XSVN vs. FAAR
XSVN (BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - XSVN is a Government Bonds fund tracking the Bloomberg US Treasury 7 Year Target Duration Index, while FAAR is a Commodities fund actively managed by First Trust. XSVN is passively managed, while FAAR is actively managed. Over the past 3 years, XSVN returned 3.12%/yr vs 8.41%/yr for FAAR. Their -0.13 correlation means they have often moved in opposite directions in the past. XSVN charges 0.05%/yr vs 0.95%/yr for FAAR.
Performance
XSVN vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, XSVN achieves a -1.18% return, which is significantly lower than FAAR's 14.32% return.
XSVN
- 1D
- 0.20%
- 1M
- -1.14%
- 6M
- -0.81%
- YTD
- -1.18%
- 1Y
- 0.90%
- 3Y*
- 3.12%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.18%
FAAR
- 1D
- -1.43%
- 1M
- -2.21%
- 6M
- 6.89%
- YTD
- 14.32%
- 1Y
- 20.01%
- 3Y*
- 8.41%
- 5Y*
- 7.00%
- 10Y*
- 4.20%
- ALL TIME*
- 4.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.39M | $1.09M | $1.71M | |
| $2.74M | $3.08M | $3.27M |
XSVN vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF | -1.18% | 8.18% | -0.35% | 3.91% | -1.76% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 14.32% | 8.07% | 5.97% | -5.63% | -1.42% |
Correlation
The correlation between XSVN and FAAR is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.30 |
Correlation (3Y) Balances recent behavior with more history. | -0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | -0.13 |
The correlation between XSVN and FAAR shifts across timeframes, from -0.30 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSVN vs. FAAR — Risk / Return Rank
XSVN
FAAR
XSVN vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| XSVN | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | 2.00 | -1.77 |
| Martin ratioReturn relative to average drawdown | 0.52 | 6.00 | -5.47 |
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Drawdowns
XSVN vs. FAAR - Drawdown Comparison
The maximum XSVN drawdown since its inception was -9.45%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for XSVN and FAAR.
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Drawdown Indicators
| XSVN | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.45% | -18.03% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -10.08% | +6.07% |
Max Drawdown (3Y)Largest decline over 3 years | -6.61% | -11.54% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -3.34% | -10.08% | +6.74% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -7.83% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 3.35% | -1.64% |
Volatility
XSVN vs. FAAR - Volatility Comparison
The current volatility for BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) is 1.20%, while First Trust Alternative Absolute Return Strategy ETF (FAAR) has a volatility of 2.52%. This indicates that XSVN experiences smaller price fluctuations and is considered to be less risky than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSVN | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 2.52% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 9.47% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 12.76% | -8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 11.89% | -4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.10% | 11.55% | -4.45% |
XSVN vs. FAAR - Expense Ratio Comparison
XSVN has a 0.05% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
XSVN vs. FAAR - Dividend Comparison
XSVN's dividend yield for the trailing twelve months is around 4.05%, less than FAAR's 10.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 10.01% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF | 4.05% | 4.06% | 4.17% | 3.49% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSVN and FAAR have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAAR has higher volatility (2.52%) compared to XSVN (1.20%). In terms of maximum drawdown, XSVN dropped -9.45% vs FAAR's -18.03%.
On 3-year performance, FAAR leads with 8.41% vs 3.12% for XSVN. On fees, XSVN is cheaper at 0.05% per year. On volatility, XSVN has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FAAR has performed better with a 8.41% return vs 3.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XSVN is cheaper with a 0.05% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 10.01%, compared with 4.05% for XSVN.
XSVN is categorized as Government Bonds, while FAAR is Commodities. They also come from different issuers: BondBloxx and First Trust. Their fees differ too: 0.05% for XSVN and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (1.58 vs 0.20), 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.
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