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BBBL vs. GOVZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBBL vs. GOVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBBL achieves a 2.36% return, which is significantly lower than GOVZ's 3.57% return.


BBBL

1D
0.63%
1M
2.22%
YTD
2.36%
6M
1.65%
1Y
6.44%
3Y*
5Y*
10Y*

GOVZ

1D
2.29%
1M
6.77%
YTD
3.57%
6M
1.48%
1Y
4.27%
3Y*
-6.85%
5Y*
-11.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBBL vs. GOVZ - Yearly Performance Comparison


Correlation

The correlation between BBBL and GOVZ is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.88

The correlation between BBBL and GOVZ has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

BBBL vs. GOVZ — Risk / Return Rank

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

BBBL
BBBL Risk / Return Rank: 2525
Overall Rank
BBBL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 2424
Sortino Ratio Rank
BBBL Omega Ratio Rank: 2323
Omega Ratio Rank
BBBL Calmar Ratio Rank: 2727
Calmar Ratio Rank
BBBL Martin Ratio Rank: 2525
Martin Ratio Rank

GOVZ
GOVZ Risk / Return Rank: 1212
Overall Rank
GOVZ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GOVZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
GOVZ Omega Ratio Rank: 1111
Omega Ratio Rank
GOVZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
GOVZ Martin Ratio Rank: 1212
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.

BBBL vs. GOVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). 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.


BBBLGOVZDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.15

1.06

+0.09

Calmar ratioReturn relative to maximum drawdown

1.19

0.30

+0.88

Martin ratioReturn relative to average drawdown

2.93

0.66

+2.27

BBBL vs. GOVZ - Sharpe Ratio Comparison

The current BBBL Sharpe Ratio is 0.83, which is higher than the GOVZ Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of BBBL and GOVZ, 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

BBBL vs. GOVZ - Drawdown Comparison

The maximum BBBL drawdown since its inception was -9.43%, smaller than the maximum GOVZ drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for BBBL and GOVZ.


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Drawdown Indicators


BBBLGOVZDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-59.65%

+50.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-14.16%

+8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-28.72%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

Current Drawdown

Current decline from peak

-0.79%

-54.49%

+53.70%

Average Drawdown

Average peak-to-trough decline

-3.26%

-40.04%

+36.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

6.51%

-4.31%

Volatility

BBBL vs. GOVZ - Volatility Comparison

The current volatility for Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) is 1.96%, while iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a volatility of 4.06%. This indicates that BBBL experiences smaller price fluctuations and is considered to be less risky than GOVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBBLGOVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

4.06%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

10.91%

-5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

7.79%

15.89%

-8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

23.88%

-14.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

23.29%

-13.54%

BBBL vs. GOVZ - Expense Ratio Comparison

BBBL has a 0.19% expense ratio, which is higher than GOVZ's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBBL vs. GOVZ - Dividend Comparison

BBBL's dividend yield for the trailing twelve months is around 5.68%, more than GOVZ's 4.95% yield.


PositionTTM202520242023202220212020
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.68%5.77%5.19%0.00%0.00%0.00%0.00%
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.95%5.00%4.68%3.84%3.69%1.76%0.39%

Frequently Asked Questions


BBBL and GOVZ have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOVZ has higher volatility (4.06%) compared to BBBL (1.96%). In terms of maximum drawdown, BBBL dropped -9.43% vs GOVZ's -59.65%.

On 1-year performance, BBBL leads with 6.44% vs 4.27% for GOVZ. On fees, GOVZ is cheaper at 0.15% per year. On volatility, BBBL has been the lower-risk option at 1.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BBBL has performed better with a 6.44% return vs 4.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOVZ is cheaper with a 0.15% expense ratio, compared with 0.19% for BBBL.

BBBL has the higher dividend yield at 5.68%, compared with 4.95% for GOVZ.

BBBL is categorized as Long-Term Bond, while GOVZ is Government Bonds. BBBL tracks Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross, while GOVZ tracks ICE BofA Long US Treasury Principal STRIPS Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.19% for BBBL and 0.15% for GOVZ.

BBBL currently has the higher Sharpe Ratio (0.83 vs 0.27), 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 BBBL and GOVZ

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