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XTEN vs. HYSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTEN vs. HYSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN) and Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA). The values are adjusted to include any dividend payments, if applicable.

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XTEN vs. HYSA - Yearly Performance Comparison


2026 (YTD)202520242023
XTEN
Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF
-0.11%7.37%-2.15%5.62%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
-0.98%8.37%6.71%5.98%

Returns By Period

In the year-to-date period, XTEN achieves a -0.11% return, which is significantly higher than HYSA's -0.98% return.


XTEN

1D
0.17%
1M
-3.09%
YTD
-0.11%
6M
0.41%
1Y
2.68%
3Y*
1.32%
5Y*
10Y*

HYSA

1D
0.95%
1M
-2.16%
YTD
-0.98%
6M
-0.13%
1Y
5.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTEN vs. HYSA - Expense Ratio Comparison

XTEN has a 0.08% expense ratio, which is lower than HYSA's 0.55% expense ratio.


Return for Risk

XTEN vs. HYSA — Risk / Return Rank

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

XTEN
XTEN Risk / Return Rank: 2222
Overall Rank
XTEN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XTEN Sortino Ratio Rank: 2121
Sortino Ratio Rank
XTEN Omega Ratio Rank: 1919
Omega Ratio Rank
XTEN Calmar Ratio Rank: 2626
Calmar Ratio Rank
XTEN Martin Ratio Rank: 2222
Martin Ratio Rank

HYSA
HYSA Risk / Return Rank: 6060
Overall Rank
HYSA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYSA Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYSA Omega Ratio Rank: 5555
Omega Ratio Rank
HYSA Calmar Ratio Rank: 6363
Calmar Ratio Rank
HYSA Martin Ratio Rank: 6767
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.

XTEN vs. HYSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN) and Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA). 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.


XTENHYSADifference

Sharpe ratio

Return per unit of total volatility

0.38

0.95

-0.58

Sortino ratio

Return per unit of downside risk

0.57

1.44

-0.87

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.13

Calmar ratio

Return relative to maximum drawdown

0.60

1.48

-0.88

Martin ratio

Return relative to average drawdown

1.45

6.34

-4.89

XTEN vs. HYSA - Sharpe Ratio Comparison

The current XTEN Sharpe Ratio is 0.38, which is lower than the HYSA Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XTEN and HYSA, 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


XTENHYSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.95

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

1.30

-1.13

Correlation

The correlation between XTEN and HYSA is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XTEN vs. HYSA - Dividend Comparison

XTEN's dividend yield for the trailing twelve months is around 4.22%, less than HYSA's 6.81% yield.


TTM2025202420232022
XTEN
Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF
4.22%4.05%4.21%3.71%1.04%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.81%6.70%6.99%2.65%0.00%

Drawdowns

XTEN vs. HYSA - Drawdown Comparison

The maximum XTEN drawdown since its inception was -13.86%, which is greater than HYSA's maximum drawdown of -4.90%. Use the drawdown chart below to compare losses from any high point for XTEN and HYSA.


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Drawdown Indicators


XTENHYSADifference

Max Drawdown

Largest peak-to-trough decline

-13.86%

-4.90%

-8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-4.03%

-1.24%

Current Drawdown

Current decline from peak

-3.09%

-2.16%

-0.93%

Average Drawdown

Average peak-to-trough decline

-4.07%

-0.69%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

0.94%

+1.22%

Volatility

XTEN vs. HYSA - Volatility Comparison

Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN) has a higher volatility of 2.54% compared to Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) at 2.10%. This indicates that XTEN's price experiences larger fluctuations and is considered to be riskier than HYSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTENHYSADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.10%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

3.53%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

6.00%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

6.17%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

6.17%

+3.53%