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BKUI vs. XONE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKUI vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Ultra Short Income ETF (BKUI) 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, BKUI achieves a 1.42% return, which is significantly higher than XONE's 1.11% return.


BKUI

1D
-0.01%
1M
0.33%
YTD
1.42%
6M
1.74%
1Y
4.32%
3Y*
5.21%
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)

BKUI vs. XONE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BKUI
BNY Mellon Ultra Short Income ETF
1.42%4.93%5.50%5.75%0.93%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
1.11%4.41%4.83%4.74%0.60%

Correlation

The correlation between BKUI and XONE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.61

The correlation between BKUI and XONE shifts across timeframes, from 0.44 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BKUI vs. XONE — Risk / Return Rank

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

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 100100
Sortino Ratio Rank
BKUI Omega Ratio Rank: 100100
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
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.

BKUI vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Ultra Short Income ETF (BKUI) 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.


BKUIXONEDifference
Sharpe ratioReturn per unit of total volatility

+3.46

Sortino ratioReturn per unit of downside risk

+8.29

Omega ratioGain probability vs. loss probability

6.02

3.57

+2.45

Calmar ratioReturn relative to maximum drawdown

32.56

24.16

+8.40

Martin ratioReturn relative to average drawdown

230.94

138.74

+92.21

BKUI vs. XONE - Sharpe Ratio Comparison

The current BKUI Sharpe Ratio is 10.52, which is higher than the XONE Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of BKUI 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


BKUIXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.52

7.06

+3.46

Sharpe Ratio (All Time)

Calculated using the full available price history

6.08

4.96

+1.12

Drawdowns

BKUI vs. XONE - Drawdown Comparison

The maximum BKUI drawdown since its inception was -1.72%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for BKUI and XONE.


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Drawdown Indicators


BKUIXONEDifference

Max Drawdown

Largest peak-to-trough decline

-1.72%

-0.40%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-0.13%

-0.16%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-0.25%

-0.28%

+0.03%

Current Drawdown

Current decline from peak

-0.01%

-0.02%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.27%

-0.04%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.03%

-0.01%

Volatility

BKUI vs. XONE - Volatility Comparison

BNY Mellon Ultra Short Income ETF (BKUI) has a higher volatility of 0.15% compared to BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.10%. This indicates that BKUI'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


BKUIXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.10%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

0.34%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

0.55%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.59%

0.86%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.59%

0.86%

-0.27%

BKUI vs. XONE - Expense Ratio Comparison

BKUI has a 0.12% 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

BKUI vs. XONE - Dividend Comparison

BKUI's dividend yield for the trailing twelve months is around 4.21%, more than XONE's 4.06% yield.


PositionTTM20252024202320222021
BKUI
BNY Mellon Ultra Short Income ETF
4.21%4.48%5.11%4.29%1.82%0.22%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
4.06%4.33%5.21%4.46%1.17%0.00%

Frequently Asked Questions


BKUI and XONE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKUI has higher volatility (0.15%) compared to XONE (0.10%). In terms of maximum drawdown, BKUI dropped -1.72% vs XONE's -0.40%.

On 3-year performance, BKUI leads with 5.21% vs 4.57% 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 3-year period, BKUI has performed better with a 5.21% return vs 4.57%. 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 0.12% for BKUI.

BKUI has the higher dividend yield at 4.21%, compared with 4.06% for XONE.

BKUI is categorized as Ultrashort Bond, while XONE is Government Bonds. They also come from different issuers: BNY Mellon and BondBloxx. Their fees differ too: 0.12% for BKUI and 0.03% for XONE.

BKUI currently has the higher Sharpe Ratio (10.52 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.

Portfolio Optimizer

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