PortfoliosLab logoPortfoliosLab logo
VUSB vs. XONE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSB vs. XONE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VUSB achieves a 1.39% return, which is significantly higher than XONE's 1.11% return.


VUSB

1D
-0.02%
1M
0.40%
YTD
1.39%
6M
1.76%
1Y
4.59%
3Y*
5.34%
5Y*
3.43%
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)

VUSB vs. XONE - Yearly Performance Comparison


2026 (YTD)2025202420232022
VUSB
Vanguard Ultra-Short Bond ETF
1.39%5.20%5.68%5.52%0.81%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
1.11%4.41%4.83%4.74%0.60%

Correlation

The correlation between VUSB and XONE is 0.58, 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

0.58

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

0.63

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

0.64

The correlation between VUSB and XONE has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VUSB vs. XONE — Risk / Return Rank

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

VUSB
VUSB Risk / Return Rank: 9898
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9898
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.

VUSB vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) 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.


VUSBXONEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

3.44

3.57

-0.14

Calmar ratioReturn relative to maximum drawdown

12.43

24.16

-11.72

Martin ratioReturn relative to average drawdown

71.97

138.74

-66.77

VUSB vs. XONE - Sharpe Ratio Comparison

The current VUSB Sharpe Ratio is 7.10, which is comparable to the XONE Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of VUSB 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.


Loading charts...

Sharpe Ratios by Period


VUSBXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.10

7.06

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.14

Sharpe Ratio (All Time)

Calculated using the full available price history

4.09

4.96

-0.87

Drawdowns

VUSB vs. XONE - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.79%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for VUSB and XONE.


Loading charts...

Drawdown Indicators


VUSBXONEDifference

Max Drawdown

Largest peak-to-trough decline

-1.79%

-0.40%

-1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-0.37%

-0.16%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.46%

-0.28%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-1.79%

Current Drawdown

Current decline from peak

-0.02%

-0.02%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.27%

-0.04%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

0.03%

+0.03%

Volatility

VUSB vs. XONE - Volatility Comparison

Vanguard Ultra-Short Bond ETF (VUSB) has a higher volatility of 0.18% compared to BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.10%. This indicates that VUSB'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.


Loading charts...

Volatility by Period


VUSBXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.10%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

0.34%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.65%

0.55%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

0.86%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.82%

0.86%

-0.04%

VUSB vs. XONE - Expense Ratio Comparison

VUSB has a 0.10% 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

VUSB vs. XONE - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 4.39%, more than XONE's 4.06% yield.


PositionTTM20252024202320222021
VUSB
Vanguard Ultra-Short Bond ETF
4.39%4.63%5.16%4.45%1.56%0.26%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
4.06%4.33%5.21%4.46%1.17%0.00%

Frequently Asked Questions


VUSB and XONE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VUSB has higher volatility (0.18%) compared to XONE (0.10%). In terms of maximum drawdown, VUSB dropped -1.79% vs XONE's -0.40%.

On 3-year performance, VUSB leads with 5.34% vs 4.57% for XONE. On fees, XONE is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VUSB has performed better with a 5.34% return vs 4.57%. 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 0.10% for VUSB.

VUSB has the higher dividend yield at 4.39%, compared with 4.06% for XONE.

VUSB is categorized as Ultrashort Bond, while XONE is Government Bonds. They also come from different issuers: Vanguard and BondBloxx. Their fees differ too: 0.10% for VUSB and 0.03% for XONE.

VUSB currently has the higher Sharpe Ratio (7.10 vs 7.06), 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 VUSB and XONE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer