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XHYE vs. XONE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYE vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Energy Sector ETF (XHYE) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). The values are adjusted to include any dividend payments, if applicable.

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XHYE vs. XONE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYE
BondBloxx US High Yield Energy Sector ETF
2.70%6.73%7.46%11.49%1.93%
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, XHYE achieves a 2.70% return, which is significantly higher than XONE's 0.58% return.


XHYE

1D
0.42%
1M
-0.19%
YTD
2.70%
6M
3.36%
1Y
8.26%
3Y*
7.85%
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)

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XHYE vs. XONE - Expense Ratio Comparison

XHYE has a 0.35% expense ratio, which is higher than XONE's 0.03% expense ratio.


Return for Risk

XHYE vs. XONE — Risk / Return Rank

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

XHYE
XHYE Risk / Return Rank: 6464
Overall Rank
XHYE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XHYE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XHYE Omega Ratio Rank: 7979
Omega Ratio Rank
XHYE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XHYE Martin Ratio Rank: 5858
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.

XHYE vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Energy Sector ETF (XHYE) 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.


XHYEXONEDifference

Sharpe ratio

Return per unit of total volatility

1.29

6.31

-5.01

Sortino ratio

Return per unit of downside risk

1.77

13.53

-11.76

Omega ratio

Gain probability vs. loss probability

1.32

3.03

-1.71

Calmar ratio

Return relative to maximum drawdown

1.48

19.73

-18.25

Martin ratio

Return relative to average drawdown

6.58

88.12

-81.54

XHYE vs. XONE - Sharpe Ratio Comparison

The current XHYE Sharpe Ratio is 1.29, which is lower than the XONE Sharpe Ratio of 6.31. The chart below compares the historical Sharpe Ratios of XHYE 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.


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Sharpe Ratios by Period


XHYEXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

6.31

-5.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

4.94

-4.11

Correlation

The correlation between XHYE and XONE is 0.25, 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

XHYE vs. XONE - Dividend Comparison

XHYE's dividend yield for the trailing twelve months is around 6.44%, more than XONE's 4.16% yield.


TTM2025202420232022
XHYE
BondBloxx US High Yield Energy Sector ETF
6.44%6.55%7.04%6.46%5.46%
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
4.16%4.33%5.21%4.46%1.17%

Drawdowns

XHYE vs. XONE - Drawdown Comparison

The maximum XHYE drawdown since its inception was -8.87%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for XHYE and XONE.


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Drawdown Indicators


XHYEXONEDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-0.40%

-8.47%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-0.20%

-5.49%

Current Drawdown

Current decline from peak

-0.27%

-0.01%

-0.26%

Average Drawdown

Average peak-to-trough decline

-1.47%

-0.05%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

0.04%

+1.24%

Volatility

XHYE vs. XONE - Volatility Comparison

BondBloxx US High Yield Energy Sector ETF (XHYE) has a higher volatility of 1.01% compared to Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.21%. This indicates that XHYE's price experiences larger fluctuations and is considered to be riskier than XONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYEXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.21%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

0.34%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

0.61%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.73%

0.87%

+6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%

0.87%

+6.86%