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XSVN vs. VGLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSVN vs. VGLT - 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 Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

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XSVN vs. VGLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSVN
Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF
-0.14%8.18%-0.35%3.91%-1.71%
VGLT
Vanguard Long-Term Treasury ETF
-0.14%5.35%-6.28%3.27%-5.92%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with XSVN at -0.14% and VGLT at -0.14%.


XSVN

1D
-0.10%
1M
-1.76%
YTD
-0.14%
6M
0.49%
1Y
3.65%
3Y*
2.54%
5Y*
10Y*

VGLT

1D
-0.05%
1M
-3.18%
YTD
-0.14%
6M
-0.79%
1Y
-0.40%
3Y*
-1.59%
5Y*
-4.89%
10Y*
-0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSVN vs. VGLT - Expense Ratio Comparison

XSVN has a 0.05% expense ratio, which is higher than VGLT's 0.03% 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%.


Return for Risk

XSVN vs. VGLT — Risk / Return Rank

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

XSVN
XSVN Risk / Return Rank: 3434
Overall Rank
XSVN Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XSVN Sortino Ratio Rank: 3333
Sortino Ratio Rank
XSVN Omega Ratio Rank: 2828
Omega Ratio Rank
XSVN Calmar Ratio Rank: 4343
Calmar Ratio Rank
XSVN Martin Ratio Rank: 3131
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1111
Overall Rank
VGLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1010
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1313
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1313
Martin Ratio Rank
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. VGLT - 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 Vanguard Long-Term Treasury ETF (VGLT). 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.


XSVNVGLTDifference

Sharpe ratio

Return per unit of total volatility

0.71

-0.04

+0.74

Sortino ratio

Return per unit of downside risk

1.05

0.02

+1.03

Omega ratio

Gain probability vs. loss probability

1.12

1.00

+0.12

Calmar ratio

Return relative to maximum drawdown

1.25

0.04

+1.20

Martin ratio

Return relative to average drawdown

3.10

0.09

+3.00

XSVN vs. VGLT - Sharpe Ratio Comparison

The current XSVN Sharpe Ratio is 0.71, which is higher than the VGLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of XSVN and VGLT, 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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Sharpe Ratios by Period


XSVNVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

-0.04

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.19

+0.19

Correlation

The correlation between XSVN and VGLT is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XSVN vs. VGLT - Dividend Comparison

XSVN's dividend yield for the trailing twelve months is around 4.08%, less than VGLT's 4.54% yield.


TTM20252024202320222021202020192018201720162015
XSVN
Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF
4.08%4.06%4.17%3.49%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.54%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Drawdowns

XSVN vs. VGLT - Drawdown Comparison

The maximum XSVN drawdown since its inception was -9.45%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for XSVN and VGLT.


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Drawdown Indicators


XSVNVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-9.45%

-46.18%

+36.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-8.48%

+5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

Current Drawdown

Current decline from peak

-2.33%

-36.66%

+34.33%

Average Drawdown

Average peak-to-trough decline

-2.56%

-14.83%

+12.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

3.86%

-2.58%

Volatility

XSVN vs. VGLT - Volatility Comparison

The current volatility for Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) is 1.83%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 3.45%. This indicates that XSVN experiences smaller price fluctuations and is considered to be less risky than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSVNVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

3.45%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

6.00%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

10.32%

-5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.29%

14.59%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.29%

13.84%

-6.55%