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XSVN vs. BIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSVN and BIV is 0.11, 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.


Performance

XSVN vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) and Vanguard Intermediate-Term Bond ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XSVN:

0.84

BIV:

1.16

Sortino Ratio

XSVN:

1.17

BIV:

1.65

Omega Ratio

XSVN:

1.14

BIV:

1.19

Calmar Ratio

XSVN:

0.78

BIV:

0.50

Martin Ratio

XSVN:

1.69

BIV:

2.78

Ulcer Index

XSVN:

3.06%

BIV:

2.22%

Daily Std Dev

XSVN:

6.56%

BIV:

5.52%

Max Drawdown

XSVN:

-9.45%

BIV:

-18.95%

Current Drawdown

XSVN:

-2.34%

BIV:

-5.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with XSVN having a 3.26% return and BIV slightly lower at 3.16%.


XSVN

YTD

3.26%

1M

-0.72%

6M

1.82%

1Y

5.44%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BIV

YTD

3.16%

1M

-0.26%

6M

2.16%

1Y

6.35%

3Y*

1.77%

5Y*

-0.61%

10Y*

1.84%

*Annualized

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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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XSVN vs. BIV — Risk-Adjusted Performance Rank

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

XSVN
The Risk-Adjusted Performance Rank of XSVN is 6565
Overall Rank
The Sharpe Ratio Rank of XSVN is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of XSVN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of XSVN is 6060
Omega Ratio Rank
The Calmar Ratio Rank of XSVN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of XSVN is 5050
Martin Ratio Rank

BIV
The Risk-Adjusted Performance Rank of BIV is 7676
Overall Rank
The Sharpe Ratio Rank of BIV is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BIV is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BIV is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BIV is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current XSVN Sharpe Ratio is 0.84, which is comparable to the BIV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of XSVN and BIV, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XSVN vs. BIV - Dividend Comparison

XSVN's dividend yield for the trailing twelve months is around 4.19%, more than BIV's 3.86% yield.


TTM20242023202220212020201920182017201620152014
XSVN
Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF
4.19%4.17%3.49%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIV
Vanguard Intermediate-Term Bond ETF
3.86%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%

Drawdowns

XSVN vs. BIV - Drawdown Comparison

The maximum XSVN drawdown since its inception was -9.45%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for XSVN and BIV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XSVN vs. BIV - Volatility Comparison

Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a higher volatility of 1.87% compared to Vanguard Intermediate-Term Bond ETF (BIV) at 1.57%. 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.


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