XHLF vs. LADR
XHLF (BondBloxx Bloomberg Six Month Target Duration US Treasury ETF) is Government Bonds fund tracking the Bloomberg US Treasury 6 Month Duration Index, while LADR (Ladder Capital Corp) is a stock. Over the past 3 years, XHLF returned 4.56%/yr vs 4.25%/yr for LADR. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
XHLF vs. LADR - Performance Comparison
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Returns By Period
In the year-to-date period, XHLF achieves a 1.96% return, which is significantly higher than LADR's -8.88% return.
XHLF
- 1D
- 0.02%
- 1M
- 0.24%
- 6M
- 1.68%
- YTD
- 1.96%
- 1Y
- 3.72%
- 3Y*
- 4.56%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.39%
LADR
- 1D
- -1.44%
- 1M
- -4.50%
- 6M
- -8.71%
- YTD
- -8.88%
- 1Y
- -4.00%
- 3Y*
- 4.25%
- 5Y*
- 4.91%
- 10Y*
- 5.77%
- ALL TIME*
- 4.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.44M | $11.58M | $9.91M | |
| $10.55M | $16.65M | $18.60M |
XHLF vs. LADR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 1.96% | 4.21% | 5.04% | 4.90% | 0.89% |
LADR Ladder Capital Corp | -8.88% | 6.69% | 5.53% | 25.22% | -4.50% |
Correlation
The correlation between XHLF and LADR is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | 0.04 |
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Return for Risk
XHLF vs. LADR — Risk / Return Rank
XHLF
LADR
XHLF vs. LADR - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XHLF | LADR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +12.15 | ||
| Sortino ratioReturn per unit of downside risk | +42.92 | ||
| Omega ratioGain probability vs. loss probability | 10.51 | 0.98 | +9.53 |
| Calmar ratioReturn relative to maximum drawdown | 97.08 | -0.30 | +97.39 |
| Martin ratioReturn relative to average drawdown | 630.33 | -0.61 | +630.94 |
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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.
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Drawdown Indicators
| XHLF | LADR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.11% | -81.63% | +81.52% |
Max Drawdown (1Y)Largest decline over 1 year | -0.04% | -14.68% | +14.64% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -15.26% | +15.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -81.63% | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.05% | +13.05% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -18.20% | +18.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 7.32% | -7.31% |
Volatility
XHLF vs. LADR - Volatility Comparison
The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.10%, while Ladder Capital Corp (LADR) has a volatility of 7.05%. 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.
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Volatility by Period
| XHLF | LADR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 7.05% | -6.95% |
Volatility (6M)Calculated over the trailing 6-month period | 0.22% | 15.41% | -15.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.32% | 19.29% | -18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.41% | 24.62% | -24.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.41% | 48.16% | -47.75% |
Dividends
XHLF vs. LADR - Dividend Comparison
XHLF's dividend yield for the trailing twelve months is around 3.81%, less than LADR's 9.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LADR Ladder Capital Corp | 9.62% | 8.37% | 8.22% | 7.99% | 8.76% | 6.67% | 9.61% | 7.54% | 9.92% | 8.91% | 9.37% | 17.91% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 3.49% | 3.98% | 4.96% | 4.50% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XHLF and LADR have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LADR has higher volatility (7.05%) compared to XHLF (0.10%). In terms of maximum drawdown, XHLF dropped -0.11% vs LADR's -81.63%.
XHLF currently has the higher Sharpe Ratio (11.91 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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