PortfoliosLab logoPortfoliosLab logo
XHLF vs. XONE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHLF vs. XONE - 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 Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XHLF vs. XONE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
0.78%4.21%5.04%4.90%0.96%
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
0.58%4.41%4.83%4.74%0.60%

Returns By Period

In the year-to-date period, XHLF achieves a 0.78% return, which is significantly higher than XONE's 0.58% return.


XHLF

1D
0.01%
1M
0.23%
YTD
0.78%
6M
1.76%
1Y
3.95%
3Y*
4.61%
5Y*
10Y*

XONE

1D
-0.01%
1M
0.06%
YTD
0.58%
6M
1.58%
1Y
3.79%
3Y*
4.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XHLF vs. XONE - Expense Ratio Comparison

Both XHLF and XONE 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. XONE — 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

XONE
XONE Risk / Return Rank: 9999
Overall Rank
XONE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XONE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XONE Omega Ratio Rank: 9999
Omega Ratio Rank
XONE Calmar Ratio Rank: 9999
Calmar Ratio Rank
XONE Martin Ratio Rank: 9999
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. XONE - 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 Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). 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.


XHLFXONEDifference

Sharpe ratio

Return per unit of total volatility

12.09

6.31

+5.78

Sortino ratio

Return per unit of downside risk

39.75

13.53

+26.23

Omega ratio

Gain probability vs. loss probability

9.67

3.03

+6.65

Calmar ratio

Return relative to maximum drawdown

99.61

19.73

+79.88

Martin ratio

Return relative to average drawdown

605.40

88.12

+517.28

XHLF vs. XONE - Sharpe Ratio Comparison

The current XHLF Sharpe Ratio is 12.09, which is higher than the XONE Sharpe Ratio of 6.31. The chart below compares the historical Sharpe Ratios of XHLF and XONE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XHLFXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.09

6.31

+5.78

Sharpe Ratio (All Time)

Calculated using the full available price history

10.74

4.94

+5.80

Correlation

The correlation between XHLF and XONE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XHLF vs. XONE - Dividend Comparison

XHLF's dividend yield for the trailing twelve months is around 3.88%, less than XONE's 4.16% yield.


Drawdowns

XHLF vs. XONE - Drawdown Comparison

The maximum XHLF drawdown since its inception was -0.11%, smaller than the maximum XONE drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for XHLF and XONE.


Loading graphics...

Drawdown Indicators


XHLFXONEDifference

Max Drawdown

Largest peak-to-trough decline

-0.11%

-0.40%

+0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-0.20%

+0.16%

Current Drawdown

Current decline from peak

0.00%

-0.01%

+0.01%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.05%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.04%

-0.03%

Volatility

XHLF vs. XONE - Volatility Comparison

The current volatility for BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) is 0.09%, while Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) has a volatility of 0.21%. This indicates that XHLF experiences smaller price fluctuations and is considered to be less risky than XONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XHLFXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

0.21%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

0.34%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

0.61%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.42%

0.87%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.42%

0.87%

-0.45%