table displays the monthly dividend distributions for BondBloxx Bloomberg Twenty 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 | $0.16 | $0.14 | $0.15 | $0.16 | $0.14 | $0.75 | ||||||
| 2025 | $0.00 | $0.15 | $0.13 | $0.15 | $0.15 | $0.15 | $0.15 | $0.16 | $0.14 | $0.15 | $0.15 | $0.25 | $1.73 |
| 2024 | $0.00 | $0.15 | $0.14 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.14 | $0.13 | $0.17 | $0.29 | $1.79 |
| 2023 | $0.00 | $0.13 | $0.13 | $0.15 | $0.14 | $0.16 | $0.13 | $0.13 | $0.16 | $0.14 | $0.15 | $0.31 | $1.73 |
| 2022 | $0.19 | $0.30 | $0.49 |
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 Twenty 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 Twenty Year Target Duration US Treasury ETF was 25.92%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF drawdown is 14.20%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -25.92%Oct 2023 | 10mo 15d | — | 3y 6moDec 2022 - now |
Bear market2022 | -16.28%Oct 2022 | 1mo 8d | 1mo 14d | 2mo 22dSep 2022 - Dec 2022 |
Drawdown Indicators
| XTWY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.92% | -56.78% | +30.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -9.10% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -22.16% | -18.90% | -3.26% |
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 | -14.20% | -1.80% | -12.40% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -10.71% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 2.03% | +2.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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