PortfoliosLab logoPortfoliosLab logo
XTRE vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTRE vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) and iShares Global Government Bond USD Hedged Active ETF (GGOV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XTRE achieves a -0.06% return, which is significantly lower than GGOV's 2.30% return.


XTRE

1D
-0.10%
1M
-0.07%
YTD
-0.06%
6M
0.07%
1Y
3.25%
3Y*
3.89%
5Y*
10Y*

GGOV

1D
-0.16%
1M
0.60%
YTD
2.30%
6M
-1.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTRE vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between XTRE and GGOV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.58

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

XTRE vs. GGOV — Risk / Return Rank

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

XTRE
XTRE Risk / Return Rank: 4444
Overall Rank
XTRE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XTRE Sortino Ratio Rank: 4949
Sortino Ratio Rank
XTRE Omega Ratio Rank: 4444
Omega Ratio Rank
XTRE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XTRE Martin Ratio Rank: 4040
Martin Ratio Rank

GGOV
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.

XTRE vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) and iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.


XTREGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.14

Martin ratioReturn relative to average drawdown

6.25

XTRE vs. GGOV - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


XTREGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

-0.11

+1.21

Drawdowns

XTRE vs. GGOV - Drawdown Comparison

The maximum XTRE drawdown since its inception was -2.89%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for XTRE and GGOV.


Loading charts...

Drawdown Indicators


XTREGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-2.89%

-4.69%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-2.00%

Current Drawdown

Current decline from peak

-1.13%

-1.50%

+0.37%

Average Drawdown

Average peak-to-trough decline

-0.83%

-1.59%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

XTRE vs. GGOV - Volatility Comparison


Loading charts...

Volatility by Period


XTREGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

5.38%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

5.38%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

5.38%

-2.06%

XTRE vs. GGOV - Expense Ratio Comparison

XTRE has a 0.05% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

XTRE vs. GGOV - Dividend Comparison

XTRE's dividend yield for the trailing twelve months is around 4.01%, while GGOV has not paid dividends to shareholders.


PositionTTM2025202420232022
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%0.00%
XTRE
BondBloxx Bloomberg Three Year Target Duration US Treasury ETF
4.01%3.85%4.19%3.97%1.16%

Frequently Asked Questions


XTRE and GGOV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XTRE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XTRE is cheaper with a 0.05% expense ratio, compared with 0.39% for GGOV.

XTRE has the higher dividend yield at 4.01%, compared with 0.00% for GGOV.

XTRE is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XTRE and 0.39% for GGOV.

Portfolio Optimizer

Find the right allocation for XTRE and GGOV

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