IBGL vs. XHLF
IBGL (iShares iBonds Dec 2055 Term Treasury ETF) and XHLF (BondBloxx Bloomberg Six Month Target Duration US Treasury ETF) are both Government Bonds funds - IBGL tracks the ICE 2055 Maturity US Treasury Index while XHLF tracks the Bloomberg US Treasury 6 Month Duration Index. Both are passively managed. Over the past year, IBGL returned -1.93% vs 3.75% for XHLF. Their -0.01 correlation means they have often moved in opposite directions in the past. IBGL charges 0.07%/yr vs 0.03%/yr for XHLF.
Performance
IBGL vs. XHLF - Performance Comparison
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Returns By Period
In the year-to-date period, IBGL achieves a -3.05% return, which is significantly lower than XHLF's 1.99% return.
IBGL
- 1D
- 0.39%
- 1M
- -3.47%
- 6M
- -2.70%
- YTD
- -3.05%
- 1Y
- -1.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.55%
XHLF
- 1D
- 0.03%
- 1M
- 0.27%
- 6M
- 1.72%
- YTD
- 1.99%
- 1Y
- 3.75%
- 3Y*
- 4.54%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.65K | $17.90K | $15.83K | |
| $12.43M | $15.71M | $17.34M |
IBGL vs. XHLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | -3.05% | 0.99% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 1.99% | 3.25% |
Correlation
The correlation between IBGL and XHLF is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2025 | -0.01 |
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Return for Risk
IBGL vs. XHLF — Risk / Return Rank
IBGL
XHLF
IBGL vs. XHLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBGL | XHLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.55 | ||
| Sortino ratioReturn per unit of downside risk | -41.89 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 10.26 | -9.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 94.58 | -94.84 |
| Martin ratioReturn relative to average drawdown | -0.57 | 614.05 | -614.61 |
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Drawdowns
IBGL vs. XHLF - Drawdown Comparison
The maximum IBGL drawdown since its inception was -9.37%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for IBGL and XHLF.
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Drawdown Indicators
| IBGL | XHLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.37% | -0.11% | -9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -0.04% | -7.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.06% | — |
Current DrawdownCurrent decline from peak | -7.08% | 0.00% | -7.08% |
Average DrawdownAverage peak-to-trough decline | -4.09% | 0.00% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 0.01% | +3.40% |
Volatility
IBGL vs. XHLF - Volatility Comparison
iShares iBonds Dec 2055 Term Treasury ETF (IBGL) has a higher volatility of 2.43% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.09%. This indicates that IBGL's price experiences larger fluctuations and is considered to be riskier than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBGL | XHLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 0.09% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 0.22% | +6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 0.31% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.35% | 0.41% | +9.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.35% | 0.41% | +9.94% |
IBGL vs. XHLF - Expense Ratio Comparison
IBGL has a 0.07% expense ratio, which is higher than XHLF'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
IBGL vs. XHLF - Dividend Comparison
IBGL's dividend yield for the trailing twelve months is around 4.88%, more than XHLF's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | 4.88% | 3.52% | 0.00% | 0.00% | 0.00% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 3.81% | 3.98% | 4.96% | 4.50% | 0.86% |
Frequently Asked Questions
IBGL and XHLF have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBGL has higher volatility (2.43%) compared to XHLF (0.09%). In terms of maximum drawdown, IBGL dropped -9.37% vs XHLF's -0.11%.
On 1-year performance, XHLF leads with 3.75% vs -1.93% for IBGL. On fees, XHLF is cheaper at 0.03% per year. On volatility, XHLF has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XHLF has performed better with a 3.75% return vs -1.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XHLF is cheaper with a 0.03% expense ratio, compared with 0.07% for IBGL.
IBGL has the higher dividend yield at 4.88%, compared with 3.81% for XHLF.
IBGL tracks ICE 2055 Maturity US Treasury Index, while XHLF tracks Bloomberg US Treasury 6 Month Duration Index. They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.07% for IBGL and 0.03% for XHLF.
XHLF currently has the higher Sharpe Ratio (12.33 vs -0.22), 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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