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XCCC vs. FALN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XCCC and FALN is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XCCC vs. FALN - 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 iShares Fallen Angels USD Bond ETF (FALN). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
25.43%
18.41%
XCCC
FALN

Key characteristics

Sharpe Ratio

XCCC:

1.09

FALN:

1.04

Sortino Ratio

XCCC:

1.48

FALN:

1.48

Omega Ratio

XCCC:

1.27

FALN:

1.23

Calmar Ratio

XCCC:

0.96

FALN:

1.18

Martin Ratio

XCCC:

4.94

FALN:

6.16

Ulcer Index

XCCC:

2.13%

FALN:

1.14%

Daily Std Dev

XCCC:

9.65%

FALN:

6.74%

Max Drawdown

XCCC:

-11.00%

FALN:

-29.22%

Current Drawdown

XCCC:

-3.38%

FALN:

-1.79%

Returns By Period

In the year-to-date period, XCCC achieves a -1.72% return, which is significantly lower than FALN's 0.32% return.


XCCC

YTD

-1.72%

1M

-0.13%

6M

0.01%

1Y

10.40%

5Y*

N/A

10Y*

N/A

FALN

YTD

0.32%

1M

-0.97%

6M

0.74%

1Y

7.01%

5Y*

7.17%

10Y*

N/A

*Annualized

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XCCC vs. FALN - Expense Ratio Comparison

XCCC has a 0.40% expense ratio, which is higher than FALN's 0.25% expense ratio.


Expense ratio chart for XCCC: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XCCC: 0.40%
Expense ratio chart for FALN: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FALN: 0.25%

Risk-Adjusted Performance

XCCC vs. FALN — Risk-Adjusted Performance Rank

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

XCCC
The Risk-Adjusted Performance Rank of XCCC is 8383
Overall Rank
The Sharpe Ratio Rank of XCCC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of XCCC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of XCCC is 8888
Omega Ratio Rank
The Calmar Ratio Rank of XCCC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of XCCC is 8484
Martin Ratio Rank

FALN
The Risk-Adjusted Performance Rank of FALN is 8484
Overall Rank
The Sharpe Ratio Rank of FALN is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FALN is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FALN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FALN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FALN is 8787
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.

XCCC vs. FALN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) and iShares Fallen Angels USD Bond ETF (FALN). 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 chart of Sharpe ratio for XCCC, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.00
XCCC: 1.09
FALN: 1.04
The chart of Sortino ratio for XCCC, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
XCCC: 1.48
FALN: 1.48
The chart of Omega ratio for XCCC, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
XCCC: 1.27
FALN: 1.23
The chart of Calmar ratio for XCCC, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.00
XCCC: 0.96
FALN: 1.18
The chart of Martin ratio for XCCC, currently valued at 4.94, compared to the broader market0.0020.0040.0060.00
XCCC: 4.94
FALN: 6.16

The current XCCC Sharpe Ratio is 1.09, which is comparable to the FALN Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of XCCC and FALN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.09
1.04
XCCC
FALN

Dividends

XCCC vs. FALN - Dividend Comparison

XCCC's dividend yield for the trailing twelve months is around 10.89%, more than FALN's 6.30% yield.


TTM202420232022202120202019201820172016
XCCC
BondBloxx CCC Rated USD High Yield Corporate Bond ETF
10.89%10.67%11.01%7.64%0.00%0.00%0.00%0.00%0.00%0.00%
FALN
iShares Fallen Angels USD Bond ETF
6.30%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%

Drawdowns

XCCC vs. FALN - Drawdown Comparison

The maximum XCCC drawdown since its inception was -11.00%, smaller than the maximum FALN drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for XCCC and FALN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.38%
-1.79%
XCCC
FALN

Volatility

XCCC vs. FALN - Volatility Comparison

BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) has a higher volatility of 8.17% compared to iShares Fallen Angels USD Bond ETF (FALN) at 5.26%. This indicates that XCCC's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.17%
5.26%
XCCC
FALN