PortfoliosLab logoPortfoliosLab logo
XTEN vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTEN vs. VGLT - 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 Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XTEN achieves a -0.54% return, which is significantly lower than VGLT's -0.41% return.


XTEN

1D
-0.35%
1M
0.25%
YTD
-0.54%
6M
-1.22%
1Y
4.81%
3Y*
1.73%
5Y*
10Y*

VGLT

1D
-0.40%
1M
0.71%
YTD
-0.41%
6M
-1.68%
1Y
5.25%
3Y*
-0.72%
5Y*
-5.30%
10Y*
-1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTEN vs. VGLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTEN
BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF
-0.54%7.37%-2.15%4.00%-2.94%
VGLT
Vanguard Long-Term Treasury ETF
-0.41%5.35%-6.28%3.27%-5.92%

Correlation

The correlation between XTEN and VGLT is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.98

The correlation between XTEN and VGLT has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XTEN vs. VGLT — Risk / Return Rank

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

XTEN
XTEN Risk / Return Rank: 2121
Overall Rank
XTEN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XTEN Sortino Ratio Rank: 2121
Sortino Ratio Rank
XTEN Omega Ratio Rank: 2020
Omega Ratio Rank
XTEN Calmar Ratio Rank: 2121
Calmar Ratio Rank
XTEN Martin Ratio Rank: 2121
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1818
Overall Rank
VGLT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1717
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1616
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1818
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1818
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. VGLT - 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 Vanguard Long-Term Treasury ETF (VGLT). 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.


XTENVGLTDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratioReturn relative to maximum drawdown

0.89

0.75

+0.14

Martin ratioReturn relative to average drawdown

2.59

1.96

+0.63

XTEN vs. VGLT - Sharpe Ratio Comparison

The current XTEN Sharpe Ratio is 0.75, which is comparable to the VGLT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of XTEN and VGLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XTENVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.59

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.19

-0.03

Drawdowns

XTEN vs. VGLT - Drawdown Comparison

The maximum XTEN drawdown since its inception was -13.86%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for XTEN and VGLT.


Loading charts...

Drawdown Indicators


XTENVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-13.86%

-46.18%

+32.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-7.01%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-11.15%

-17.68%

+6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

Current Drawdown

Current decline from peak

-3.51%

-36.83%

+33.32%

Average Drawdown

Average peak-to-trough decline

-4.03%

-15.06%

+11.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.68%

-0.82%

Volatility

XTEN vs. VGLT - Volatility Comparison

The current volatility for BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN) is 2.05%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 2.59%. This indicates that XTEN experiences smaller price fluctuations and is considered to be less risky than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XTENVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

2.59%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

5.94%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

8.88%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

14.58%

-5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.56%

13.81%

-4.25%

XTEN vs. VGLT - Expense Ratio Comparison

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


Dividends

XTEN vs. VGLT - Dividend Comparison

XTEN's dividend yield for the trailing twelve months is around 4.40%, less than VGLT's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
VGLT
Vanguard Long-Term Treasury ETF
4.61%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%
XTEN
BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF
4.40%4.05%4.21%3.71%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, XTEN and VGLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VGLT has higher volatility (2.59%) compared to XTEN (2.05%). In terms of maximum drawdown, XTEN dropped -13.86% vs VGLT's -46.18%.

On 3-year performance, XTEN leads with 1.73% vs -0.72% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, XTEN has been the lower-risk option at 2.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XTEN has performed better with a 1.73% return vs -0.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.07% for XTEN.

VGLT has the higher dividend yield at 4.61%, compared with 4.40% for XTEN.

XTEN tracks Bloomberg US Treasury 10 Year Target Duration Index, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: BondBloxx and Vanguard. Their fees differ too: 0.07% for XTEN and 0.03% for VGLT.

XTEN currently has the higher Sharpe Ratio (0.75 vs 0.59), 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

Find the right allocation for XTEN and VGLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer