XSVN vs. TLTX

Last updated Jun 24, 2026

XSVN (BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF) and TLTX (Global X Treasury Bond Enhanced Income ETF) are both Government Bonds funds. XSVN is passively managed, while TLTX is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. XSVN charges 0.05%/yr vs 0.29%/yr for TLTX.

Performance

XSVN vs. TLTX - 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 Global X Treasury Bond Enhanced Income ETF (TLTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSVN achieves a -0.43% return, which is significantly lower than TLTX's 1.13% return.

XSVN

• 1D: 0.13%
• 1M: 0.65%
• YTD: -0.43%
• 6M: -0.37%
• 1Y: 3.14%
• 3Y*: 2.88%
• 5Y*: —
• 10Y*: —

TLTX

• 1D: -1.58%
• 1M: 2.06%
• YTD: 1.13%
• 6M: 1.09%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XSVN vs. TLTX - Yearly Performance Comparison

	2026 (YTD)	2025
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF	-0.43%	4.37%
TLTX Global X Treasury Bond Enhanced Income ETF	1.13%	6.02%

Correlation

The correlation between XSVN and TLTX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025	0.56

Return for Risk

XSVN vs. TLTX — Risk / Return Rank

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

XSVN

XSVN Risk / Return Rank: 19
XSVN Sharpe Ratio Rank: 21
XSVN Sortino Ratio Rank: 20
XSVN Omega Ratio Rank: 18
XSVN Calmar Ratio Rank: 19
XSVN Martin Ratio Rank: 19

TLTX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TLTX - 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 Global X Treasury Bond Enhanced Income ETF (TLTX). 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	TLTX	Difference
Sharpe ratio: Return per unit of total volatility	0.69	—	—
Sortino ratio: Return per unit of downside risk	1.04	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.79	—	—
Martin ratio: Return relative to average drawdown	2.16	—	—

Drawdowns

XSVN vs. TLTX - Drawdown Comparison

The maximum XSVN drawdown since its inception was -9.45%, which is greater than TLTX's maximum drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for XSVN and TLTX.

Drawdown Indicators

	XSVN	TLTX	Difference
Max Drawdown Largest peak-to-trough decline	-9.45%	-6.35%	-3.10%
Max Drawdown (1Y) Largest decline over 1 year	-4.01%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-7.09%	—	—
Current Drawdown Current decline from peak	-2.61%	-2.62%	+0.01%
Average Drawdown Average peak-to-trough decline	-2.55%	-2.29%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	—	—

Volatility

Volatility by Period

	XSVN	TLTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.59%	9.26%	-4.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.17%	9.26%	-2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.17%	9.26%	-2.09%

XSVN vs. TLTX - Expense Ratio Comparison

XSVN has a 0.05% expense ratio, which is lower than TLTX's 0.29% expense ratio.

Dividends

XSVN vs. TLTX - Dividend Comparison

XSVN's dividend yield for the trailing twelve months is around 4.10%, less than TLTX's 17.25% yield.

Position	TTM	2025	2024	2023	2022
TLTX Global X Treasury Bond Enhanced Income ETF	17.25%	7.54%	0.00%	0.00%	0.00%
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF	4.10%	4.06%	4.17%	3.49%	1.04%

Frequently Asked Questions

Can I hold both XSVN and TLTX in my portfolio?

XSVN and TLTX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSVN or TLTX?

On fees, XSVN is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XSVN or TLTX?

XSVN is cheaper with a 0.05% expense ratio, compared with 0.29% for TLTX.

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

TLTX has the higher dividend yield at 17.25%, compared with 4.10% for XSVN.

What is the main difference between XSVN and TLTX?

They also come from different issuers: BondBloxx and Global X. Their fees differ too: 0.05% for XSVN and 0.29% for TLTX.