XHLF vs. JPST
Compare and contrast key facts about BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) and JPMorgan Ultra-Short Income ETF (JPST).
XHLF and JPST 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. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHLF or JPST.
Key characteristics
| XHLF | JPST | |
|---|---|---|
| YTD Return | 4.35% | 4.91% |
| 1Y Return | 5.29% | 6.17% |
| Sharpe Ratio | 11.85 | 11.73 |
| Sortino Ratio | 33.72 | 29.69 |
| Omega Ratio | 7.39 | 6.69 |
| Calmar Ratio | 88.86 | 62.59 |
| Martin Ratio | 438.07 | 366.04 |
| Ulcer Index | 0.01% | 0.02% |
| Daily Std Dev | 0.45% | 0.53% |
| Max Drawdown | -0.11% | -3.28% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between XHLF and JPST is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XHLF vs. JPST - Performance Comparison
In the year-to-date period, XHLF achieves a 4.35% return, which is significantly lower than JPST's 4.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XHLF vs. JPST - Expense Ratio Comparison
XHLF has a 0.03% expense ratio, which is lower than JPST's 0.18% 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. JPST - 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 Ultra-Short Income ETF (JPST). 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. JPST - Dividend Comparison
XHLF's dividend yield for the trailing twelve months is around 5.10%, less than JPST's 5.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 5.10% | 4.51% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% |
Drawdowns
XHLF vs. JPST - Drawdown Comparison
The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum JPST drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for XHLF and JPST. For additional features, visit the drawdowns tool.
Volatility
XHLF vs. JPST - Volatility Comparison
The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.13%, while JPMorgan Ultra-Short Income ETF (JPST) has a volatility of 0.15%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.