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XHLF vs. SPBO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHLF vs. SPBO - 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 SPDR Portfolio Corporate Bond ETF (SPBO). The values are adjusted to include any dividend payments, if applicable.

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XHLF vs. SPBO - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
0.77%4.21%5.04%4.90%0.96%
SPBO
SPDR Portfolio Corporate Bond ETF
-0.23%7.83%2.59%8.80%-0.38%

Returns By Period

In the year-to-date period, XHLF achieves a 0.77% return, which is significantly higher than SPBO's -0.23% return.


XHLF

1D
0.01%
1M
0.24%
YTD
0.77%
6M
1.77%
1Y
3.95%
3Y*
4.60%
5Y*
10Y*

SPBO

1D
0.57%
1M
-1.82%
YTD
-0.23%
6M
0.46%
1Y
5.22%
3Y*
4.96%
5Y*
0.76%
10Y*
2.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHLF vs. SPBO - Expense Ratio Comparison

Both XHLF and SPBO have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XHLF vs. SPBO — Risk / Return Rank

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

XHLF
XHLF Risk / Return Rank: 100100
Overall Rank
XHLF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XHLF Sortino Ratio Rank: 100100
Sortino Ratio Rank
XHLF Omega Ratio Rank: 100100
Omega Ratio Rank
XHLF Calmar Ratio Rank: 100100
Calmar Ratio Rank
XHLF Martin Ratio Rank: 100100
Martin Ratio Rank

SPBO
SPBO Risk / Return Rank: 5858
Overall Rank
SPBO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 5252
Sortino Ratio Rank
SPBO Omega Ratio Rank: 5050
Omega Ratio Rank
SPBO Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPBO Martin Ratio Rank: 6060
Martin Ratio Rank
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. SPBO - 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 SPDR Portfolio Corporate Bond ETF (SPBO). 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.


XHLFSPBODifference

Sharpe ratio

Return per unit of total volatility

12.10

0.96

+11.14

Sortino ratio

Return per unit of downside risk

39.79

1.32

+38.47

Omega ratio

Gain probability vs. loss probability

9.68

1.18

+8.50

Calmar ratio

Return relative to maximum drawdown

99.49

1.82

+97.67

Martin ratio

Return relative to average drawdown

604.66

5.60

+599.06

XHLF vs. SPBO - Sharpe Ratio Comparison

The current XHLF Sharpe Ratio is 12.10, which is higher than the SPBO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XHLF and SPBO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XHLFSPBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.10

0.96

+11.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

10.73

0.47

+10.26

Correlation

The correlation between XHLF and SPBO is 0.23, 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.


Dividends

XHLF vs. SPBO - Dividend Comparison

XHLF's dividend yield for the trailing twelve months is around 3.92%, less than SPBO's 5.12% yield.


TTM20252024202320222021202020192018201720162015
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
3.92%3.98%4.96%4.50%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPBO
SPDR Portfolio Corporate Bond ETF
5.12%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%

Drawdowns

XHLF vs. SPBO - Drawdown Comparison

The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum SPBO drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for XHLF and SPBO.


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Drawdown Indicators


XHLFSPBODifference

Max Drawdown

Largest peak-to-trough decline

-0.11%

-22.23%

+22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-2.96%

+2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

Current Drawdown

Current decline from peak

0.00%

-1.82%

+1.82%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.07%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.96%

-0.95%

Volatility

XHLF vs. SPBO - Volatility Comparison

The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.09%, while SPDR Portfolio Corporate Bond ETF (SPBO) has a volatility of 2.23%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than SPBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHLFSPBODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

2.23%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

3.07%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

5.44%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.42%

7.19%

-6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.42%

7.49%

-7.07%