XONE vs. SGOV
Compare and contrast key facts about Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) and iShares 0-3 Month Treasury Bond ETF (SGOV).
XONE and SGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XONE is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 1 Year Duration Index - Benchmark TR Gross. It was launched on Sep 13, 2022. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020. Both XONE and SGOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XONE vs. SGOV - Performance Comparison
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XONE vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XONE Bondbloxx Bloomberg One Year Target Duration US Treasury ETF | 0.58% | 4.41% | 4.83% | 4.74% | 0.60% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.88% | 4.24% | 5.27% | 5.12% | 1.00% |
Returns By Period
In the year-to-date period, XONE achieves a 0.58% return, which is significantly lower than SGOV's 0.88% return.
XONE
- 1D
- -0.01%
- 1M
- 0.06%
- YTD
- 0.58%
- 6M
- 1.58%
- 1Y
- 3.79%
- 3Y*
- 4.43%
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.89%
- 1Y
- 4.07%
- 3Y*
- 4.80%
- 5Y*
- 3.41%
- 10Y*
- —
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XONE vs. SGOV - Expense Ratio Comparison
XONE has a 0.03% expense ratio, which is lower than SGOV's 0.09% 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. SGOV — Risk / Return Rank
XONE
SGOV
XONE vs. SGOV - 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 iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| XONE | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.31 | 20.61 | -14.30 |
Sortino ratioReturn per unit of downside risk | 13.53 | 283.87 | -270.34 |
Omega ratioGain probability vs. loss probability | 3.03 | 201.33 | -198.30 |
Calmar ratioReturn relative to maximum drawdown | 19.73 | 411.31 | -391.58 |
Martin ratioReturn relative to average drawdown | 88.12 | 4,618.08 | -4,529.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XONE | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.31 | 20.61 | -14.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 14.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.94 | 12.34 | -7.40 |
Correlation
The correlation between XONE and SGOV is 0.22, 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. SGOV - Dividend Comparison
XONE's dividend yield for the trailing twelve months is around 4.16%, more than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XONE Bondbloxx Bloomberg One Year Target Duration US Treasury ETF | 4.16% | 4.33% | 5.21% | 4.46% | 1.17% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Drawdowns
XONE vs. SGOV - Drawdown Comparison
The maximum XONE drawdown since its inception was -0.40%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for XONE and SGOV.
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Drawdown Indicators
| XONE | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.40% | -0.03% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.20% | -0.01% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -0.01% | 0.00% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -0.05% | 0.00% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 0.00% | +0.04% |
Volatility
XONE vs. SGOV - Volatility Comparison
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) has a higher volatility of 0.21% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that XONE's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XONE | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.21% | 0.06% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 0.34% | 0.13% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.61% | 0.20% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.87% | 0.24% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.87% | 0.24% | +0.63% |