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XHLF vs. SPTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHLF vs. SPTS - 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 Short Term Treasury ETF (SPTS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHLF achieves a 1.39% return, which is significantly higher than SPTS's 0.45% return.


XHLF

1D
0.00%
1M
0.27%
YTD
1.39%
6M
1.71%
1Y
3.92%
3Y*
4.62%
5Y*
10Y*

SPTS

1D
-0.07%
1M
0.05%
YTD
0.45%
6M
0.77%
1Y
3.45%
3Y*
4.18%
5Y*
1.81%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHLF vs. SPTS - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
1.39%4.21%5.04%4.90%0.96%
SPTS
SPDR Portfolio Short Term Treasury ETF
0.45%5.05%4.20%4.27%0.14%

Correlation

The correlation between XHLF and SPTS is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.35

The correlation between XHLF and SPTS shifts across timeframes, from 0.16 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XHLF vs. SPTS — 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

SPTS
SPTS Risk / Return Rank: 8484
Overall Rank
SPTS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPTS Omega Ratio Rank: 8787
Omega Ratio Rank
SPTS Calmar Ratio Rank: 7979
Calmar Ratio Rank
SPTS Martin Ratio Rank: 8282
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. SPTS - 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 Short Term Treasury ETF (SPTS). 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.


XHLFSPTSDifference
Sharpe ratioReturn per unit of total volatility

+9.80

Sortino ratioReturn per unit of downside risk

+41.38

Omega ratioGain probability vs. loss probability

11.75

1.55

+10.20

Calmar ratioReturn relative to maximum drawdown

98.81

4.13

+94.68

Martin ratioReturn relative to average drawdown

670.31

16.52

+653.78

XHLF vs. SPTS - Sharpe Ratio Comparison

The current XHLF Sharpe Ratio is 12.43, which is higher than the SPTS Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of XHLF and SPTS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XHLFSPTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.43

2.63

+9.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

10.75

0.49

+10.26

Drawdowns

XHLF vs. SPTS - Drawdown Comparison

The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum SPTS drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for XHLF and SPTS.


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Drawdown Indicators


XHLFSPTSDifference

Max Drawdown

Largest peak-to-trough decline

-0.11%

-5.83%

+5.72%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-0.84%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-0.96%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

0.00%

-0.28%

+0.28%

Average Drawdown

Average peak-to-trough decline

-0.00%

-1.72%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.21%

-0.20%

Volatility

XHLF vs. SPTS - Volatility Comparison

The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.08%, while SPDR Portfolio Short Term Treasury ETF (SPTS) has a volatility of 0.34%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHLFSPTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

0.34%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.22%

0.86%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

1.32%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.42%

1.98%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.42%

1.72%

-1.30%

XHLF vs. SPTS - Expense Ratio Comparison

Both XHLF and SPTS 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%.


Dividends

XHLF vs. SPTS - Dividend Comparison

XHLF's dividend yield for the trailing twelve months is around 3.85%, less than SPTS's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
SPTS
SPDR Portfolio Short Term Treasury ETF
3.91%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
3.85%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 SPTS have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPTS has higher volatility (0.34%) compared to XHLF (0.08%). In terms of maximum drawdown, XHLF dropped -0.11% vs SPTS's -5.83%.

On 3-year performance, XHLF leads with 4.62% vs 4.18% for SPTS. Both ETFs have the same 0.03% expense ratio. On volatility, XHLF has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XHLF has performed better with a 4.62% return vs 4.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XHLF and SPTS have the same expense ratio: 0.03% per year.

SPTS has the higher dividend yield at 3.91%, compared with 3.85% for XHLF.

XHLF tracks Bloomberg US Treasury 6 Month Duration Index, while SPTS tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: BondBloxx and State Street.

XHLF currently has the higher Sharpe Ratio (12.43 vs 2.63), 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.

Portfolio Optimizer

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