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XSVN vs. XTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSVN vs. XTWO - 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 Bloomberg Two Year Target Duration US Treasury ETF (XTWO). 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 XTWO's 0.41% return.


XSVN

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

XTWO

1D
-0.03%
1M
0.08%
YTD
0.41%
6M
0.67%
1Y
3.42%
3Y*
4.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVN vs. XTWO - 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%
XTWO
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF
0.41%5.17%3.92%4.27%0.17%

Correlation

The correlation between XSVN and XTWO is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.82

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

0.84

The correlation between XSVN and XTWO has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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Return for Risk

XSVN vs. XTWO — 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

XTWO
XTWO Risk / Return Rank: 8080
Overall Rank
XTWO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XTWO Sortino Ratio Rank: 9090
Sortino Ratio Rank
XTWO Omega Ratio Rank: 8484
Omega Ratio Rank
XTWO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XTWO Martin Ratio Rank: 7272
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. XTWO - 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 Bloomberg Two Year Target Duration US Treasury ETF (XTWO). 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.


XSVNXTWODifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

1.16

1.52

-0.36

Calmar ratioReturn relative to maximum drawdown

1.06

3.78

-2.72

Martin ratioReturn relative to average drawdown

3.18

13.59

-10.41

XSVN vs. XTWO - Sharpe Ratio Comparison

The current XSVN Sharpe Ratio is 0.91, which is lower than the XTWO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of XSVN and XTWO, 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


XSVNXTWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.52

-1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.74

-1.39

Drawdowns

XSVN vs. XTWO - Drawdown Comparison

The maximum XSVN drawdown since its inception was -9.45%, which is greater than XTWO's maximum drawdown of -1.73%. Use the drawdown chart below to compare losses from any high point for XSVN and XTWO.


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Drawdown Indicators


XSVNXTWODifference

Max Drawdown

Largest peak-to-trough decline

-9.45%

-1.73%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-4.01%

-0.91%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-7.09%

-1.18%

-5.91%

Current Drawdown

Current decline from peak

-2.75%

-0.38%

-2.37%

Average Drawdown

Average peak-to-trough decline

-2.55%

-0.40%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.25%

+1.08%

Volatility

XSVN vs. XTWO - Volatility Comparison

BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a higher volatility of 1.54% compared to BondBloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) at 0.36%. This indicates that XSVN's price experiences larger fluctuations and is considered to be riskier than XTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSVNXTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

0.36%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

0.95%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

1.37%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

2.16%

+5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

2.16%

+5.03%

XSVN vs. XTWO - Expense Ratio Comparison

Both XSVN and XTWO have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XSVN vs. XTWO - Dividend Comparison

XSVN's dividend yield for the trailing twelve months is around 4.10%, more than XTWO's 4.05% yield.


PositionTTM2025202420232022
XSVN
BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF
4.10%4.06%4.17%3.49%1.04%
XTWO
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF
4.05%4.24%4.54%4.07%1.13%

Frequently Asked Questions


XSVN and XTWO have a correlation of 0.87, 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 XTWO (0.36%). In terms of maximum drawdown, XSVN dropped -9.45% vs XTWO's -1.73%.

On 3-year performance, XTWO leads with 4.12% vs 2.75% for XSVN. Both ETFs have the same 0.05% expense ratio. On volatility, XTWO has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XTWO has performed better with a 4.12% return vs 2.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSVN and XTWO have the same expense ratio: 0.05% per year.

XSVN has the higher dividend yield at 4.10%, compared with 4.05% for XTWO.

XSVN tracks Bloomberg US Treasury 7 Year Target Duration Index, while XTWO tracks Bloomberg US Treasury 2 Year Target Duration Index.

XTWO currently has the higher Sharpe Ratio (2.52 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.

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