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XTRE vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTRE vs. TFLO - 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 Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XTRE achieves a -0.09% return, which is significantly lower than TFLO's 1.81% return.


XTRE

1D
0.10%
1M
0.19%
YTD
-0.09%
6M
0.10%
1Y
2.61%
3Y*
4.01%
5Y*
10Y*

TFLO

1D
0.02%
1M
0.31%
YTD
1.81%
6M
1.91%
1Y
3.99%
3Y*
4.72%
5Y*
3.68%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTRE vs. TFLO - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTRE
BondBloxx Bloomberg Three Year Target Duration US Treasury ETF
-0.09%6.05%3.05%4.44%-0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
1.81%4.22%5.34%5.12%1.11%

Correlation

The correlation between XTRE and TFLO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

0.01

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Return for Risk

XTRE vs. TFLO — Risk / Return Rank

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

XTRE
XTRE Risk / Return Rank: 3636
Overall Rank
XTRE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XTRE Sortino Ratio Rank: 3939
Sortino Ratio Rank
XTRE Omega Ratio Rank: 3535
Omega Ratio Rank
XTRE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XTRE Martin Ratio Rank: 3333
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
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.

XTRE vs. TFLO - 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 Treasury Floating Rate Bond ETF (TFLO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XTRETFLODifference
Sharpe ratioReturn per unit of total volatility

-12.90

Sortino ratioReturn per unit of downside risk

-49.26

Omega ratioGain probability vs. loss probability

1.22

14.01

-12.79

Calmar ratioReturn relative to maximum drawdown

1.71

202.27

-200.55

Martin ratioReturn relative to average drawdown

4.50

827.47

-822.97

XTRE vs. TFLO - Sharpe Ratio Comparison

The current XTRE Sharpe Ratio is 1.22, which is lower than the TFLO Sharpe Ratio of 14.11. The chart below compares the historical Sharpe Ratios of XTRE and TFLO, 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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Drawdowns

XTRE vs. TFLO - Drawdown Comparison

The maximum XTRE drawdown since its inception was -2.89%, smaller than the maximum TFLO drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for XTRE and TFLO.


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Drawdown Indicators


XTRETFLODifference

Max Drawdown

Largest peak-to-trough decline

-2.89%

-5.01%

+2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-0.02%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-2.00%

-0.04%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

Current Drawdown

Current decline from peak

-1.16%

0.00%

-1.16%

Average Drawdown

Average peak-to-trough decline

-0.83%

-0.10%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.00%

+0.58%

Volatility

XTRE vs. TFLO - Volatility Comparison

BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) has a higher volatility of 0.72% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.08%. This indicates that XTRE's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTRETFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.08%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

0.20%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

0.29%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

0.35%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

0.46%

+2.85%

XTRE vs. TFLO - Expense Ratio Comparison

XTRE has a 0.05% expense ratio, which is lower than TFLO's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XTRE vs. TFLO - Dividend Comparison

XTRE's dividend yield for the trailing twelve months is around 4.01%, more than TFLO's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
TFLO
iShares Treasury Floating Rate Bond ETF
3.89%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%
XTRE
BondBloxx Bloomberg Three Year Target Duration US Treasury ETF
4.01%3.85%4.19%3.97%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTRE and TFLO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XTRE has higher volatility (0.72%) compared to TFLO (0.08%). In terms of maximum drawdown, XTRE dropped -2.89% vs TFLO's -5.01%.

On 3-year performance, TFLO leads with 4.72% vs 4.01% for XTRE. On fees, XTRE is cheaper at 0.05% per year. On volatility, TFLO has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TFLO has performed better with a 4.72% return vs 4.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTRE is cheaper with a 0.05% expense ratio, compared with 0.15% for TFLO.

XTRE has the higher dividend yield at 4.01%, compared with 3.89% for TFLO.

XTRE tracks Bloomberg US Treasury 3 Year Target Duration Index, while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XTRE and 0.15% for TFLO.

TFLO currently has the higher Sharpe Ratio (14.11 vs 1.22), 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

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