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XSVN vs. XEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSVN vs. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSVN achieves a -0.57% return, which is significantly lower than XEMD's 2.75% return.


XSVN

1D
-0.24%
1M
-0.07%
YTD
-0.57%
6M
-1.04%
1Y
4.22%
3Y*
2.75%
5Y*
10Y*

XEMD

1D
-0.37%
1M
1.21%
YTD
2.75%
6M
3.27%
1Y
11.88%
3Y*
11.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVN vs. XEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSVN
BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF
-0.57%8.18%-0.35%3.91%-1.71%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
2.75%13.98%8.77%10.26%1.30%

Correlation

The correlation between XSVN and XEMD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.62

The correlation between XSVN and XEMD has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

XSVN vs. XEMD — Risk / Return Rank

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

XSVN
XSVN Risk / Return Rank: 2525
Overall Rank
XSVN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XSVN Sortino Ratio Rank: 2525
Sortino Ratio Rank
XSVN Omega Ratio Rank: 2424
Omega Ratio Rank
XSVN Calmar Ratio Rank: 2323
Calmar Ratio Rank
XSVN Martin Ratio Rank: 2424
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 7979
Overall Rank
XEMD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 8686
Sortino Ratio Rank
XEMD Omega Ratio Rank: 8383
Omega Ratio Rank
XEMD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XEMD Martin Ratio Rank: 7878
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. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.


XSVNXEMDDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

1.16

1.51

-0.35

Calmar ratioReturn relative to maximum drawdown

1.06

3.39

-2.33

Martin ratioReturn relative to average drawdown

3.18

15.27

-12.09

XSVN vs. XEMD - Sharpe Ratio Comparison

The current XSVN Sharpe Ratio is 0.91, which is lower than the XEMD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of XSVN and XEMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XSVNXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.57

-1.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.39

-1.05

Drawdowns

XSVN vs. XEMD - Drawdown Comparison

The maximum XSVN drawdown since its inception was -9.45%, smaller than the maximum XEMD drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for XSVN and XEMD.


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Drawdown Indicators


XSVNXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-9.45%

-10.01%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.01%

-3.52%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-7.09%

-4.31%

-2.78%

Current Drawdown

Current decline from peak

-2.75%

-0.37%

-2.38%

Average Drawdown

Average peak-to-trough decline

-2.55%

-1.26%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.78%

+0.55%

Volatility

XSVN vs. XEMD - Volatility Comparison

BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a higher volatility of 1.54% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 1.43%. This indicates that XSVN's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSVNXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.43%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

3.70%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

4.66%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

6.88%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

6.88%

+0.31%

XSVN vs. XEMD - Expense Ratio Comparison

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


Dividends

XSVN vs. XEMD - Dividend Comparison

XSVN's dividend yield for the trailing twelve months is around 4.10%, less than XEMD's 5.82% yield.


PositionTTM2025202420232022
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
5.82%6.15%6.30%6.19%3.08%
XSVN
BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF
4.10%4.06%4.17%3.49%1.04%

Frequently Asked Questions


XSVN and XEMD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSVN has higher volatility (1.54%) compared to XEMD (1.43%). In terms of maximum drawdown, XSVN dropped -9.45% vs XEMD's -10.01%.

On 3-year performance, XEMD leads with 11.23% vs 2.75% for XSVN. On fees, XSVN is cheaper at 0.05% per year. On volatility, XEMD has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XEMD has performed better with a 11.23% return vs 2.75%. 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 0.29% for XEMD.

XEMD has the higher dividend yield at 5.82%, compared with 4.10% for XSVN.

XSVN is categorized as Government Bonds, while XEMD is Emerging Markets Bonds. XSVN tracks Bloomberg US Treasury 7 Year Target Duration Index, while XEMD tracks JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. Their fees differ too: 0.05% for XSVN and 0.29% for XEMD.

XEMD currently has the higher Sharpe Ratio (2.57 vs 0.91), 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.

Portfolio Optimizer

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