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XBB vs. XHLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBB vs. XHLF - 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 BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). The values are adjusted to include any dividend payments, if applicable.

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XBB vs. XHLF - Yearly Performance Comparison


2026 (YTD)2025202420232022
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
0.02%8.59%6.41%10.63%1.60%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
0.78%4.21%5.04%4.90%0.96%

Returns By Period

In the year-to-date period, XBB achieves a 0.02% return, which is significantly lower than XHLF's 0.78% return.


XBB

1D
0.28%
1M
-0.91%
YTD
0.02%
6M
1.10%
1Y
6.68%
3Y*
7.13%
5Y*
10Y*

XHLF

1D
0.01%
1M
0.23%
YTD
0.78%
6M
1.76%
1Y
3.95%
3Y*
4.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBB vs. XHLF - Expense Ratio Comparison

XBB has a 0.20% expense ratio, which is higher than XHLF's 0.03% 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%.


Return for Risk

XBB vs. XHLF — Risk / Return Rank

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

XBB
XBB Risk / Return Rank: 7171
Overall Rank
XBB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XBB Sortino Ratio Rank: 7373
Sortino Ratio Rank
XBB Omega Ratio Rank: 7171
Omega Ratio Rank
XBB Calmar Ratio Rank: 6868
Calmar Ratio Rank
XBB Martin Ratio Rank: 7171
Martin Ratio Rank

XHLF
XHLF Risk / Return Rank: 100100
Overall Rank
XHLF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XHLF Sortino Ratio Rank: 100100
Sortino Ratio Rank
XHLF Omega Ratio Rank: 100100
Omega Ratio Rank
XHLF Calmar Ratio Rank: 100100
Calmar Ratio Rank
XHLF Martin Ratio Rank: 100100
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. XHLF - 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 BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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.


XBBXHLFDifference

Sharpe ratio

Return per unit of total volatility

1.33

12.09

-10.76

Sortino ratio

Return per unit of downside risk

1.93

39.75

-37.82

Omega ratio

Gain probability vs. loss probability

1.28

9.67

-8.40

Calmar ratio

Return relative to maximum drawdown

1.84

99.61

-97.77

Martin ratio

Return relative to average drawdown

7.81

605.40

-597.59

XBB vs. XHLF - Sharpe Ratio Comparison

The current XBB Sharpe Ratio is 1.33, which is lower than the XHLF Sharpe Ratio of 12.09. The chart below compares the historical Sharpe Ratios of XBB and XHLF, 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


XBBXHLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

12.09

-10.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

10.74

-9.96

Correlation

The correlation between XBB and XHLF is 0.09, 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. XHLF - Dividend Comparison

XBB's dividend yield for the trailing twelve months is around 5.66%, more than XHLF's 3.88% yield.


TTM2025202420232022
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
5.66%5.42%6.35%6.15%3.73%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
3.88%3.98%4.96%4.50%0.86%

Drawdowns

XBB vs. XHLF - Drawdown Comparison

The maximum XBB drawdown since its inception was -8.87%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for XBB and XHLF.


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Drawdown Indicators


XBBXHLFDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-0.11%

-8.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.51%

-0.04%

-3.47%

Current Drawdown

Current decline from peak

-1.41%

0.00%

-1.41%

Average Drawdown

Average peak-to-trough decline

-1.37%

0.00%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.01%

+0.82%

Volatility

XBB vs. XHLF - Volatility Comparison

BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) has a higher volatility of 1.95% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.09%. This indicates that XBB's price experiences larger fluctuations and is considered to be riskier than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBBXHLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

0.09%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

0.21%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

0.33%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.20%

0.42%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.20%

0.42%

+6.78%