XFIV vs. XSVN

Last updated Jun 4, 2026

XFIV (BondBloxx Bloomberg Five Year Target Duration US Treasury ETF) and XSVN (BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF) are both Government Bonds funds from BondBloxx - XFIV tracks the Bloomberg US Treasury 5 Year Target Duration Index while XSVN tracks the Bloomberg US Treasury 7 Year Target Duration Index. Both are passively managed. Over the past 3 years, XFIV returned 3.51%/yr vs 2.75%/yr for XSVN. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.

Performance

XFIV vs. XSVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XFIV achieves a -0.47% return, which is significantly higher than XSVN's -0.57% return.

XFIV

• 1D: -0.18%
• 1M: -0.16%
• YTD: -0.47%
• 6M: -0.68%
• 1Y: 3.51%
• 3Y*: 3.51%
• 5Y*: —
• 10Y*: —

XSVN

• 1D: -0.24%
• 1M: -0.07%
• YTD: -0.57%
• 6M: -1.04%
• 1Y: 4.22%
• 3Y*: 2.75%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XFIV vs. XSVN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF	-0.47%	7.43%	1.52%	4.40%	-0.56%
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF	-0.57%	8.18%	-0.35%	3.91%	-1.71%

Correlation

The correlation between XFIV and XSVN is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022	0.98

The correlation between XFIV and XSVN has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

XFIV vs. XSVN — Risk / Return Rank

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

XFIV

XFIV Risk / Return Rank: 27
XFIV Sharpe Ratio Rank: 28
XFIV Sortino Ratio Rank: 28
XFIV Omega Ratio Rank: 26
XFIV Calmar Ratio Rank: 26
XFIV Martin Ratio Rank: 27

XSVN

XSVN Risk / Return Rank: 25
XSVN Sharpe Ratio Rank: 26
XSVN Sortino Ratio Rank: 25
XSVN Omega Ratio Rank: 24
XSVN Calmar Ratio Rank: 23
XSVN Martin Ratio Rank: 24

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.

XFIV vs. XSVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN). 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.

	XFIV	XSVN	Difference
Sharpe ratio Return per unit of total volatility	1.01	0.91	+0.10
Sortino ratio Return per unit of downside risk	1.53	1.38	+0.15
Omega ratio Gain probability vs. loss probability	1.18	1.16	+0.02
Calmar ratio Return relative to maximum drawdown	1.21	1.06	+0.16
Martin ratio Return relative to average drawdown	3.61	3.18	+0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XFIV vs. XSVN - Sharpe Ratio Comparison

The current XFIV Sharpe Ratio is 1.01, which is comparable to the XSVN Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of XFIV and XSVN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XFIV	XSVN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	0.91	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.35	+0.26

Drawdowns

XFIV vs. XSVN - Drawdown Comparison

The maximum XFIV drawdown since its inception was -6.38%, smaller than the maximum XSVN drawdown of -9.45%. Use the drawdown chart below to compare losses from any high point for XFIV and XSVN.

Drawdown Indicators

	XFIV	XSVN	Difference
Max Drawdown Largest peak-to-trough decline	-6.38%	-9.45%	+3.07%
Max Drawdown (1Y) Largest decline over 1 year	-2.91%	-4.01%	+1.10%
Max Drawdown (3Y) Largest decline over 3 years	-4.47%	-7.09%	+2.62%
Current Drawdown Current decline from peak	-2.15%	-2.75%	+0.60%
Average Drawdown Average peak-to-trough decline	-1.66%	-2.55%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	1.33%	-0.36%

Volatility

XFIV vs. XSVN - Volatility Comparison

The current volatility for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) is 1.09%, while BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a volatility of 1.54%. This indicates that XFIV experiences smaller price fluctuations and is considered to be less risky than XSVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XFIV	XSVN	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.09%	1.54%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	2.41%	3.22%	-0.81%
Volatility (1Y) Calculated over the trailing 1-year period	3.48%	4.65%	-1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.42%	7.19%	-1.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.42%	7.19%	-1.77%

XFIV vs. XSVN - Expense Ratio Comparison

Both XFIV and XSVN have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XFIV vs. XSVN - Dividend Comparison

XFIV's dividend yield for the trailing twelve months is around 3.82%, less than XSVN's 4.10% yield.

Position	TTM	2025	2024	2023	2022
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF	3.82%	4.05%	3.92%	3.63%	1.06%
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF	4.10%	4.06%	4.17%	3.49%	1.04%

Frequently Asked Questions

Can I hold both XFIV and XSVN in my portfolio?

With a correlation of 0.98, XFIV and XSVN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XFIV or XSVN?

XSVN has higher volatility (1.54%) compared to XFIV (1.09%). In terms of maximum drawdown, XFIV dropped -6.38% vs XSVN's -9.45%.

Which ETF is better, XFIV or XSVN?

On 3-year performance, XFIV leads with 3.51% vs 2.75% for XSVN. Both ETFs have the same 0.05% expense ratio. On volatility, XFIV has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XFIV or XSVN?

Over the 3-year period, XFIV has performed better with a 3.51% return vs 2.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XFIV or XSVN?

XFIV and XSVN have the same expense ratio: 0.05% per year.

Which ETF pays a higher dividend yield, XFIV or XSVN?

XSVN has the higher dividend yield at 4.10%, compared with 3.82% for XFIV.

What is the main difference between XFIV and XSVN?

XFIV tracks Bloomberg US Treasury 5 Year Target Duration Index, while XSVN tracks Bloomberg US Treasury 7 Year Target Duration Index.

Which has better risk-adjusted returns?

XFIV currently has the higher Sharpe Ratio (1.01 vs 0.91), 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.