XHLF vs. AGG
Compare and contrast key facts about BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) and iShares Core U.S. Aggregate Bond ETF (AGG).
XHLF and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHLF is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 6 Month Duration Index. It was launched on Sep 13, 2022. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both XHLF and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHLF or AGG.
Key characteristics
| XHLF | AGG | |
|---|---|---|
| YTD Return | 4.37% | 1.83% |
| 1Y Return | 5.31% | 8.19% |
| Sharpe Ratio | 11.85 | 1.37 |
| Sortino Ratio | 33.72 | 2.03 |
| Omega Ratio | 7.39 | 1.24 |
| Calmar Ratio | 88.86 | 0.53 |
| Martin Ratio | 438.06 | 4.90 |
| Ulcer Index | 0.01% | 1.67% |
| Daily Std Dev | 0.45% | 5.95% |
| Max Drawdown | -0.11% | -18.43% |
| Current Drawdown | 0.00% | -8.47% |
Correlation
The correlation between XHLF and AGG is 0.35, 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.
Performance
XHLF vs. AGG - Performance Comparison
In the year-to-date period, XHLF achieves a 4.37% return, which is significantly higher than AGG's 1.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XHLF vs. AGG - Expense Ratio Comparison
XHLF has a 0.03% expense ratio, which is lower than AGG's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XHLF vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Dividends
XHLF vs. AGG - Dividend Comparison
XHLF's dividend yield for the trailing twelve months is around 5.09%, more than AGG's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 5.09% | 4.51% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.64% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
XHLF vs. AGG - Drawdown Comparison
The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for XHLF and AGG. For additional features, visit the drawdowns tool.
Volatility
XHLF vs. AGG - Volatility Comparison
The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.13%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.78%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.