XSVN vs. BIV
Compare and contrast key facts about Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) and Vanguard Intermediate-Term Bond ETF (BIV).
XSVN and BIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSVN is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 7 Year Target Duration Index. It was launched on Sep 13, 2022. BIV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5. It was launched on Apr 3, 2007. Both XSVN and BIV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSVN or BIV.
Key characteristics
| XSVN | BIV | |
|---|---|---|
| YTD Return | 0.85% | 2.47% |
| 1Y Return | 7.05% | 9.23% |
| Sharpe Ratio | 0.87 | 1.37 |
| Sortino Ratio | 1.29 | 2.04 |
| Omega Ratio | 1.15 | 1.24 |
| Calmar Ratio | 0.85 | 0.53 |
| Martin Ratio | 2.63 | 4.85 |
| Ulcer Index | 2.30% | 1.72% |
| Daily Std Dev | 6.95% | 6.07% |
| Max Drawdown | -9.44% | -18.94% |
| Current Drawdown | -4.29% | -7.99% |
Correlation
The correlation between XSVN and BIV is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XSVN vs. BIV - Performance Comparison
In the year-to-date period, XSVN achieves a 0.85% return, which is significantly lower than BIV's 2.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XSVN vs. BIV - Expense Ratio Comparison
XSVN has a 0.05% expense ratio, which is higher than BIV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XSVN vs. BIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) and Vanguard Intermediate-Term Bond ETF (BIV). 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.
Dividends
XSVN vs. BIV - Dividend Comparison
XSVN's dividend yield for the trailing twelve months is around 4.11%, more than BIV's 3.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSVN Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF | 4.11% | 3.49% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIV Vanguard Intermediate-Term Bond ETF | 3.66% | 3.10% | 2.41% | 3.42% | 2.96% | 2.75% | 2.87% | 2.69% | 2.38% | 3.02% | 3.96% | 4.21% |
Drawdowns
XSVN vs. BIV - Drawdown Comparison
The maximum XSVN drawdown since its inception was -9.44%, smaller than the maximum BIV drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for XSVN and BIV. For additional features, visit the drawdowns tool.
Volatility
XSVN vs. BIV - Volatility Comparison
Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a higher volatility of 1.90% compared to Vanguard Intermediate-Term Bond ETF (BIV) at 1.65%. This indicates that XSVN's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.