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BILZ vs. XONE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILZ vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ) 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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Returns By Period

In the year-to-date period, BILZ achieves a 1.47% return, which is significantly higher than XONE's 1.11% return.


BILZ

1D
0.00%
1M
0.28%
YTD
1.47%
6M
1.76%
1Y
3.91%
3Y*
5Y*
10Y*

XONE

1D
-0.02%
1M
0.24%
YTD
1.11%
6M
1.47%
1Y
3.85%
3Y*
4.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILZ vs. XONE - Yearly Performance Comparison


Correlation

The correlation between BILZ and XONE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.30

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Return for Risk

BILZ vs. XONE — Risk / Return Rank

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

BILZ
BILZ Risk / Return Rank: 100100
Overall Rank
BILZ Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BILZ Sortino Ratio Rank: 100100
Sortino Ratio Rank
BILZ Omega Ratio Rank: 100100
Omega Ratio Rank
BILZ Calmar Ratio Rank: 100100
Calmar Ratio Rank
BILZ Martin Ratio Rank: 100100
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.

BILZ vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ) 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.


BILZXONEDifference
Sharpe ratioReturn per unit of total volatility

+12.03

Sortino ratioReturn per unit of downside risk

+108.30

Omega ratioGain probability vs. loss probability

53.31

3.57

+49.74

Calmar ratioReturn relative to maximum drawdown

198.55

24.16

+174.39

Martin ratioReturn relative to average drawdown

2,000.92

138.74

+1,862.18

BILZ vs. XONE - Sharpe Ratio Comparison

The current BILZ Sharpe Ratio is 19.09, which is higher than the XONE Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of BILZ and XONE, 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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Sharpe Ratios by Period


BILZXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.09

7.06

+12.03

Sharpe Ratio (All Time)

Calculated using the full available price history

10.48

4.96

+5.52

Drawdowns

BILZ vs. XONE - Drawdown Comparison

The maximum BILZ drawdown since its inception was -0.52%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for BILZ and XONE.


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Drawdown Indicators


BILZXONEDifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-0.40%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-0.16%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-0.28%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.01%

-0.04%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.03%

-0.03%

Volatility

BILZ vs. XONE - Volatility Comparison

The current volatility for PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ) is 0.07%, while BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) has a volatility of 0.10%. This indicates that BILZ experiences smaller price fluctuations and is considered to be less risky 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


BILZXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.10%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

0.34%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

0.21%

0.55%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.43%

0.86%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.43%

0.86%

-0.43%

BILZ vs. XONE - Expense Ratio Comparison

BILZ has a 0.14% 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%.


Dividends

BILZ vs. XONE - Dividend Comparison

BILZ's dividend yield for the trailing twelve months is around 4.07%, which matches XONE's 4.06% yield.


PositionTTM2025202420232022
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
4.07%4.19%4.95%2.23%0.00%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
4.06%4.33%5.21%4.46%1.17%

Frequently Asked Questions


BILZ and XONE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XONE has higher volatility (0.10%) compared to BILZ (0.07%). In terms of maximum drawdown, BILZ dropped -0.52% vs XONE's -0.40%.

On 1-year performance, BILZ leads with 3.91% vs 3.85% for XONE. On fees, XONE is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BILZ has performed better with a 3.91% return vs 3.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XONE is cheaper with a 0.03% expense ratio, compared with 0.14% for BILZ.

BILZ has the higher dividend yield at 4.07%, compared with 4.06% for XONE.

BILZ is categorized as Ultrashort Bond, while XONE is Government Bonds. They also come from different issuers: PIMCO and BondBloxx. Their fees differ too: 0.14% for BILZ and 0.03% for XONE.

BILZ currently has the higher Sharpe Ratio (19.09 vs 7.06), 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.

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