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XCCC vs. XTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCCC vs. XTWO - 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 Bloomberg Two Year Target Duration US Treasury ETF (XTWO). 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 -0.05% return, which is significantly lower than XTWO's 0.41% return.


XCCC

1D
-0.44%
1M
-0.23%
YTD
-0.05%
6M
0.38%
1Y
5.67%
3Y*
10.79%
5Y*
10Y*

XTWO

1D
-0.03%
1M
0.08%
YTD
0.41%
6M
0.67%
1Y
3.42%
3Y*
4.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCCC vs. XTWO - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCCC
BondBloxx CCC Rated USD High Yield Corporate Bond ETF
-0.05%7.25%13.01%20.57%-2.01%
XTWO
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF
0.41%5.17%3.92%4.27%0.17%

Correlation

The correlation between XCCC and XTWO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.33

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Return for Risk

XCCC vs. XTWO — Risk / Return Rank

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

XCCC
XCCC Risk / Return Rank: 2727
Overall Rank
XCCC Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XCCC Sortino Ratio Rank: 2929
Sortino Ratio Rank
XCCC Omega Ratio Rank: 2828
Omega Ratio Rank
XCCC Calmar Ratio Rank: 2424
Calmar Ratio Rank
XCCC Martin Ratio Rank: 2727
Martin Ratio Rank

XTWO
XTWO Risk / Return Rank: 8080
Overall Rank
XTWO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XTWO Sortino Ratio Rank: 9090
Sortino Ratio Rank
XTWO Omega Ratio Rank: 8484
Omega Ratio Rank
XTWO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XTWO Martin Ratio Rank: 7272
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.

XCCC vs. XTWO - 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 Bloomberg Two Year Target Duration US Treasury ETF (XTWO). 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.


XCCCXTWODifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-2.58

Omega ratioGain probability vs. loss probability

1.20

1.52

-0.32

Calmar ratioReturn relative to maximum drawdown

1.11

3.78

-2.66

Martin ratioReturn relative to average drawdown

3.72

13.59

-9.87

XCCC vs. XTWO - Sharpe Ratio Comparison

The current XCCC Sharpe Ratio is 1.09, which is lower than the XTWO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of XCCC and XTWO, 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


XCCCXTWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.52

-1.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.74

-0.78

Drawdowns

XCCC vs. XTWO - Drawdown Comparison

The maximum XCCC drawdown since its inception was -10.99%, which is greater than XTWO's maximum drawdown of -1.73%. Use the drawdown chart below to compare losses from any high point for XCCC and XTWO.


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Drawdown Indicators


XCCCXTWODifference

Max Drawdown

Largest peak-to-trough decline

-10.99%

-1.73%

-9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-0.91%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-10.99%

-1.18%

-9.81%

Current Drawdown

Current decline from peak

-1.05%

-0.38%

-0.67%

Average Drawdown

Average peak-to-trough decline

-1.93%

-0.40%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.25%

+1.28%

Volatility

XCCC vs. XTWO - Volatility Comparison

BondBloxx CCC Rated USD High Yield Corporate Bond ETF (XCCC) has a higher volatility of 1.51% compared to BondBloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) at 0.36%. This indicates that XCCC's price experiences larger fluctuations and is considered to be riskier than XTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCCCXTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

0.36%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

0.95%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

1.37%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.82%

2.16%

+6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.82%

2.16%

+6.66%

XCCC vs. XTWO - Expense Ratio Comparison

XCCC has a 0.40% expense ratio, which is higher than XTWO's 0.05% expense ratio.


Dividends

XCCC vs. XTWO - Dividend Comparison

XCCC's dividend yield for the trailing twelve months is around 10.05%, more than XTWO's 4.05% yield.


PositionTTM2025202420232022
XCCC
BondBloxx CCC Rated USD High Yield Corporate Bond ETF
10.05%10.06%10.68%12.05%7.63%
XTWO
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF
4.05%4.24%4.54%4.07%1.13%

Frequently Asked Questions


XCCC and XTWO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XCCC has higher volatility (1.51%) compared to XTWO (0.36%). In terms of maximum drawdown, XCCC dropped -10.99% vs XTWO's -1.73%.

On 3-year performance, XCCC leads with 10.79% vs 4.12% for XTWO. On fees, XTWO is cheaper at 0.05% per year. On volatility, XTWO has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XCCC has performed better with a 10.79% return vs 4.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTWO is cheaper with a 0.05% expense ratio, compared with 0.40% for XCCC.

XCCC has the higher dividend yield at 10.05%, compared with 4.05% for XTWO.

XCCC is categorized as High Yield Bonds, while XTWO is Government Bonds. XCCC tracks ICE BofA CCC and Lower US High Yield Constrained Index, while XTWO tracks Bloomberg US Treasury 2 Year Target Duration Index. Their fees differ too: 0.40% for XCCC and 0.05% for XTWO.

XTWO currently has the higher Sharpe Ratio (2.52 vs 1.09), 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.

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