XHLF vs. LADR
Compare and contrast key facts about BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) and Ladder Capital Corp (LADR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHLF or LADR.
Key characteristics
| XHLF | LADR | |
|---|---|---|
| YTD Return | 4.38% | 7.72% |
| 1Y Return | 5.28% | 12.38% |
| Sharpe Ratio | 11.88 | 0.93 |
| Sortino Ratio | 33.78 | 1.42 |
| Omega Ratio | 7.40 | 1.18 |
| Calmar Ratio | 89.04 | 0.86 |
| Martin Ratio | 438.93 | 4.14 |
| Ulcer Index | 0.01% | 5.21% |
| Daily Std Dev | 0.45% | 23.22% |
| Max Drawdown | -0.11% | -81.63% |
| Current Drawdown | 0.00% | -8.71% |
Correlation
The correlation between XHLF and LADR is 0.05, 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. LADR - Performance Comparison
In the year-to-date period, XHLF achieves a 4.38% return, which is significantly lower than LADR's 7.72% 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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Risk-Adjusted Performance
XHLF vs. LADR - 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 Ladder Capital Corp (LADR). 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. LADR - Dividend Comparison
XHLF's dividend yield for the trailing twelve months is around 5.09%, less than LADR's 7.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LADR Ladder Capital Corp | 7.89% | 7.99% | 8.76% | 6.67% | 9.61% | 7.54% | 9.92% | 8.91% | 10.53% | 17.91% |
Drawdowns
XHLF vs. LADR - Drawdown Comparison
The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum LADR drawdown of -81.63%. Use the drawdown chart below to compare losses from any high point for XHLF and LADR. For additional features, visit the drawdowns tool.
Volatility
XHLF vs. LADR - Volatility Comparison
The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.13%, while Ladder Capital Corp (LADR) has a volatility of 6.81%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than LADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.