IBTL vs. XHLF
Compare and contrast key facts about iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF).
IBTL and XHLF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTL is a passively managed fund by iShares that tracks the performance of the ICE 2031 Maturity US Treasury Index. It was launched on Jul 13, 2021. XHLF is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 6 Month Duration Index. It was launched on Sep 13, 2022. Both IBTL and XHLF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBTL or XHLF.
Key characteristics
| IBTL | XHLF | |
|---|---|---|
| YTD Return | 0.96% | 4.38% |
| 1Y Return | 5.53% | 5.28% |
| Sharpe Ratio | 1.07 | 11.88 |
| Sortino Ratio | 1.59 | 33.78 |
| Omega Ratio | 1.19 | 7.40 |
| Calmar Ratio | 0.39 | 89.04 |
| Martin Ratio | 3.27 | 438.93 |
| Ulcer Index | 2.20% | 0.01% |
| Daily Std Dev | 6.72% | 0.45% |
| Max Drawdown | -20.92% | -0.11% |
| Current Drawdown | -13.06% | 0.00% |
Correlation
The correlation between IBTL and XHLF is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IBTL vs. XHLF - Performance Comparison
In the year-to-date period, IBTL achieves a 0.96% return, which is significantly lower than XHLF's 4.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBTL vs. XHLF - Expense Ratio Comparison
IBTL 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%.
Risk-Adjusted Performance
IBTL vs. XHLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) 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.
Dividends
IBTL vs. XHLF - Dividend Comparison
IBTL's dividend yield for the trailing twelve months is around 4.66%, less than XHLF's 5.09% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
IBTL iShares iBonds Dec 2031 Term Treasury ETF | 4.66% | 3.05% | 2.37% | 0.70% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 5.09% | 4.51% | 0.86% | 0.00% |
Drawdowns
IBTL vs. XHLF - Drawdown Comparison
The maximum IBTL drawdown since its inception was -20.92%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for IBTL and XHLF. For additional features, visit the drawdowns tool.
Volatility
IBTL vs. XHLF - Volatility Comparison
iShares iBonds Dec 2031 Term Treasury ETF (IBTL) has a higher volatility of 1.61% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.13%. This indicates that IBTL'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.