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XONE vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XONE vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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XONE vs. BIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
0.59%4.41%4.83%4.74%0.60%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%4.94%0.94%

Returns By Period

In the year-to-date period, XONE achieves a 0.59% return, which is significantly lower than BIL's 0.85% return.


XONE

1D
0.03%
1M
0.04%
YTD
0.59%
6M
1.68%
1Y
3.87%
3Y*
4.43%
5Y*
10Y*

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XONE vs. BIL - Expense Ratio Comparison

XONE has a 0.03% expense ratio, which is lower than BIL's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XONE vs. BIL — Risk / Return Rank

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

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

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

XONE vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.


XONEBILDifference

Sharpe ratio

Return per unit of total volatility

6.42

19.52

-13.10

Sortino ratio

Return per unit of downside risk

13.79

254.04

-240.25

Omega ratio

Gain probability vs. loss probability

3.08

180.28

-177.20

Calmar ratio

Return relative to maximum drawdown

19.78

365.54

-345.76

Martin ratio

Return relative to average drawdown

88.34

4,104.04

-4,015.70

XONE vs. BIL - Sharpe Ratio Comparison

The current XONE Sharpe Ratio is 6.42, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of XONE and BIL, 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


XONEBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.42

19.52

-13.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

12.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

4.95

2.72

+2.22

Correlation

The correlation between XONE and BIL is 0.24, 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

XONE vs. BIL - Dividend Comparison

XONE's dividend yield for the trailing twelve months is around 4.20%, more than BIL's 4.01% yield.


TTM2025202420232022202120202019201820172016
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
4.20%4.33%5.21%4.46%1.17%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

XONE vs. BIL - Drawdown Comparison

The maximum XONE drawdown since its inception was -0.40%, smaller than the maximum BIL drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for XONE and BIL.


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Drawdown Indicators


XONEBILDifference

Max Drawdown

Largest peak-to-trough decline

-0.40%

-0.78%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-0.01%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.26%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.00%

+0.04%

Volatility

XONE vs. BIL - Volatility Comparison

Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) has a higher volatility of 0.21% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that XONE's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XONEBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.05%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

0.34%

0.14%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

0.61%

0.21%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.87%

0.26%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.87%

0.26%

+0.61%