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SPBO vs. XHLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPBO vs. XHLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Corporate Bond ETF (SPBO) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPBO achieves a 0.70% return, which is significantly lower than XHLF's 1.39% return.


SPBO

1D
-0.21%
1M
0.67%
YTD
0.70%
6M
0.47%
1Y
6.29%
3Y*
5.54%
5Y*
0.66%
10Y*
2.77%

XHLF

1D
0.00%
1M
0.27%
YTD
1.39%
6M
1.71%
1Y
3.92%
3Y*
4.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPBO vs. XHLF - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPBO
SPDR Portfolio Corporate Bond ETF
0.70%7.83%2.59%8.80%-0.38%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
1.39%4.21%5.04%4.90%0.96%

Correlation

The correlation between SPBO and XHLF is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.22

The correlation between SPBO and XHLF shifts across timeframes, from 0.05 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPBO vs. XHLF — Risk / Return Rank

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

SPBO
SPBO Risk / Return Rank: 4141
Overall Rank
SPBO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3939
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPBO Martin Ratio Rank: 4343
Martin Ratio Rank

XHLF
XHLF Risk / Return Rank: 100100
Overall Rank
XHLF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XHLF Sortino Ratio Rank: 100100
Sortino Ratio Rank
XHLF Omega Ratio Rank: 100100
Omega Ratio Rank
XHLF Calmar Ratio Rank: 100100
Calmar Ratio Rank
XHLF Martin Ratio Rank: 100100
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.

SPBO vs. XHLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Corporate Bond ETF (SPBO) 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.


SPBOXHLFDifference
Sharpe ratioReturn per unit of total volatility

-10.98

Sortino ratioReturn per unit of downside risk

-43.73

Omega ratioGain probability vs. loss probability

1.26

11.75

-10.49

Calmar ratioReturn relative to maximum drawdown

2.20

98.81

-96.60

Martin ratioReturn relative to average drawdown

6.94

670.31

-663.36

SPBO vs. XHLF - Sharpe Ratio Comparison

The current SPBO Sharpe Ratio is 1.45, which is lower than the XHLF Sharpe Ratio of 12.43. The chart below compares the historical Sharpe Ratios of SPBO and XHLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPBOXHLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

12.43

-10.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

10.75

-10.27

Drawdowns

SPBO vs. XHLF - Drawdown Comparison

The maximum SPBO drawdown since its inception was -22.23%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for SPBO and XHLF.


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Drawdown Indicators


SPBOXHLFDifference

Max Drawdown

Largest peak-to-trough decline

-22.23%

-0.11%

-22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-0.04%

-2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-6.41%

-0.06%

-6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

Current Drawdown

Current decline from peak

-0.91%

0.00%

-0.91%

Average Drawdown

Average peak-to-trough decline

-4.04%

-0.00%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.01%

+0.90%

Volatility

SPBO vs. XHLF - Volatility Comparison

SPDR Portfolio Corporate Bond ETF (SPBO) has a higher volatility of 1.35% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.08%. This indicates that SPBO'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


SPBOXHLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.08%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

0.22%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

0.32%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

0.42%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

0.42%

+7.07%

SPBO vs. XHLF - Expense Ratio Comparison

Both SPBO and XHLF have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPBO vs. XHLF - Dividend Comparison

SPBO's dividend yield for the trailing twelve months is around 5.12%, more than XHLF's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
SPBO
SPDR Portfolio Corporate Bond ETF
5.12%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
3.85%3.98%4.96%4.50%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPBO and XHLF have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPBO has higher volatility (1.35%) compared to XHLF (0.08%). In terms of maximum drawdown, SPBO dropped -22.23% vs XHLF's -0.11%.

On 3-year performance, SPBO leads with 5.54% vs 4.62% for XHLF. Both ETFs have the same 0.03% expense ratio. On volatility, XHLF has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPBO has performed better with a 5.54% return vs 4.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBO and XHLF have the same expense ratio: 0.03% per year.

SPBO has the higher dividend yield at 5.12%, compared with 3.85% for XHLF.

SPBO is categorized as Corporate Bonds, while XHLF is Government Bonds. SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index, while XHLF tracks Bloomberg US Treasury 6 Month Duration Index. They also come from different issuers: State Street and BondBloxx.

XHLF currently has the higher Sharpe Ratio (12.43 vs 1.45), 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.

Portfolio Optimizer

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