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XTEN vs. SCHQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTEN vs. SCHQ - 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 Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

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XTEN vs. SCHQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTEN
Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF
-0.11%7.37%-2.15%4.00%-2.94%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.06%5.50%-6.44%3.43%-6.00%

Returns By Period

In the year-to-date period, XTEN achieves a -0.11% return, which is significantly lower than SCHQ's -0.06% return.


XTEN

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

SCHQ

1D
-0.03%
1M
-3.98%
YTD
-0.06%
6M
-0.50%
1Y
0.41%
3Y*
-1.56%
5Y*
-4.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTEN vs. SCHQ - Expense Ratio Comparison

XTEN has a 0.08% expense ratio, which is higher than SCHQ'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

XTEN vs. SCHQ — 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

SCHQ
SCHQ Risk / Return Rank: 1313
Overall Rank
SCHQ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1212
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1515
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1515
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. SCHQ - 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 Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.


XTENSCHQDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.04

+0.34

Sortino ratio

Return per unit of downside risk

0.57

0.12

+0.45

Omega ratio

Gain probability vs. loss probability

1.07

1.02

+0.05

Calmar ratio

Return relative to maximum drawdown

0.60

0.14

+0.46

Martin ratio

Return relative to average drawdown

1.45

0.31

+1.15

XTEN vs. SCHQ - Sharpe Ratio Comparison

The current XTEN Sharpe Ratio is 0.38, which is higher than the SCHQ Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of XTEN and SCHQ, 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


XTENSCHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.04

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.25

+0.42

Correlation

The correlation between XTEN and SCHQ is 0.97, 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

XTEN vs. SCHQ - Dividend Comparison

XTEN's dividend yield for the trailing twelve months is around 4.22%, less than SCHQ's 4.63% yield.


TTM2025202420232022202120202019
XTEN
Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF
4.22%4.05%4.21%3.71%1.04%0.00%0.00%0.00%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.63%4.54%4.58%3.79%2.88%1.69%1.51%0.44%

Drawdowns

XTEN vs. SCHQ - Drawdown Comparison

The maximum XTEN drawdown since its inception was -13.86%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for XTEN and SCHQ.


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Drawdown Indicators


XTENSCHQDifference

Max Drawdown

Largest peak-to-trough decline

-13.86%

-46.13%

+32.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-8.46%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-40.93%

Current Drawdown

Current decline from peak

-3.09%

-36.58%

+33.49%

Average Drawdown

Average peak-to-trough decline

-4.07%

-26.08%

+22.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.87%

-1.71%

Volatility

XTEN vs. SCHQ - Volatility Comparison

The current volatility for Bondbloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN) is 2.54%, while Schwab Long-Term U.S. Treasury ETF (SCHQ) has a volatility of 3.46%. This indicates that XTEN experiences smaller price fluctuations and is considered to be less risky than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTENSCHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

3.46%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

5.99%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

10.39%

-3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

14.56%

-4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

15.49%

-5.79%