LADR vs. XHLF
Compare and contrast key facts about Ladder Capital Corp (LADR) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LADR or XHLF.
Key characteristics
| LADR | XHLF | |
|---|---|---|
| YTD Return | 1.26% | 1.69% |
| 1Y Return | 30.76% | 5.09% |
| Sharpe Ratio | 1.32 | 13.85 |
| Daily Std Dev | 26.57% | 0.37% |
| Max Drawdown | -81.63% | -0.11% |
| Current Drawdown | -14.18% | 0.00% |
Correlation
The correlation between LADR and XHLF is 0.03, 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
LADR vs. XHLF - Performance Comparison
In the year-to-date period, LADR achieves a 1.26% return, which is significantly lower than XHLF's 1.69% 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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Risk-Adjusted Performance
LADR vs. XHLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ladder Capital Corp (LADR) 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
LADR vs. XHLF - Dividend Comparison
LADR's dividend yield for the trailing twelve months is around 8.06%, more than XHLF's 5.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
LADR Ladder Capital Corp | 8.06% | 7.99% | 8.76% | 6.67% | 9.61% | 7.54% | 9.84% | 8.80% | 10.40% | 17.81% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 5.00% | 4.50% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LADR vs. XHLF - Drawdown Comparison
The maximum LADR drawdown since its inception was -81.63%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for LADR and XHLF. For additional features, visit the drawdowns tool.
Volatility
LADR vs. XHLF - Volatility Comparison
Ladder Capital Corp (LADR) has a higher volatility of 5.14% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.08%. This indicates that LADR'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.