XHLF vs. LADR

Last updated Jun 24, 2026

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 4.58%/yr vs 8.52%/yr for LADR. At a 0.03 correlation, their price movements are largely independent.

Performance

XHLF vs. LADR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) and Ladder Capital Corp (LADR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XHLF achieves a 1.56% return, which is significantly higher than LADR's -4.60% return.

XHLF

• 1D: 0.04%
• 1M: 0.24%
• YTD: 1.56%
• 6M: 1.65%
• 1Y: 3.82%
• 3Y*: 4.58%
• 5Y*: —
• 10Y*: —

LADR

• 1D: 0.69%
• 1M: 1.09%
• YTD: -4.60%
• 6M: -5.20%
• 1Y: 3.73%
• 3Y*: 8.52%
• 5Y*: 5.14%
• 10Y*: 6.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XHLF vs. LADR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF	1.56%	4.21%	5.04%	4.90%	0.89%
LADR Ladder Capital Corp	-4.60%	6.69%	5.53%	25.22%	-4.50%

Correlation

The correlation between XHLF and LADR is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022	0.03

Return for Risk

XHLF vs. LADR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XHLF

XHLF Risk / Return Rank: 100
XHLF Sharpe Ratio Rank: 100
XHLF Sortino Ratio Rank: 100
XHLF Omega Ratio Rank: 99
XHLF Calmar Ratio Rank: 100
XHLF Martin Ratio Rank: 100

LADR

LADR Risk / Return Rank: 46
LADR Sharpe Ratio Rank: 50
LADR Sortino Ratio Rank: 41
LADR Omega Ratio Rank: 40
LADR Calmar Ratio Rank: 49
LADR Martin Ratio Rank: 49

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	12.04	0.20	+11.83
Sortino ratio: Return per unit of downside risk	43.57	0.41	+43.17
Omega ratio: Gain probability vs. loss probability	10.94	1.05	+9.89
Calmar ratio: Return relative to maximum drawdown	96.46	0.26	+96.20
Martin ratio: Return relative to average drawdown	639.88	0.56	+639.32

XHLF vs. LADR - Sharpe Ratio Comparison

The current XHLF Sharpe Ratio is 12.04, which is higher than the LADR Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of XHLF and LADR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	XHLF	LADR	Difference
Max Drawdown Largest 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%	-20.22%	+20.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.97%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-81.63%	—
Current Drawdown Current decline from peak	0.00%	-8.97%	+8.97%
Average Drawdown Average peak-to-trough decline	-0.01%	-18.27%	+18.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	6.70%	-6.69%

Volatility

XHLF vs. LADR - Volatility Comparison

The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.09%, while Ladder Capital Corp (LADR) has a volatility of 5.72%. 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.

Volatility by Period

	XHLF	LADR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.09%	5.72%	-5.63%
Volatility (6M) Calculated over the trailing 6-month period	0.22%	14.48%	-14.26%
Volatility (1Y) Calculated over the trailing 1-year period	0.32%	18.38%	-18.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.42%	24.75%	-24.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.42%	48.23%	-47.81%

Dividends

XHLF vs. LADR - Dividend Comparison

XHLF's dividend yield for the trailing twelve months is around 3.84%, less than LADR's 8.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LADR Ladder Capital Corp	8.98%	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	3.84%	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

Can I hold both XHLF and LADR in my portfolio?

XHLF and LADR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XHLF or LADR?

LADR has higher volatility (5.72%) compared to XHLF (0.09%). In terms of maximum drawdown, XHLF dropped -0.11% vs LADR's -81.63%.

Which has better risk-adjusted returns?

XHLF currently has the higher Sharpe Ratio (12.04 vs 0.20), 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.