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BBSB vs. XONE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBSB vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). The values are adjusted to include any dividend payments, if applicable.

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BBSB vs. XONE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BBSB achieves a 0.28% return, which is significantly lower than XONE's 0.59% return.


BBSB

1D
0.09%
1M
-0.45%
YTD
0.28%
6M
1.38%
1Y
3.73%
3Y*
5Y*
10Y*

XONE

1D
0.03%
1M
0.04%
YTD
0.59%
6M
1.68%
1Y
3.87%
3Y*
4.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBSB vs. XONE - Expense Ratio Comparison

BBSB has a 0.07% expense ratio, which is higher than XONE's 0.03% 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

BBSB vs. XONE — Risk / Return Rank

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

BBSB
BBSB Risk / Return Rank: 9696
Overall Rank
BBSB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
BBSB Omega Ratio Rank: 9797
Omega Ratio Rank
BBSB Calmar Ratio Rank: 9696
Calmar Ratio Rank
BBSB Martin Ratio Rank: 9696
Martin Ratio Rank

XONE
XONE Risk / Return Rank: 9999
Overall Rank
XONE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XONE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XONE Omega Ratio Rank: 9999
Omega Ratio Rank
XONE Calmar Ratio Rank: 9999
Calmar Ratio Rank
XONE Martin Ratio Rank: 9999
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.

BBSB vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). 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.


BBSBXONEDifference

Sharpe ratio

Return per unit of total volatility

2.57

6.42

-3.85

Sortino ratio

Return per unit of downside risk

4.14

13.79

-9.66

Omega ratio

Gain probability vs. loss probability

1.54

3.08

-1.54

Calmar ratio

Return relative to maximum drawdown

4.43

19.78

-15.34

Martin ratio

Return relative to average drawdown

17.33

88.34

-71.01

BBSB vs. XONE - Sharpe Ratio Comparison

The current BBSB Sharpe Ratio is 2.57, which is lower than the XONE Sharpe Ratio of 6.42. The chart below compares the historical Sharpe Ratios of BBSB and XONE, 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


BBSBXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

6.42

-3.85

Sharpe Ratio (All Time)

Calculated using the full available price history

2.42

4.95

-2.53

Correlation

The correlation between BBSB and XONE is 0.79, 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

BBSB vs. XONE - Dividend Comparison

BBSB's dividend yield for the trailing twelve months is around 3.88%, less than XONE's 4.20% yield.


TTM2025202420232022
BBSB
Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF
3.88%3.69%4.84%3.50%0.00%
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
4.20%4.33%5.21%4.46%1.17%

Drawdowns

BBSB vs. XONE - Drawdown Comparison

The maximum BBSB drawdown since its inception was -1.57%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for BBSB and XONE.


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Drawdown Indicators


BBSBXONEDifference

Max Drawdown

Largest peak-to-trough decline

-1.57%

-0.40%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-0.20%

-0.66%

Current Drawdown

Current decline from peak

-0.45%

0.00%

-0.45%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.05%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.04%

+0.18%

Volatility

BBSB vs. XONE - Volatility Comparison

Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) has a higher volatility of 0.51% compared to Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.21%. This indicates that BBSB's price experiences larger fluctuations and is considered to be riskier than XONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBSBXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

0.21%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.83%

0.34%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

0.61%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.69%

0.87%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.69%

0.87%

+0.82%