LFDR vs. XONE

Last updated Jun 23, 2026

LFDR (LifeX Durable Income ETF) and XONE (BondBloxx Bloomberg One Year Target Duration US Treasury ETF) are both Government Bonds funds. LFDR is actively managed, while XONE is passively managed. Over the past year, LFDR returned 3.80% vs 3.62% for XONE. At a 0.50 correlation, their price movements are largely independent. LFDR charges 0.25%/yr vs 0.03%/yr for XONE.

Performance

LFDR vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX Durable Income ETF (LFDR) and BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFDR achieves a 0.36% return, which is significantly lower than XONE's 1.16% return.

LFDR

• 1D: -0.61%
• 1M: 1.81%
• YTD: 0.36%
• 6M: 0.30%
• 1Y: 3.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XONE

• 1D: -0.03%
• 1M: 0.13%
• YTD: 1.16%
• 6M: 1.27%
• 1Y: 3.62%
• 3Y*: 4.51%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFDR vs. XONE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LFDR LifeX Durable Income ETF	0.36%	4.82%	-1.64%
XONE BondBloxx Bloomberg One Year Target Duration US Treasury ETF	1.16%	4.41%	0.28%

Correlation

The correlation between LFDR and XONE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Dec 16, 2024	0.50

Return for Risk

LFDR vs. XONE — Risk / Return Rank

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

LFDR

LFDR Risk / Return Rank: 15
LFDR Sharpe Ratio Rank: 16
LFDR Sortino Ratio Rank: 15
LFDR Omega Ratio Rank: 13
LFDR Calmar Ratio Rank: 15
LFDR Martin Ratio Rank: 15

XONE

XONE Risk / Return Rank: 99
XONE Sharpe Ratio Rank: 99
XONE Sortino Ratio Rank: 99
XONE Omega Ratio Rank: 99
XONE Calmar Ratio Rank: 99
XONE Martin Ratio Rank: 99

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.

LFDR vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX Durable Income ETF (LFDR) 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.

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.

	LFDR	XONE	Difference
Sharpe ratio: Return per unit of total volatility	0.47	6.52	-6.05
Sortino ratio: Return per unit of downside risk	0.73	13.86	-13.13
Omega ratio: Gain probability vs. loss probability	1.08	3.21	-2.13
Calmar ratio: Return relative to maximum drawdown	0.57	22.71	-22.14
Martin ratio: Return relative to average drawdown	1.41	121.24	-119.83

LFDR vs. XONE - Sharpe Ratio Comparison

The current LFDR Sharpe Ratio is 0.47, which is lower than the XONE Sharpe Ratio of 6.52. The chart below compares the historical Sharpe Ratios of LFDR 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.

Drawdowns

LFDR vs. XONE - Drawdown Comparison

The maximum LFDR drawdown since its inception was -7.77%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for LFDR and XONE.

Drawdown Indicators

	LFDR	XONE	Difference
Max Drawdown Largest peak-to-trough decline	-7.77%	-0.40%	-7.37%
Max Drawdown (1Y) Largest decline over 1 year	-6.75%	-0.16%	-6.59%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.28%	—
Current Drawdown Current decline from peak	-3.40%	-0.10%	-3.30%
Average Drawdown Average peak-to-trough decline	-2.97%	-0.05%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	0.03%	+2.66%

Volatility

LFDR vs. XONE - Volatility Comparison

LifeX Durable Income ETF (LFDR) has a higher volatility of 1.94% compared to BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.18%. This indicates that LFDR'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.

Volatility by Period

	LFDR	XONE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.94%	0.18%	+1.76%
Volatility (6M) Calculated over the trailing 6-month period	5.84%	0.37%	+5.47%
Volatility (1Y) Calculated over the trailing 1-year period	8.17%	0.56%	+7.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.55%	0.86%	+8.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.55%	0.86%	+8.69%

LFDR vs. XONE - Expense Ratio Comparison

LFDR has a 0.25% 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

LFDR vs. XONE - Dividend Comparison

LFDR's dividend yield for the trailing twelve months is around 8.21%, more than XONE's 4.06% yield.

Position	TTM	2025	2024	2023	2022
LFDR LifeX Durable Income ETF	8.21%	13.10%	0.00%	0.00%	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

Can I hold both LFDR and XONE in my portfolio?

LFDR and XONE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFDR or XONE?

LFDR has higher volatility (1.94%) compared to XONE (0.18%). In terms of maximum drawdown, LFDR dropped -7.77% vs XONE's -0.40%.

Which ETF is better, LFDR or XONE?

On 1-year performance, LFDR leads with 3.80% vs 3.62% for XONE. On fees, XONE is cheaper at 0.03% per year. On volatility, XONE has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFDR or XONE?

Over the 1-year period, LFDR has performed better with a 3.80% return vs 3.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFDR or XONE?

XONE is cheaper with a 0.03% expense ratio, compared with 0.25% for LFDR.

Which ETF pays a higher dividend yield, LFDR or XONE?

LFDR has the higher dividend yield at 8.21%, compared with 4.06% for XONE.

What is the main difference between LFDR and XONE?

They also come from different issuers: Stone Ridge and BondBloxx. Their fees differ too: 0.25% for LFDR and 0.03% for XONE.

Which has better risk-adjusted returns?

XONE currently has the higher Sharpe Ratio (6.52 vs 0.47), 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.