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XCCC vs. BBBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCCC vs. BBBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XCCC achieves a -0.37% return, which is significantly higher than BBBL's -1.75% return.


XCCC

1D
0.27%
1M
-0.68%
6M
-0.44%
YTD
-0.37%
1Y
2.89%
3Y*
9.25%
5Y*
10Y*
ALL TIME*
8.11%

BBBL

1D
0.57%
1M
-3.26%
6M
-2.49%
YTD
-1.75%
1Y
0.55%
3Y*
5Y*
10Y*
ALL TIME*
2.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.44K$88.79K$60.52K
$3.06M$5.79M$10.07M

XCCC vs. BBBL - Yearly Performance Comparison


Correlation

The correlation between XCCC and BBBL is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.51

The correlation between XCCC and BBBL shifts across timeframes, from 0.51 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XCCC vs. BBBL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XCCC
XCCC Risk / Return Rank: 2323
Overall Rank
XCCC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XCCC Sortino Ratio Rank: 2222
Sortino Ratio Rank
XCCC Omega Ratio Rank: 2222
Omega Ratio Rank
XCCC Calmar Ratio Rank: 2121
Calmar Ratio Rank
XCCC Martin Ratio Rank: 2424
Martin Ratio Rank

BBBL
BBBL Risk / Return Rank: 1212
Overall Rank
BBBL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 1111
Sortino Ratio Rank
BBBL Omega Ratio Rank: 1111
Omega Ratio Rank
BBBL Calmar Ratio Rank: 1212
Calmar Ratio Rank
BBBL Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XCCC vs. BBBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). 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.


XCCCBBBLDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.10

1.02

+0.08

Calmar ratioReturn relative to maximum drawdown

0.57

0.10

+0.47

Martin ratioReturn relative to average drawdown

1.82

0.22

+1.60

XCCC vs. BBBL - Sharpe Ratio Comparison

The current XCCC Sharpe Ratio is 0.55, which is higher than the BBBL Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of XCCC and BBBL, 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

XCCC vs. BBBL - Drawdown Comparison

The maximum XCCC drawdown since its inception was -10.99%, which is greater than BBBL's maximum drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for XCCC and BBBL.


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Drawdown Indicators


XCCCBBBLDifference

Max Drawdown

Largest peak-to-trough decline

-10.99%

-9.43%

-1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-5.45%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-10.99%

Current Drawdown

Current decline from peak

-1.37%

-4.77%

+3.40%

Average Drawdown

Average peak-to-trough decline

-1.89%

-3.26%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.47%

-0.87%

Volatility

XCCC vs. BBBL - Volatility Comparison

The current volatility for BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) is 1.22%, while Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a volatility of 2.09%. This indicates that XCCC experiences smaller price fluctuations and is considered to be less risky than BBBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCCCBBBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

2.09%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

5.97%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

7.64%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

9.66%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.69%

9.66%

-0.97%

XCCC vs. BBBL - Expense Ratio Comparison

XCCC has a 0.40% expense ratio, which is higher than BBBL's 0.19% expense ratio.


Dividends

XCCC vs. BBBL - Dividend Comparison

XCCC's dividend yield for the trailing twelve months is around 10.25%, more than BBBL's 5.92% yield.


PositionTTM2025202420232022
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.92%5.77%5.19%0.00%0.00%
XCCC
BondBloxx CCC Rated USD High Yield Corporate Bond ETF
10.25%10.06%10.68%12.05%7.63%

Frequently Asked Questions


XCCC and BBBL have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBBL has higher volatility (2.09%) compared to XCCC (1.22%). In terms of maximum drawdown, XCCC dropped -10.99% vs BBBL's -9.43%.

On 1-year performance, XCCC leads with 2.89% vs 0.55% for BBBL. On fees, BBBL is cheaper at 0.19% per year. On volatility, XCCC has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XCCC has performed better with a 2.89% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBBL is cheaper with a 0.19% expense ratio, compared with 0.40% for XCCC.

XCCC has the higher dividend yield at 10.25%, compared with 5.92% for BBBL.

XCCC is categorized as High Yield Bonds, while BBBL is Long-Term Bond. XCCC tracks ICE BofA CCC and Lower US High Yield Constrained Index, while BBBL tracks Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross. Their fees differ too: 0.40% for XCCC and 0.19% for BBBL.

XCCC currently has the higher Sharpe Ratio (0.55 vs 0.07), 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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