XHLF vs. ICSH

In the year-to-date period, XHLF achieves a 1.45% return, which is significantly lower than ICSH's 1.72% return.

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XHLF has a 0.03% expense ratio, which is lower than ICSH's 0.08% 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%.

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) and iShares Ultra Short-Term Bond ETF (ICSH). 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 current XHLF Sharpe Ratio is 11.89, which is comparable to the ICSH Sharpe Ratio of 11.73. The chart below compares the historical Sharpe Ratios of XHLF and ICSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XHLF's dividend yield for the trailing twelve months is around 4.58%, less than ICSH's 4.97% yield.

The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum ICSH drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for XHLF and ICSH. For additional features, visit the drawdowns tool.

The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.10%, while iShares Ultra Short-Term Bond ETF (ICSH) has a volatility of 0.18%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.