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BAMU vs. XHLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAMU vs. XHLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Ultra-Short Bond ETF (BAMU) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAMU achieves a 1.52% return, which is significantly lower than XHLF's 1.99% return.


BAMU

1D
0.04%
1M
0.24%
6M
1.24%
YTD
1.52%
1Y
2.83%
3Y*
5Y*
10Y*
ALL TIME*
3.54%

XHLF

1D
0.03%
1M
0.27%
6M
1.72%
YTD
1.99%
1Y
3.75%
3Y*
4.54%
5Y*
10Y*
ALL TIME*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$205.15K$225.66K$217.36K
$12.43M$15.71M$17.34M

BAMU vs. XHLF - Yearly Performance Comparison


2026 (YTD)202520242023
BAMU
Brookstone Ultra-Short Bond ETF
1.52%3.21%4.14%1.20%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
1.99%4.21%5.04%1.65%

Correlation

The correlation between BAMU and XHLF is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2023

0.17

The correlation between BAMU and XHLF shifts across timeframes, from 0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BAMU vs. XHLF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BAMU
BAMU Risk / Return Rank: 9999
Overall Rank
BAMU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BAMU Sortino Ratio Rank: 9999
Sortino Ratio Rank
BAMU Omega Ratio Rank: 9898
Omega Ratio Rank
BAMU Calmar Ratio Rank: 9999
Calmar Ratio Rank
BAMU Martin Ratio Rank: 9999
Martin Ratio Rank

XHLF
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) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BAMU vs. XHLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Ultra-Short Bond ETF (BAMU) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BAMUXHLFDifference
Sharpe ratioReturn per unit of total volatility

-7.44

Sortino ratioReturn per unit of downside risk

-33.03

Omega ratioGain probability vs. loss probability

2.40

10.26

-7.86

Calmar ratioReturn relative to maximum drawdown

24.03

94.58

-70.54

Martin ratioReturn relative to average drawdown

95.51

614.05

-518.54

BAMU vs. XHLF - Sharpe Ratio Comparison

The current BAMU Sharpe Ratio is 4.89, which is lower than the XHLF Sharpe Ratio of 12.33. The chart below compares the historical Sharpe Ratios of BAMU and XHLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAMU vs. XHLF - Drawdown Comparison

The maximum BAMU drawdown since its inception was -0.36%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for BAMU and XHLF.


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Drawdown Indicators


BAMUXHLFDifference

Max Drawdown

Largest peak-to-trough decline

-0.36%

-0.11%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-0.04%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.02%

0.00%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.01%

+0.02%

Volatility

BAMU vs. XHLF - Volatility Comparison

Brookstone Ultra-Short Bond ETF (BAMU) has a higher volatility of 0.10% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.09%. This indicates that BAMU's price experiences larger fluctuations and is considered to be riskier than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAMUXHLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.09%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

0.22%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

0.58%

0.31%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.85%

0.41%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.85%

0.41%

+0.44%

BAMU vs. XHLF - Expense Ratio Comparison

BAMU has a 1.09% expense ratio, which is higher than XHLF's 0.03% expense ratio.


Dividends

BAMU vs. XHLF - Dividend Comparison

BAMU's dividend yield for the trailing twelve months is around 3.04%, less than XHLF's 3.81% yield.


PositionTTM2025202420232022
BAMU
Brookstone Ultra-Short Bond ETF
3.04%3.20%3.97%0.84%0.00%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
3.81%3.98%4.96%4.50%0.86%

Frequently Asked Questions


BAMU and XHLF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAMU has higher volatility (0.10%) compared to XHLF (0.09%). In terms of maximum drawdown, BAMU dropped -0.36% vs XHLF's -0.11%.

On 1-year performance, XHLF leads with 3.75% vs 2.83% for BAMU. On fees, XHLF is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XHLF has performed better with a 3.75% return vs 2.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XHLF is cheaper with a 0.03% expense ratio, compared with 1.09% for BAMU.

XHLF has the higher dividend yield at 3.81%, compared with 3.04% for BAMU.

BAMU is categorized as Ultrashort Bond, while XHLF is Government Bonds. They also come from different issuers: Brookstone and BondBloxx. Their fees differ too: 1.09% for BAMU and 0.03% for XHLF.

XHLF currently has the higher Sharpe Ratio (12.33 vs 4.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BAMU and XHLF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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