XSVN vs. IBTF

Last updated Jun 3, 2026

XSVN (BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF) and IBTF (iShares iBonds Dec 2025 Term Treasury ETF) are both Government Bonds funds - XSVN tracks the Bloomberg US Treasury 7 Year Target Duration Index while IBTF tracks the ICE 2025 Maturity US Treasury Index. Both are passively managed. Over the past 3 years, XSVN returned 2.83%/yr vs 3.66%/yr for IBTF. A 0.55 correlation means they provide meaningful diversification when combined. XSVN charges 0.05%/yr vs 0.07%/yr for IBTF.

Performance

XSVN vs. IBTF - 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 iShares iBonds Dec 2025 Term Treasury ETF (IBTF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XSVN

• 1D: 0.06%
• 1M: -0.18%
• YTD: -0.33%
• 6M: -0.63%
• 1Y: 4.31%
• 3Y*: 2.83%
• 5Y*: —
• 10Y*: —

IBTF

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.09%
• 1Y: 2.14%
• 3Y*: 3.66%
• 5Y*: 0.90%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVN vs. IBTF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF	-0.33%	8.18%	-0.35%	3.91%	-1.71%
IBTF iShares iBonds Dec 2025 Term Treasury ETF	0.00%	3.81%	4.60%	4.12%	0.08%

Correlation

The correlation between XSVN and IBTF is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022	0.55

The correlation between XSVN and IBTF shifts across timeframes, from -0.01 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XSVN vs. IBTF — Risk / Return Rank

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

XSVN

XSVN Risk / Return Rank: 24
XSVN Sharpe Ratio Rank: 26
XSVN Sortino Ratio Rank: 26
XSVN Omega Ratio Rank: 24
XSVN Calmar Ratio Rank: 22
XSVN Martin Ratio Rank: 23

IBTF

IBTF Risk / Return Rank: 99
IBTF Sharpe Ratio Rank: 99
IBTF Sortino Ratio Rank: 99
IBTF Omega Ratio Rank: 100
IBTF Calmar Ratio Rank: 100
IBTF Martin Ratio Rank: 99

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.

XSVN vs. IBTF - 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 iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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.

	XSVN	IBTF	Difference
Sharpe ratio Return per unit of total volatility	0.93	7.08	-6.14
Sortino ratio Return per unit of downside risk	1.41	20.07	-18.66
Omega ratio Gain probability vs. loss probability	1.16	6.23	-5.07
Calmar ratio Return relative to maximum drawdown	0.99	59.41	-58.41
Martin ratio Return relative to average drawdown	3.02	269.70	-266.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSVN vs. IBTF - Sharpe Ratio Comparison

The current XSVN Sharpe Ratio is 0.93, which is lower than the IBTF Sharpe Ratio of 7.08. The chart below compares the historical Sharpe Ratios of XSVN and IBTF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XSVN	IBTF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	7.08	-6.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.44	-0.09

Drawdowns

XSVN vs. IBTF - Drawdown Comparison

The maximum XSVN drawdown since its inception was -9.45%, smaller than the maximum IBTF drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for XSVN and IBTF.

Drawdown Indicators

	XSVN	IBTF	Difference
Max Drawdown Largest peak-to-trough decline	-9.45%	-10.45%	+1.00%
Max Drawdown (1Y) Largest decline over 1 year	-4.01%	-0.04%	-3.97%
Max Drawdown (3Y) Largest decline over 3 years	-7.09%	-0.67%	-6.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-9.53%	—
Current Drawdown Current decline from peak	-2.51%	0.00%	-2.51%
Average Drawdown Average peak-to-trough decline	-2.55%	-3.33%	+0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	0.01%	+1.31%

Volatility

XSVN vs. IBTF - Volatility Comparison

BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a higher volatility of 1.56% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that XSVN's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSVN	IBTF	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.56%	0.00%	+1.56%
Volatility (6M) Calculated over the trailing 6-month period	3.25%	0.19%	+3.06%
Volatility (1Y) Calculated over the trailing 1-year period	4.65%	0.36%	+4.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.19%	2.38%	+4.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.19%	2.56%	+4.63%

XSVN vs. IBTF - Expense Ratio Comparison

XSVN has a 0.05% expense ratio, which is lower than IBTF's 0.07% 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

XSVN vs. IBTF - Dividend Comparison

XSVN's dividend yield for the trailing twelve months is around 4.09%, more than IBTF's 2.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
IBTF iShares iBonds Dec 2025 Term Treasury ETF	2.08%	3.83%	4.32%	4.03%	1.93%	0.57%	0.59%
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF	4.09%	4.06%	4.17%	3.49%	1.04%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XSVN and IBTF in my portfolio?

XSVN and IBTF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XSVN or IBTF?

XSVN has higher volatility (1.56%) compared to IBTF (0.00%). In terms of maximum drawdown, XSVN dropped -9.45% vs IBTF's -10.45%.

Which ETF is better, XSVN or IBTF?

On 3-year performance, IBTF leads with 3.66% vs 2.83% for XSVN. On fees, XSVN is cheaper at 0.05% per year. On volatility, IBTF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XSVN or IBTF?

Over the 3-year period, IBTF has performed better with a 3.66% return vs 2.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XSVN or IBTF?

XSVN is cheaper with a 0.05% expense ratio, compared with 0.07% for IBTF.

Which ETF pays a higher dividend yield, XSVN or IBTF?

XSVN has the higher dividend yield at 4.09%, compared with 2.08% for IBTF.

What is the main difference between XSVN and IBTF?

XSVN tracks Bloomberg US Treasury 7 Year Target Duration Index, while IBTF tracks ICE 2025 Maturity US Treasury Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XSVN and 0.07% for IBTF.

Which has better risk-adjusted returns?

IBTF currently has the higher Sharpe Ratio (7.08 vs 0.93), 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.