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XBB vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBB vs. IEF - 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 iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XBB achieves a 1.53% return, which is significantly higher than IEF's -0.53% return.


XBB

1D
0.21%
1M
0.46%
YTD
1.53%
6M
1.76%
1Y
6.37%
3Y*
7.84%
5Y*
10Y*

IEF

1D
0.13%
1M
-0.10%
YTD
-0.53%
6M
-0.73%
1Y
3.44%
3Y*
2.52%
5Y*
-1.11%
10Y*
0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBB vs. IEF - Yearly Performance Comparison


2026 (YTD)2025202420232022
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
1.53%8.59%6.41%10.63%-3.77%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.53%8.03%-0.63%3.64%-6.81%

Correlation

The correlation between XBB and IEF is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.55

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.49

The correlation between XBB and IEF has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.

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Return for Risk

XBB vs. IEF — Risk / Return Rank

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

XBB
XBB Risk / Return Rank: 5050
Overall Rank
XBB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XBB Sortino Ratio Rank: 5050
Sortino Ratio Rank
XBB Omega Ratio Rank: 5050
Omega Ratio Rank
XBB Calmar Ratio Rank: 4848
Calmar Ratio Rank
XBB Martin Ratio Rank: 5555
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2121
Overall Rank
IEF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2121
Sortino Ratio Rank
IEF Omega Ratio Rank: 2020
Omega Ratio Rank
IEF Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
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. IEF - 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 iShares 7-10 Year Treasury Bond ETF (IEF). 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.


XBBIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.31

1.12

+0.18

Calmar ratioReturn relative to maximum drawdown

2.28

0.85

+1.44

Martin ratioReturn relative to average drawdown

9.49

2.50

+6.98

XBB vs. IEF - Sharpe Ratio Comparison

The current XBB Sharpe Ratio is 1.64, which is higher than the IEF Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of XBB and IEF, 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


XBBIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.73

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.50

+0.31

Drawdowns

XBB vs. IEF - Drawdown Comparison

The maximum XBB drawdown since its inception was -8.87%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for XBB and IEF.


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Drawdown Indicators


XBBIEFDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-23.93%

+15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-4.07%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-7.74%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

-0.20%

-11.23%

+11.03%

Average Drawdown

Average peak-to-trough decline

-1.33%

-5.35%

+4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.38%

-0.71%

Volatility

XBB vs. IEF - Volatility Comparison

The current volatility for BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) is 1.25%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 1.54%. This indicates that XBB experiences smaller price fluctuations and is considered to be less risky than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBBIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.54%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

3.34%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

4.78%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

7.71%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

6.62%

+0.46%

XBB vs. IEF - Expense Ratio Comparison

XBB has a 0.20% expense ratio, which is higher than IEF's 0.15% 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

XBB vs. IEF - Dividend Comparison

XBB's dividend yield for the trailing twelve months is around 5.55%, more than IEF's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
5.55%5.42%6.35%6.15%3.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XBB and IEF have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEF has higher volatility (1.54%) compared to XBB (1.25%). In terms of maximum drawdown, XBB dropped -8.87% vs IEF's -23.93%.

On 3-year performance, XBB leads with 7.84% vs 2.52% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, XBB has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XBB has performed better with a 7.84% return vs 2.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF is cheaper with a 0.15% expense ratio, compared with 0.20% for XBB.

XBB has the higher dividend yield at 5.55%, compared with 3.90% for IEF.

XBB is categorized as High Yield Bonds, while IEF is Government Bonds. XBB tracks ICE BofA BB US Cash Pay High Yield Constrained Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.20% for XBB and 0.15% for IEF.

XBB currently has the higher Sharpe Ratio (1.64 vs 0.73), 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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