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USVN vs. XONE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USVN vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 7 Year Note ETF (USVN) and BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USVN achieves a -0.70% return, which is significantly lower than XONE's 1.11% return.


USVN

1D
-0.22%
1M
-0.18%
YTD
-0.70%
6M
-1.08%
1Y
3.56%
3Y*
2.70%
5Y*
10Y*

XONE

1D
-0.02%
1M
0.24%
YTD
1.11%
6M
1.47%
1Y
3.85%
3Y*
4.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USVN vs. XONE - Yearly Performance Comparison


2026 (YTD)202520242023
USVN
US Treasury 7 Year Note ETF
-0.70%7.66%0.03%0.67%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
1.11%4.41%4.83%3.40%

Correlation

The correlation between USVN and XONE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2023

0.68

The correlation between USVN and XONE has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.

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Return for Risk

USVN vs. XONE — Risk / Return Rank

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

USVN
USVN Risk / Return Rank: 2323
Overall Rank
USVN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
USVN Sortino Ratio Rank: 2424
Sortino Ratio Rank
USVN Omega Ratio Rank: 2323
Omega Ratio Rank
USVN Calmar Ratio Rank: 2222
Calmar Ratio Rank
USVN Martin Ratio Rank: 2323
Martin Ratio Rank

XONE
XONE Risk / Return Rank: 9999
Overall Rank
XONE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XONE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XONE Omega Ratio Rank: 9999
Omega Ratio Rank
XONE Calmar Ratio Rank: 9999
Calmar Ratio Rank
XONE Martin Ratio Rank: 9999
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.

USVN vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 7 Year Note ETF (USVN) 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.


USVNXONEDifference
Sharpe ratioReturn per unit of total volatility

-6.22

Sortino ratioReturn per unit of downside risk

-15.69

Omega ratioGain probability vs. loss probability

1.14

3.57

-2.43

Calmar ratioReturn relative to maximum drawdown

0.97

24.16

-23.18

Martin ratioReturn relative to average drawdown

2.89

138.74

-135.85

USVN vs. XONE - Sharpe Ratio Comparison

The current USVN Sharpe Ratio is 0.84, which is lower than the XONE Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of USVN 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.


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Sharpe Ratios by Period


USVNXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

7.06

-6.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

4.96

-4.55

Drawdowns

USVN vs. XONE - Drawdown Comparison

The maximum USVN drawdown since its inception was -8.27%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for USVN and XONE.


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Drawdown Indicators


USVNXONEDifference

Max Drawdown

Largest peak-to-trough decline

-8.27%

-0.40%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-0.16%

-3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-5.89%

-0.28%

-5.61%

Current Drawdown

Current decline from peak

-2.67%

-0.02%

-2.65%

Average Drawdown

Average peak-to-trough decline

-2.34%

-0.04%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.03%

+1.21%

Volatility

USVN vs. XONE - Volatility Comparison

US Treasury 7 Year Note ETF (USVN) has a higher volatility of 1.37% compared to BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.10%. This indicates that USVN'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.


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Volatility by Period


USVNXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.10%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

0.34%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

0.55%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

0.86%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

0.86%

+4.93%

USVN vs. XONE - Expense Ratio Comparison

USVN has a 0.15% 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

USVN vs. XONE - Dividend Comparison

USVN's dividend yield for the trailing twelve months is around 3.75%, less than XONE's 4.06% yield.


PositionTTM2025202420232022
USVN
US Treasury 7 Year Note ETF
3.75%3.81%4.07%2.91%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


USVN and XONE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USVN has higher volatility (1.37%) compared to XONE (0.10%). In terms of maximum drawdown, USVN dropped -8.27% vs XONE's -0.40%.

On 3-year performance, XONE leads with 4.57% vs 2.70% for USVN. On fees, XONE is cheaper at 0.03% per year. On volatility, XONE has been the lower-risk option at 0.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XONE has performed better with a 4.57% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XONE is cheaper with a 0.03% expense ratio, compared with 0.15% for USVN.

XONE has the higher dividend yield at 4.06%, compared with 3.75% for USVN.

USVN tracks ICE BofA Current 7-Year US Treasury Index - Benchmark TR Gross, while XONE tracks Bloomberg US Treasury 1 Year Target Duration Index. They also come from different issuers: US Benchmark Series and BondBloxx. Their fees differ too: 0.15% for USVN and 0.03% for XONE.

XONE currently has the higher Sharpe Ratio (7.06 vs 0.84), 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

Find the right allocation for USVN and XONE

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