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XONE vs. XSVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period

In the year-to-date period, XONE achieves a 1.16% return, which is significantly higher than XSVN's -0.43% return.


XONE

1D
0.00%
1M
0.13%
YTD
1.16%
6M
1.27%
1Y
3.56%
3Y*
4.51%
5Y*
10Y*

XSVN

1D
0.13%
1M
0.65%
YTD
-0.43%
6M
-0.37%
1Y
3.14%
3Y*
2.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XONE vs. XSVN - Yearly Performance Comparison


2026 (YTD)2025202420232022
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
1.16%4.41%4.83%4.74%0.57%
XSVN
BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF
-0.43%8.18%-0.35%3.91%-1.76%

Correlation

The correlation between XONE and XSVN is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

0.67

The correlation between XONE and XSVN has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.

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Return for Risk

XONE vs. XSVN — 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

XSVN
XSVN Risk / Return Rank: 1919
Overall Rank
XSVN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XSVN Sortino Ratio Rank: 2020
Sortino Ratio Rank
XSVN Omega Ratio Rank: 1818
Omega Ratio Rank
XSVN Calmar Ratio Rank: 1919
Calmar Ratio Rank
XSVN Martin Ratio Rank: 1919
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. XSVN - 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 BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XONEXSVNDifference
Sharpe ratioReturn per unit of total volatility

+5.74

Sortino ratioReturn per unit of downside risk

+12.58

Omega ratioGain probability vs. loss probability

3.17

1.12

+2.05

Calmar ratioReturn relative to maximum drawdown

22.32

0.79

+21.53

Martin ratioReturn relative to average drawdown

116.52

2.16

+114.36

XONE vs. XSVN - Sharpe Ratio Comparison

The current XONE Sharpe Ratio is 6.43, which is higher than the XSVN Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of XONE and XSVN, 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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Drawdowns

XONE vs. XSVN - Drawdown Comparison

The maximum XONE drawdown since its inception was -0.40%, smaller than the maximum XSVN drawdown of -9.45%. Use the drawdown chart below to compare losses from any high point for XONE and XSVN.


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Drawdown Indicators


XONEXSVNDifference

Max Drawdown

Largest peak-to-trough decline

-0.40%

-9.45%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-4.01%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-0.28%

-7.09%

+6.81%

Current Drawdown

Current decline from peak

-0.10%

-2.61%

+2.51%

Average Drawdown

Average peak-to-trough decline

-0.05%

-2.55%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

1.46%

-1.43%

Volatility

XONE vs. XSVN - Volatility Comparison

The current volatility for BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) is 0.18%, while BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a volatility of 1.40%. This indicates that XONE experiences smaller price fluctuations and is considered to be less risky than XSVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XONEXSVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

1.40%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.37%

3.38%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

0.56%

4.59%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.86%

7.17%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.86%

7.17%

-6.31%

XONE vs. XSVN - Expense Ratio Comparison

XONE has a 0.03% expense ratio, which is lower than XSVN's 0.05% 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%.


Dividends

XONE vs. XSVN - Dividend Comparison

XONE's dividend yield for the trailing twelve months is around 4.06%, which matches XSVN's 4.10% yield.


PositionTTM2025202420232022
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
4.06%4.33%5.21%4.46%1.17%
XSVN
BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF
4.10%4.06%4.17%3.49%1.04%

Frequently Asked Questions


XONE and XSVN have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSVN has higher volatility (1.40%) compared to XONE (0.18%). In terms of maximum drawdown, XONE dropped -0.40% vs XSVN's -9.45%.

On 3-year performance, XONE leads with 4.51% vs 2.88% for XSVN. On fees, XONE is cheaper at 0.03% per year. On volatility, XONE has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XONE has performed better with a 4.51% return vs 2.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XONE is cheaper with a 0.03% expense ratio, compared with 0.05% for XSVN.

XSVN has the higher dividend yield at 4.10%, compared with 4.06% for XONE.

XONE tracks Bloomberg US Treasury 1 Year Target Duration Index, while XSVN tracks Bloomberg US Treasury 7 Year Target Duration Index. Their fees differ too: 0.03% for XONE and 0.05% for XSVN.

XONE currently has the higher Sharpe Ratio (6.43 vs 0.69), 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 XONE and XSVN

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