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BBBL vs. TLH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBBL vs. TLH - 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 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

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BBBL vs. TLH - Yearly Performance Comparison


2026 (YTD)20252024
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
-0.57%7.02%0.89%
TLH
iShares 10-20 Year Treasury Bond ETF
-0.24%6.47%-0.72%

Returns By Period

In the year-to-date period, BBBL achieves a -0.57% return, which is significantly lower than TLH's -0.24% return.


BBBL

1D
1.05%
1M
-2.83%
YTD
-0.57%
6M
-1.33%
1Y
4.26%
3Y*
5Y*
10Y*

TLH

1D
0.09%
1M
-3.77%
YTD
-0.24%
6M
-0.12%
1Y
1.31%
3Y*
-0.20%
5Y*
-3.45%
10Y*
-0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBBL vs. TLH - Expense Ratio Comparison

BBBL has a 0.19% expense ratio, which is higher than TLH'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%.


Return for Risk

BBBL vs. TLH — 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: 2424
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 2222
Sortino Ratio Rank
BBBL Omega Ratio Rank: 2222
Omega Ratio Rank
BBBL Calmar Ratio Rank: 3333
Calmar Ratio Rank
BBBL Martin Ratio Rank: 2525
Martin Ratio Rank

TLH
TLH Risk / Return Rank: 1616
Overall Rank
TLH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLH Omega Ratio Rank: 1414
Omega Ratio Rank
TLH Calmar Ratio Rank: 1818
Calmar Ratio Rank
TLH Martin Ratio Rank: 1717
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. TLH - 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 10-20 Year Treasury Bond ETF (TLH). 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.


BBBLTLHDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.14

+0.28

Sortino ratio

Return per unit of downside risk

0.63

0.25

+0.38

Omega ratio

Gain probability vs. loss probability

1.09

1.03

+0.06

Calmar ratio

Return relative to maximum drawdown

0.81

0.25

+0.56

Martin ratio

Return relative to average drawdown

1.96

0.58

+1.38

BBBL vs. TLH - Sharpe Ratio Comparison

The current BBBL Sharpe Ratio is 0.42, which is higher than the TLH Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of BBBL and TLH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBBLTLHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.14

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.28

+0.05

Correlation

The correlation between BBBL and TLH is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBBL vs. TLH - Dividend Comparison

BBBL's dividend yield for the trailing twelve months is around 5.84%, more than TLH's 4.33% yield.


TTM20252024202320222021202020192018201720162015
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.84%5.77%5.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLH
iShares 10-20 Year Treasury Bond ETF
4.33%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%

Drawdowns

BBBL vs. TLH - Drawdown Comparison

The maximum BBBL drawdown since its inception was -9.43%, smaller than the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for BBBL and TLH.


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Drawdown Indicators


BBBLTLHDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-41.14%

+31.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-7.57%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

Current Drawdown

Current decline from peak

-3.62%

-29.63%

+26.01%

Average Drawdown

Average peak-to-trough decline

-3.36%

-10.58%

+7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.30%

-0.94%

Volatility

BBBL vs. TLH - Volatility Comparison

Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a higher volatility of 3.97% compared to iShares 10-20 Year Treasury Bond ETF (TLH) at 3.25%. This indicates that BBBL's price experiences larger fluctuations and is considered to be riskier than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBBLTLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.25%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.55%

5.40%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.09%

9.29%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

12.70%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.97%

11.19%

-1.22%