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XB vs. BBBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XB vs. BBBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). The values are adjusted to include any dividend payments, if applicable.

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XB vs. BBBL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XB achieves a 0.18% return, which is significantly higher than BBBL's -0.52% return.


XB

1D
0.39%
1M
-0.40%
YTD
0.18%
6M
1.55%
1Y
7.19%
3Y*
7.92%
5Y*
10Y*

BBBL

1D
0.04%
1M
-2.45%
YTD
-0.52%
6M
-1.66%
1Y
3.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XB vs. BBBL - Expense Ratio Comparison

XB has a 0.30% expense ratio, which is higher than BBBL's 0.19% expense ratio.


Return for Risk

XB vs. BBBL — Risk / Return Rank

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

XB
XB Risk / Return Rank: 7474
Overall Rank
XB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XB Sortino Ratio Rank: 7373
Sortino Ratio Rank
XB Omega Ratio Rank: 7979
Omega Ratio Rank
XB Calmar Ratio Rank: 6464
Calmar Ratio Rank
XB Martin Ratio Rank: 8383
Martin Ratio Rank

BBBL
BBBL Risk / Return Rank: 2323
Overall Rank
BBBL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 2020
Sortino Ratio Rank
BBBL Omega Ratio Rank: 2020
Omega Ratio Rank
BBBL Calmar Ratio Rank: 2828
Calmar Ratio Rank
BBBL Martin Ratio Rank: 2323
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.

XB vs. BBBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). 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.


XBBBBLDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.38

+0.91

Sortino ratio

Return per unit of downside risk

1.92

0.58

+1.35

Omega ratio

Gain probability vs. loss probability

1.31

1.08

+0.23

Calmar ratio

Return relative to maximum drawdown

1.75

0.76

+1.00

Martin ratio

Return relative to average drawdown

10.09

1.81

+8.28

XB vs. BBBL - Sharpe Ratio Comparison

The current XB Sharpe Ratio is 1.29, which is higher than the BBBL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of XB and BBBL, 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


XBBBBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.38

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.34

+0.47

Correlation

The correlation between XB and BBBL is 0.58, 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

XB vs. BBBL - Dividend Comparison

XB's dividend yield for the trailing twelve months is around 7.18%, more than BBBL's 5.79% yield.


TTM2025202420232022
XB
BondBloxx B Rated USD High Yield Corporate Bond ETF
7.18%6.96%7.74%7.87%5.01%
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.79%5.77%5.19%0.00%0.00%

Drawdowns

XB vs. BBBL - Drawdown Comparison

The maximum XB drawdown since its inception was -9.25%, roughly equal to the maximum BBBL drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for XB and BBBL.


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Drawdown Indicators


XBBBBLDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-9.43%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

-5.70%

+1.43%

Current Drawdown

Current decline from peak

-0.65%

-3.58%

+2.93%

Average Drawdown

Average peak-to-trough decline

-1.36%

-3.36%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

2.37%

-1.63%

Volatility

XB vs. BBBL - Volatility Comparison

The current volatility for BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) is 2.06%, while Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a volatility of 3.98%. This indicates that XB experiences smaller price fluctuations and is considered to be less risky than BBBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBBBBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

3.98%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

5.55%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

10.08%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

9.96%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

9.96%

-2.42%