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PFF vs. XBB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFF vs. XBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Preferred and Income Securities ETF (PFF) and BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB). The values are adjusted to include any dividend payments, if applicable.

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PFF vs. XBB - Yearly Performance Comparison


2026 (YTD)2025202420232022
PFF
iShares Preferred and Income Securities ETF
-1.42%4.87%7.24%9.22%-7.09%
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
-0.26%8.59%6.41%10.63%-3.77%

Returns By Period

In the year-to-date period, PFF achieves a -1.42% return, which is significantly lower than XBB's -0.26% return.


PFF

1D
0.66%
1M
-3.37%
YTD
-1.42%
6M
-1.65%
1Y
4.61%
3Y*
5.39%
5Y*
1.02%
10Y*
3.24%

XBB

1D
0.97%
1M
-1.30%
YTD
-0.26%
6M
1.05%
1Y
6.15%
3Y*
7.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFF vs. XBB - Expense Ratio Comparison

PFF has a 0.46% expense ratio, which is higher than XBB's 0.20% expense ratio.


Return for Risk

PFF vs. XBB — Risk / Return Rank

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

PFF
PFF Risk / Return Rank: 3131
Overall Rank
PFF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3030
Sortino Ratio Rank
PFF Omega Ratio Rank: 2828
Omega Ratio Rank
PFF Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFF Martin Ratio Rank: 2929
Martin Ratio Rank

XBB
XBB Risk / Return Rank: 7373
Overall Rank
XBB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XBB Sortino Ratio Rank: 7272
Sortino Ratio Rank
XBB Omega Ratio Rank: 7070
Omega Ratio Rank
XBB Calmar Ratio Rank: 7373
Calmar Ratio Rank
XBB Martin Ratio Rank: 7676
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.

PFF vs. XBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Preferred and Income Securities ETF (PFF) and BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB). 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.


PFFXBBDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.23

-0.67

Sortino ratio

Return per unit of downside risk

0.82

1.79

-0.96

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.15

Calmar ratio

Return relative to maximum drawdown

0.80

1.86

-1.06

Martin ratio

Return relative to average drawdown

2.28

7.95

-5.67

PFF vs. XBB - Sharpe Ratio Comparison

The current PFF Sharpe Ratio is 0.56, which is lower than the XBB Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PFF and XBB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFFXBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.23

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.76

-0.57

Correlation

The correlation between PFF and XBB is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PFF vs. XBB - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 5.97%, more than XBB's 5.37% yield.


TTM20252024202320222021202020192018201720162015
PFF
iShares Preferred and Income Securities ETF
5.97%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
5.37%5.42%6.35%6.15%3.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFF vs. XBB - Drawdown Comparison

The maximum PFF drawdown since its inception was -65.55%, which is greater than XBB's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for PFF and XBB.


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Drawdown Indicators


PFFXBBDifference

Max Drawdown

Largest peak-to-trough decline

-65.55%

-8.87%

-56.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

-3.51%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-4.65%

-1.68%

-2.97%

Average Drawdown

Average peak-to-trough decline

-5.81%

-1.37%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

0.82%

+1.02%

Volatility

PFF vs. XBB - Volatility Comparison

iShares Preferred and Income Securities ETF (PFF) has a higher volatility of 2.59% compared to BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) at 1.93%. This indicates that PFF's price experiences larger fluctuations and is considered to be riskier than XBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFXBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.93%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

3.14%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

8.32%

5.04%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.26%

7.20%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.63%

7.20%

+5.43%