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BBBL vs. XCCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBBL vs. XCCC - 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 BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC). The values are adjusted to include any dividend payments, if applicable.

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BBBL vs. XCCC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BBBL achieves a -0.57% return, which is significantly higher than XCCC's -2.95% return.


BBBL

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

XCCC

1D
1.20%
1M
-1.66%
YTD
-2.95%
6M
-2.98%
1Y
6.05%
3Y*
10.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBBL vs. XCCC - Expense Ratio Comparison

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


Return for Risk

BBBL vs. XCCC — 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

XCCC
XCCC Risk / Return Rank: 3636
Overall Rank
XCCC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XCCC Sortino Ratio Rank: 3232
Sortino Ratio Rank
XCCC Omega Ratio Rank: 4444
Omega Ratio Rank
XCCC Calmar Ratio Rank: 3030
Calmar Ratio Rank
XCCC Martin Ratio Rank: 3636
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. XCCC - 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 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.


BBBLXCCCDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.63

-0.21

Sortino ratio

Return per unit of downside risk

0.63

0.90

-0.27

Omega ratio

Gain probability vs. loss probability

1.09

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.81

0.70

+0.11

Martin ratio

Return relative to average drawdown

1.96

3.09

-1.13

BBBL vs. XCCC - Sharpe Ratio Comparison

The current BBBL Sharpe Ratio is 0.42, which is lower than the XCCC Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BBBL and XCCC, 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


BBBLXCCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.63

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.90

-0.56

Correlation

The correlation between BBBL and XCCC is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBBL vs. XCCC - Dividend Comparison

BBBL's dividend yield for the trailing twelve months is around 5.84%, less than XCCC's 10.23% yield.


TTM2025202420232022
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.84%5.77%5.19%0.00%0.00%
XCCC
BondBloxx CCC Rated USD High Yield Corporate Bond ETF
10.23%10.06%10.68%12.05%7.63%

Drawdowns

BBBL vs. XCCC - Drawdown Comparison

The maximum BBBL drawdown since its inception was -9.43%, smaller than the maximum XCCC drawdown of -10.99%. Use the drawdown chart below to compare losses from any high point for BBBL and XCCC.


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Drawdown Indicators


BBBLXCCCDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-10.99%

+1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-8.25%

+2.55%

Current Drawdown

Current decline from peak

-3.62%

-3.93%

+0.31%

Average Drawdown

Average peak-to-trough decline

-3.36%

-1.95%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.87%

+0.49%

Volatility

BBBL vs. XCCC - Volatility Comparison

Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a higher volatility of 3.97% compared to BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) at 2.84%. This indicates that BBBL's price experiences larger fluctuations and is considered to be riskier than XCCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBBLXCCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

2.84%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.55%

4.10%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.09%

9.63%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

8.95%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.97%

8.95%

+1.02%