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XBB vs. PFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XBB and PFF is 0.65, 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.


Performance

XBB vs. PFF - 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 Preferred and Income Securities ETF (PFF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XBB:

1.32

PFF:

0.18

Sortino Ratio

XBB:

1.91

PFF:

0.24

Omega Ratio

XBB:

1.25

PFF:

1.03

Calmar Ratio

XBB:

1.82

PFF:

0.11

Martin Ratio

XBB:

7.69

PFF:

0.30

Ulcer Index

XBB:

0.90%

PFF:

3.74%

Daily Std Dev

XBB:

5.36%

PFF:

9.25%

Max Drawdown

XBB:

-8.87%

PFF:

-65.55%

Current Drawdown

XBB:

-0.59%

PFF:

-6.86%

Returns By Period

In the year-to-date period, XBB achieves a 2.40% return, which is significantly higher than PFF's -2.26% return.


XBB

YTD

2.40%

1M

1.97%

6M

2.08%

1Y

7.04%

3Y*

N/A

5Y*

N/A

10Y*

N/A

PFF

YTD

-2.26%

1M

2.04%

6M

-4.86%

1Y

1.61%

3Y*

3.07%

5Y*

2.98%

10Y*

2.83%

*Annualized

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XBB vs. PFF - Expense Ratio Comparison

XBB has a 0.20% expense ratio, which is lower than PFF's 0.46% expense ratio.


Risk-Adjusted Performance

XBB vs. PFF — Risk-Adjusted Performance Rank

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

XBB
The Risk-Adjusted Performance Rank of XBB is 9090
Overall Rank
The Sharpe Ratio Rank of XBB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of XBB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of XBB is 8888
Omega Ratio Rank
The Calmar Ratio Rank of XBB is 9292
Calmar Ratio Rank
The Martin Ratio Rank of XBB is 9191
Martin Ratio Rank

PFF
The Risk-Adjusted Performance Rank of PFF is 2323
Overall Rank
The Sharpe Ratio Rank of PFF is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PFF is 2121
Sortino Ratio Rank
The Omega Ratio Rank of PFF is 2121
Omega Ratio Rank
The Calmar Ratio Rank of PFF is 2525
Calmar Ratio Rank
The Martin Ratio Rank of PFF is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XBB vs. PFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) and iShares Preferred and Income Securities ETF (PFF). 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.


The current XBB Sharpe Ratio is 1.32, which is higher than the PFF Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of XBB and PFF, 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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Dividends

XBB vs. PFF - Dividend Comparison

XBB's dividend yield for the trailing twelve months is around 5.90%, less than PFF's 6.72% yield.


TTM20242023202220212020201920182017201620152014
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
5.90%6.35%6.15%3.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
6.72%6.32%6.63%5.55%4.45%4.79%5.31%6.32%5.59%5.85%5.76%6.32%

Drawdowns

XBB vs. PFF - Drawdown Comparison

The maximum XBB drawdown since its inception was -8.87%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for XBB and PFF. For additional features, visit the drawdowns tool.


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Volatility

XBB vs. PFF - Volatility Comparison

The current volatility for BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) is 1.46%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.42%. This indicates that XBB experiences smaller price fluctuations and is considered to be less risky than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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