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XBB vs. FLRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBB vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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XBB vs. FLRT - Yearly Performance Comparison


2026 (YTD)2025202420232022
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
-0.26%8.59%6.41%10.63%-3.77%
FLRT
Pacific Global Senior Loan ETF
-0.24%6.24%9.18%14.59%2.68%

Returns By Period

In the year-to-date period, XBB achieves a -0.26% return, which is significantly lower than FLRT's -0.24% return.


XBB

1D
0.97%
1M
-1.30%
YTD
-0.26%
6M
1.05%
1Y
6.15%
3Y*
7.03%
5Y*
10Y*

FLRT

1D
0.22%
1M
0.50%
YTD
-0.24%
6M
1.25%
1Y
5.26%
3Y*
8.81%
5Y*
5.70%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBB vs. FLRT - Expense Ratio Comparison

XBB has a 0.20% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Return for Risk

XBB vs. FLRT — Risk / Return Rank

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

XBB
XBB Risk / Return Rank: 7373
Overall Rank
XBB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XBB Sortino Ratio Rank: 7272
Sortino Ratio Rank
XBB Omega Ratio Rank: 7070
Omega Ratio Rank
XBB Calmar Ratio Rank: 7373
Calmar Ratio Rank
XBB Martin Ratio Rank: 7676
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8686
Overall Rank
FLRT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
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.

XBB vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) and Pacific Global Senior Loan ETF (FLRT). 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.


XBBFLRTDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.74

-0.51

Sortino ratio

Return per unit of downside risk

1.79

2.23

-0.45

Omega ratio

Gain probability vs. loss probability

1.25

1.53

-0.28

Calmar ratio

Return relative to maximum drawdown

1.86

2.10

-0.24

Martin ratio

Return relative to average drawdown

7.95

8.51

-0.56

XBB vs. FLRT - Sharpe Ratio Comparison

The current XBB Sharpe Ratio is 1.23, which is comparable to the FLRT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of XBB and FLRT, 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


XBBFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.74

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.73

+0.04

Correlation

The correlation between XBB and FLRT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XBB vs. FLRT - Dividend Comparison

XBB's dividend yield for the trailing twelve months is around 5.37%, less than FLRT's 6.92% yield.


TTM20252024202320222021202020192018201720162015
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
5.37%5.42%6.35%6.15%3.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF
6.92%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Drawdowns

XBB vs. FLRT - Drawdown Comparison

The maximum XBB drawdown since its inception was -8.87%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for XBB and FLRT.


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Drawdown Indicators


XBBFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-20.96%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.51%

-2.47%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-1.68%

-0.93%

-0.75%

Average Drawdown

Average peak-to-trough decline

-1.37%

-1.43%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.63%

+0.19%

Volatility

XBB vs. FLRT - Volatility Comparison

BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) has a higher volatility of 1.93% compared to Pacific Global Senior Loan ETF (FLRT) at 0.47%. This indicates that XBB's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBBFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

0.47%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

1.22%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

3.04%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.20%

2.32%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.20%

6.24%

+0.96%