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XHLF vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHLF vs. VGLT - 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 Vanguard Long-Term Treasury ETF (VGLT). 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 VGLT's -0.41% return.


XHLF

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

VGLT

1D
-0.40%
1M
0.71%
YTD
-0.41%
6M
-1.68%
1Y
5.25%
3Y*
-0.72%
5Y*
-5.30%
10Y*
-1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHLF vs. VGLT - 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%
VGLT
Vanguard Long-Term Treasury ETF
-0.41%5.35%-6.28%3.27%-5.92%

Correlation

The correlation between XHLF and VGLT is -0.02, 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

-0.02

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

0.14

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

0.20

The correlation between XHLF and VGLT shifts across timeframes, from -0.02 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XHLF vs. VGLT — 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

VGLT
VGLT Risk / Return Rank: 1818
Overall Rank
VGLT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1717
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1616
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1818
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1818
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. VGLT - 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 Vanguard Long-Term Treasury ETF (VGLT). 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.


XHLFVGLTDifference
Sharpe ratioReturn per unit of total volatility

+11.84

Sortino ratioReturn per unit of downside risk

+44.93

Omega ratioGain probability vs. loss probability

11.75

1.10

+10.64

Calmar ratioReturn relative to maximum drawdown

98.81

0.75

+98.05

Martin ratioReturn relative to average drawdown

670.31

1.96

+668.35

XHLF vs. VGLT - Sharpe Ratio Comparison

The current XHLF Sharpe Ratio is 12.43, which is higher than the VGLT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of XHLF and VGLT, 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


XHLFVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.43

0.59

+11.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

10.75

0.19

+10.56

Drawdowns

XHLF vs. VGLT - Drawdown Comparison

The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for XHLF and VGLT.


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Drawdown Indicators


XHLFVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-0.11%

-46.18%

+46.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-7.01%

+6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-17.68%

+17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

Current Drawdown

Current decline from peak

0.00%

-36.83%

+36.83%

Average Drawdown

Average peak-to-trough decline

-0.00%

-15.06%

+15.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.68%

-2.67%

Volatility

XHLF vs. VGLT - Volatility Comparison

The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.08%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 2.59%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHLFVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

2.59%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

0.22%

5.94%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

8.88%

-8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.42%

14.58%

-14.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.42%

13.81%

-13.39%

XHLF vs. VGLT - Expense Ratio Comparison

Both XHLF and VGLT 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. VGLT - Dividend Comparison

XHLF's dividend yield for the trailing twelve months is around 3.85%, less than VGLT's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
VGLT
Vanguard Long-Term Treasury ETF
4.61%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%
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 VGLT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGLT has higher volatility (2.59%) compared to XHLF (0.08%). In terms of maximum drawdown, XHLF dropped -0.11% vs VGLT's -46.18%.

On 3-year performance, XHLF leads with 4.62% vs -0.72% for VGLT. 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 -0.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VGLT has the higher dividend yield at 4.61%, compared with 3.85% for XHLF.

XHLF tracks Bloomberg US Treasury 6 Month Duration Index, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: BondBloxx and Vanguard.

XHLF currently has the higher Sharpe Ratio (12.43 vs 0.59), 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

Find the right allocation for XHLF and VGLT

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