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XB vs. ET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XB vs. ET - 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 Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XB achieves a 2.07% return, which is significantly lower than ET's 17.84% return.


XB

1D
-0.49%
1M
1.07%
YTD
2.07%
6M
2.60%
1Y
6.98%
3Y*
8.25%
5Y*
10Y*

ET

1D
-0.85%
1M
-7.13%
YTD
17.84%
6M
18.55%
1Y
12.66%
3Y*
22.86%
5Y*
21.38%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB vs. ET - Yearly Performance Comparison


2026 (YTD)2025202420232022
XB
BondBloxx B Rated USD High Yield Corporate Bond ETF
2.07%7.81%7.41%12.94%-2.91%
ET
Energy Transfer LP
17.84%-9.37%53.87%27.87%8.27%

Correlation

The correlation between XB and ET is -0.09, 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

-0.09

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

0.21

Correlation (All Time)
Calculated using the full available price history since May 26, 2022

0.31

The correlation between XB and ET shifts across timeframes, from -0.09 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XB vs. ET — Risk / Return Rank

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

XB
XB Risk / Return Rank: 6868
Overall Rank
XB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XB Sortino Ratio Rank: 6767
Sortino Ratio Rank
XB Omega Ratio Rank: 6565
Omega Ratio Rank
XB Calmar Ratio Rank: 7070
Calmar Ratio Rank
XB Martin Ratio Rank: 7979
Martin Ratio Rank

ET
ET Risk / Return Rank: 6565
Overall Rank
ET Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ET Sortino Ratio Rank: 6262
Sortino Ratio Rank
ET Omega Ratio Rank: 5858
Omega Ratio Rank
ET Calmar Ratio Rank: 6969
Calmar Ratio Rank
ET Martin Ratio Rank: 6969
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. ET - 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 Energy Transfer LP (ET). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XBETDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.36

1.14

+0.22

Calmar ratioReturn relative to maximum drawdown

3.25

1.45

+1.81

Martin ratioReturn relative to average drawdown

14.09

3.25

+10.84

XB vs. ET - Sharpe Ratio Comparison

The current XB Sharpe Ratio is 1.85, which is higher than the ET Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of XB and ET, 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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Drawdowns

XB vs. ET - Drawdown Comparison

The maximum XB drawdown since its inception was -9.25%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for XB and ET.


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Drawdown Indicators


XBETDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-87.81%

+78.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.16%

-8.79%

+6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

-24.56%

+19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

Max Drawdown (10Y)

Largest decline over 10 years

-72.82%

Current Drawdown

Current decline from peak

-0.49%

-8.04%

+7.55%

Average Drawdown

Average peak-to-trough decline

-1.31%

-25.71%

+24.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

3.90%

-3.40%

Volatility

XB vs. ET - Volatility Comparison

The current volatility for BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) is 1.38%, while Energy Transfer LP (ET) has a volatility of 4.80%. This indicates that XB experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBETDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

4.80%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

12.07%

-9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

16.10%

-12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

24.72%

-17.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.45%

34.99%

-27.54%

Dividends

XB vs. ET - Dividend Comparison

XB's dividend yield for the trailing twelve months is around 7.06%, which matches ET's 7.12% yield.


PositionTTM20252024202320222021202020192018201720162015
ET
Energy Transfer LP
7.12%7.97%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%
XB
BondBloxx B Rated USD High Yield Corporate Bond ETF
7.06%6.96%7.74%7.87%5.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XB and ET have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ET has higher volatility (4.80%) compared to XB (1.38%). In terms of maximum drawdown, XB dropped -9.25% vs ET's -87.81%.

XB currently has the higher Sharpe Ratio (1.85 vs 0.79), 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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