XSVN vs. FTGC
XSVN (BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - XSVN is a Government Bonds fund tracking the Bloomberg US Treasury 7 Year Target Duration Index, while FTGC is a Commodities fund actively managed by First Trust. XSVN is passively managed, while FTGC is actively managed. Over the past 3 years, XSVN returned 2.88%/yr vs 14.26%/yr for FTGC. At a correlation of -0.08, they often move in opposite directions. XSVN charges 0.05%/yr vs 0.95%/yr for FTGC.
Performance
XSVN vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, XSVN achieves a -0.43% return, which is significantly lower than FTGC's 18.86% return.
XSVN
- 1D
- 0.13%
- 1M
- 0.65%
- YTD
- -0.43%
- 6M
- -0.37%
- 1Y
- 3.14%
- 3Y*
- 2.88%
- 5Y*
- —
- 10Y*
- —
FTGC
- 1D
- -1.14%
- 1M
- -7.37%
- YTD
- 18.86%
- 6M
- 17.54%
- 1Y
- 28.18%
- 3Y*
- 14.26%
- 5Y*
- 12.29%
- 10Y*
- 7.15%
XSVN vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF | -0.43% | 8.18% | -0.35% | 3.91% | -1.76% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 18.86% | 14.61% | 9.96% | -5.36% | 0.43% |
Correlation
The correlation between XSVN and FTGC is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | -0.08 |
The correlation between XSVN and FTGC shifts across timeframes, from -0.22 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSVN vs. FTGC — Risk / Return Rank
XSVN
FTGC
XSVN vs. FTGC - 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 Global Tactical Commodity Strategy Fund (FTGC). 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 | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.32 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.60 | -1.82 |
| Martin ratioReturn relative to average drawdown | 2.16 | 9.67 | -7.51 |
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Drawdowns
XSVN vs. FTGC - Drawdown Comparison
The maximum XSVN drawdown since its inception was -9.45%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for XSVN and FTGC.
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Drawdown Indicators
| XSVN | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.45% | -59.47% | +50.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -10.87% | +6.86% |
Max Drawdown (3Y)Largest decline over 3 years | -7.09% | -10.87% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -2.61% | -10.87% | +8.26% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -27.34% | +24.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 2.94% | -1.48% |
Volatility
XSVN vs. FTGC - Volatility Comparison
The current volatility for BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) is 1.40%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 3.07%. This indicates that XSVN experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSVN | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 3.07% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.38% | 13.21% | -9.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 15.70% | -11.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 15.87% | -8.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.17% | 14.71% | -7.54% |
XSVN vs. FTGC - Expense Ratio Comparison
XSVN has a 0.05% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
XSVN vs. FTGC - Dividend Comparison
XSVN's dividend yield for the trailing twelve months is around 4.10%, less than FTGC's 16.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.13% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF | 4.10% | 4.06% | 4.17% | 3.49% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSVN and FTGC have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTGC has higher volatility (3.07%) compared to XSVN (1.40%). In terms of maximum drawdown, XSVN dropped -9.45% vs FTGC's -59.47%.
On 3-year performance, FTGC leads with 14.26% vs 2.88% for XSVN. On fees, XSVN is cheaper at 0.05% per year. On volatility, XSVN has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FTGC has performed better with a 14.26% return vs 2.88%. 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 FTGC.
FTGC has the higher dividend yield at 16.13%, compared with 4.10% for XSVN.
XSVN is categorized as Government Bonds, while FTGC is Commodities. They also come from different issuers: BondBloxx and First Trust. Their fees differ too: 0.05% for XSVN and 0.95% for FTGC.
FTGC currently has the higher Sharpe Ratio (1.82 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.
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