BBBI vs. XCCC

Last updated Jun 5, 2026

BBBI (BondBloxx BBB Rated 5-10 Year Corporate Bond ETF) and XCCC (BondBloxx CCC Rated USD High Yield Corporate Bond ETF) are both exchange-traded funds - BBBI is a Corporate Bonds fund tracking the Bloomberg U.S. Corporate BBB 5-10 Year Index, while XCCC is a High Yield Bonds fund tracking the ICE BofA CCC and Lower US High Yield Constrained Index. Both are passively managed. Over the past year, BBBI returned 6.02% vs 5.67% for XCCC. A 0.50 correlation means they provide meaningful diversification when combined. BBBI charges 0.19%/yr vs 0.40%/yr for XCCC.

Performance

BBBI vs. XCCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx BBB Rated 5-10 Year Corporate Bond ETF (BBBI) and BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBBI achieves a 0.46% return, which is significantly higher than XCCC's 0.13% return.

BBBI

• 1D: 0.08%
• 1M: 0.30%
• YTD: 0.46%
• 6M: 0.63%
• 1Y: 6.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XCCC

• 1D: 0.18%
• 1M: -0.29%
• YTD: 0.13%
• 6M: 0.48%
• 1Y: 5.67%
• 3Y*: 10.80%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBBI vs. XCCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BBBI BondBloxx BBB Rated 5-10 Year Corporate Bond ETF	0.46%	9.28%	4.37%
XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF	0.13%	7.25%	13.13%

Correlation

The correlation between BBBI and XCCC is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024	0.50

The correlation between BBBI and XCCC has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

BBBI vs. XCCC - Sectors Allocation Comparison

Sectors	BBBI	XCCC
Consumer Defensive	0.2%	0.9%
Healthcare	0.1%	3.2%
Communication Services	0.1%	12.8%
Basic Materials	-	3.2%
Consumer Cyclical	-	1.8%
Energy	-	3.9%
Financial Services	-	0.7%
Industrials	-	3.7%
Real Estate	-	3.7%
Technology	-	2.8%
Utilities	-	-

Return for Risk

BBBI vs. XCCC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBBI

BBBI Risk / Return Rank: 44
BBBI Sharpe Ratio Rank: 44
BBBI Sortino Ratio Rank: 46
BBBI Omega Ratio Rank: 42
BBBI Calmar Ratio Rank: 42
BBBI Martin Ratio Rank: 44

XCCC

XCCC Risk / Return Rank: 29
XCCC Sharpe Ratio Rank: 31
XCCC Sortino Ratio Rank: 30
XCCC Omega Ratio Rank: 30
XCCC Calmar Ratio Rank: 24
XCCC Martin Ratio Rank: 27

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.

BBBI vs. XCCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx BBB Rated 5-10 Year Corporate Bond ETF (BBBI) and BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC). 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.

	BBBI	XCCC	Difference
Sharpe ratio: Return per unit of total volatility	1.53	1.08	+0.44
Sortino ratio: Return per unit of downside risk	2.25	1.58	+0.67
Omega ratio: Gain probability vs. loss probability	1.27	1.20	+0.07
Calmar ratio: Return relative to maximum drawdown	2.05	1.11	+0.94
Martin ratio: Return relative to average drawdown	7.02	3.71	+3.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBBI vs. XCCC - Sharpe Ratio Comparison

The current BBBI Sharpe Ratio is 1.53, which is higher than the XCCC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BBBI and XCCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBBI	XCCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.53	1.08	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.19	0.96	+0.23

Drawdowns

BBBI vs. XCCC - Drawdown Comparison

The maximum BBBI drawdown since its inception was -4.11%, smaller than the maximum XCCC drawdown of -10.99%. Use the drawdown chart below to compare losses from any high point for BBBI and XCCC.

Drawdown Indicators

	BBBI	XCCC	Difference
Max Drawdown Largest peak-to-trough decline	-4.11%	-10.99%	+6.88%
Max Drawdown (1Y) Largest decline over 1 year	-2.94%	-5.11%	+2.17%
Max Drawdown (3Y) Largest decline over 3 years	—	-10.99%	—
Current Drawdown Current decline from peak	-1.06%	-0.87%	-0.19%
Average Drawdown Average peak-to-trough decline	-0.98%	-1.93%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.86%	1.53%	-0.67%

Volatility

BBBI vs. XCCC - Volatility Comparison

The current volatility for BondBloxx BBB Rated 5-10 Year Corporate Bond ETF (BBBI) is 1.32%, while BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) has a volatility of 1.50%. This indicates that BBBI experiences smaller price fluctuations and is considered to be less risky than XCCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBBI	XCCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	1.50%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	3.00%	4.00%	-1.00%
Volatility (1Y) Calculated over the trailing 1-year period	3.98%	5.25%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.01%	8.82%	-3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.01%	8.82%	-3.81%

BBBI vs. XCCC - Expense Ratio Comparison

BBBI has a 0.19% expense ratio, which is lower than XCCC's 0.40% expense ratio.

Dividends

BBBI vs. XCCC - Dividend Comparison

BBBI's dividend yield for the trailing twelve months is around 4.79%, less than XCCC's 10.03% yield.

Position	TTM	2025	2024	2023	2022
BBBI BondBloxx BBB Rated 5-10 Year Corporate Bond ETF	4.79%	4.90%	4.61%	0.00%	0.00%
XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF	10.03%	10.06%	10.68%	12.05%	7.63%

Frequently Asked Questions

Can I hold both BBBI and XCCC in my portfolio?

BBBI and XCCC have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBBI or XCCC?

XCCC has higher volatility (1.50%) compared to BBBI (1.32%). In terms of maximum drawdown, BBBI dropped -4.11% vs XCCC's -10.99%.

Which ETF is better, BBBI or XCCC?

On 1-year performance, BBBI leads with 6.02% vs 5.67% for XCCC. On fees, BBBI is cheaper at 0.19% per year. On volatility, BBBI has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBBI or XCCC?

Over the 1-year period, BBBI has performed better with a 6.02% return vs 5.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBBI or XCCC?

BBBI is cheaper with a 0.19% expense ratio, compared with 0.40% for XCCC.

Which ETF pays a higher dividend yield, BBBI or XCCC?

XCCC has the higher dividend yield at 10.03%, compared with 4.79% for BBBI.

What is the main difference between BBBI and XCCC?

BBBI is categorized as Corporate Bonds, while XCCC is High Yield Bonds. BBBI tracks Bloomberg U.S. Corporate BBB 5-10 Year Index, while XCCC tracks ICE BofA CCC and Lower US High Yield Constrained Index. Their fees differ too: 0.19% for BBBI and 0.40% for XCCC.

Which has better risk-adjusted returns?

BBBI currently has the higher Sharpe Ratio (1.53 vs 1.08), 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.