XSVN vs. XONE
Compare and contrast key facts about Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE).
XSVN and XONE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSVN is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 7 Year Target Duration Index. It was launched on Sep 13, 2022. XONE is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 1 Year Duration Index - Benchmark TR Gross. It was launched on Sep 13, 2022. Both XSVN and XONE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSVN or XONE.
Key characteristics
| XSVN | XONE | |
|---|---|---|
| YTD Return | 0.85% | 4.10% |
| 1Y Return | 7.05% | 5.39% |
| Sharpe Ratio | 0.87 | 6.63 |
| Sortino Ratio | 1.29 | 13.18 |
| Omega Ratio | 1.15 | 3.27 |
| Calmar Ratio | 0.85 | 18.87 |
| Martin Ratio | 2.63 | 78.88 |
| Ulcer Index | 2.30% | 0.07% |
| Daily Std Dev | 6.95% | 0.81% |
| Max Drawdown | -9.44% | -0.40% |
| Current Drawdown | -4.29% | 0.00% |
Correlation
The correlation between XSVN and XONE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XSVN vs. XONE - Performance Comparison
In the year-to-date period, XSVN achieves a 0.85% return, which is significantly lower than XONE's 4.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XSVN vs. XONE - Expense Ratio Comparison
XSVN has a 0.05% expense ratio, which is higher than XONE'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%.
Risk-Adjusted Performance
XSVN vs. XONE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). 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.
Dividends
XSVN vs. XONE - Dividend Comparison
XSVN's dividend yield for the trailing twelve months is around 4.11%, less than XONE's 5.34% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
XSVN Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF | 4.11% | 3.49% | 1.04% |
XONE Bondbloxx Bloomberg One Year Target Duration US Treasury ETF | 5.34% | 4.46% | 1.17% |
Drawdowns
XSVN vs. XONE - Drawdown Comparison
The maximum XSVN drawdown since its inception was -9.44%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for XSVN and XONE. For additional features, visit the drawdowns tool.
Volatility
XSVN vs. XONE - Volatility Comparison
Bondbloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a higher volatility of 1.90% compared to Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.12%. This indicates that XSVN's price experiences larger fluctuations and is considered to be riskier than XONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.