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XHLF vs. JIGB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XHLFJIGB
YTD Return4.35%3.42%
1Y Return5.29%11.43%
Sharpe Ratio11.851.74
Sortino Ratio33.722.59
Omega Ratio7.391.31
Calmar Ratio88.860.64
Martin Ratio438.077.19
Ulcer Index0.01%1.54%
Daily Std Dev0.45%6.36%
Max Drawdown-0.11%-22.48%
Current Drawdown-0.02%-7.61%

Correlation

-0.50.00.51.00.3

The correlation between XHLF and JIGB is 0.30, 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. JIGB - Performance Comparison

In the year-to-date period, XHLF achieves a 4.35% return, which is significantly higher than JIGB's 3.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.69%
5.18%
XHLF
JIGB

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XHLF vs. JIGB - Expense Ratio Comparison

XHLF has a 0.03% expense ratio, which is lower than JIGB's 0.14% 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%.


JIGB
JPMorgan Corporate Bond Research Enhanced ETF
Expense ratio chart for JIGB: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for XHLF: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

XHLF vs. JIGB - 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 JPMorgan Corporate Bond Research Enhanced ETF (JIGB). 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.


XHLF
Sharpe ratio
The chart of Sharpe ratio for XHLF, currently valued at 11.85, compared to the broader market-2.000.002.004.006.0011.85
Sortino ratio
The chart of Sortino ratio for XHLF, currently valued at 33.72, compared to the broader market0.005.0010.0033.72
Omega ratio
The chart of Omega ratio for XHLF, currently valued at 7.39, compared to the broader market1.001.502.002.503.007.39
Calmar ratio
The chart of Calmar ratio for XHLF, currently valued at 88.86, compared to the broader market0.005.0010.0015.0088.86
Martin ratio
The chart of Martin ratio for XHLF, currently valued at 438.07, compared to the broader market0.0020.0040.0060.0080.00100.00120.00438.07
JIGB
Sharpe ratio
The chart of Sharpe ratio for JIGB, currently valued at 1.88, compared to the broader market-2.000.002.004.006.001.88
Sortino ratio
The chart of Sortino ratio for JIGB, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for JIGB, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for JIGB, currently valued at 2.63, compared to the broader market0.005.0010.0015.002.63
Martin ratio
The chart of Martin ratio for JIGB, currently valued at 7.68, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.68

XHLF vs. JIGB - Sharpe Ratio Comparison

The current XHLF Sharpe Ratio is 11.85, which is higher than the JIGB Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of XHLF and JIGB, 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 Ratio0.005.0010.0015.00JuneJulyAugustSeptemberOctoberNovember
11.85
1.88
XHLF
JIGB

Dividends

XHLF vs. JIGB - Dividend Comparison

XHLF's dividend yield for the trailing twelve months is around 5.10%, more than JIGB's 4.94% yield.


TTM202320222021202020192018
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
5.10%4.51%0.86%0.00%0.00%0.00%0.00%
JIGB
JPMorgan Corporate Bond Research Enhanced ETF
4.94%4.22%3.39%3.47%4.14%3.60%0.20%

Drawdowns

XHLF vs. JIGB - Drawdown Comparison

The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum JIGB drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for XHLF and JIGB. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.02%
-2.17%
XHLF
JIGB

Volatility

XHLF vs. JIGB - Volatility Comparison

The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.13%, while JPMorgan Corporate Bond Research Enhanced ETF (JIGB) has a volatility of 1.95%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than JIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JuneJulyAugustSeptemberOctoberNovember
0.13%
1.95%
XHLF
JIGB