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XTRE vs. XHYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTRE vs. XHYH - 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 BondBloxx US High Yield Healthcare Sector ETF (XHYH). 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 -0.06% return, which is significantly lower than XHYH's 1.24% return.


XTRE

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

XHYH

1D
0.00%
1M
-0.31%
YTD
1.24%
6M
1.22%
1Y
7.57%
3Y*
9.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTRE vs. XHYH - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTRE
BondBloxx Bloomberg Three Year Target Duration US Treasury ETF
-0.06%6.05%3.05%4.44%0.03%
XHYH
BondBloxx US High Yield Healthcare Sector ETF
1.24%10.30%9.65%12.93%1.02%

Correlation

The correlation between XTRE and XHYH is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.41

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

0.38

Over the past year, the correlation between XTRE and XHYH has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

XTRE vs. XHYH — 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

XHYH
XHYH Risk / Return Rank: 6262
Overall Rank
XHYH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XHYH Sortino Ratio Rank: 6666
Sortino Ratio Rank
XHYH Omega Ratio Rank: 6161
Omega Ratio Rank
XHYH Calmar Ratio Rank: 6363
Calmar Ratio Rank
XHYH 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.

XTRE vs. XHYH - 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 BondBloxx US High Yield Healthcare Sector ETF (XHYH). 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.


XTREXHYHDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.14

3.09

-0.95

Martin ratioReturn relative to average drawdown

6.25

12.30

-6.06

XTRE vs. XHYH - Sharpe Ratio Comparison

The current XTRE Sharpe Ratio is 1.52, which is comparable to the XHYH Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XTRE and XHYH, 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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Sharpe Ratios by Period


XTREXHYHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.88

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.53

+0.56

Drawdowns

XTRE vs. XHYH - Drawdown Comparison

The maximum XTRE drawdown since its inception was -2.89%, smaller than the maximum XHYH drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for XTRE and XHYH.


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Drawdown Indicators


XTREXHYHDifference

Max Drawdown

Largest peak-to-trough decline

-2.89%

-17.84%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-2.62%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-2.00%

-5.09%

+3.09%

Current Drawdown

Current decline from peak

-1.13%

-0.51%

-0.62%

Average Drawdown

Average peak-to-trough decline

-0.83%

-4.62%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.66%

-0.14%

Volatility

XTRE vs. XHYH - Volatility Comparison

The current volatility for BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) is 0.63%, while BondBloxx US High Yield Healthcare Sector ETF (XHYH) has a volatility of 0.87%. This indicates that XTRE experiences smaller price fluctuations and is considered to be less risky than XHYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTREXHYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.87%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

3.15%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

4.32%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

8.55%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

8.55%

-5.23%

XTRE vs. XHYH - Expense Ratio Comparison

XTRE has a 0.05% expense ratio, which is lower than XHYH's 0.35% expense ratio.


Dividends

XTRE vs. XHYH - Dividend Comparison

XTRE's dividend yield for the trailing twelve months is around 4.01%, less than XHYH's 6.58% yield.


PositionTTM2025202420232022
XHYH
BondBloxx US High Yield Healthcare Sector ETF
6.58%6.95%6.95%7.73%6.99%
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 XHYH have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XHYH has higher volatility (0.87%) compared to XTRE (0.63%). In terms of maximum drawdown, XTRE dropped -2.89% vs XHYH's -17.84%.

On 3-year performance, XHYH leads with 9.88% vs 3.89% for XTRE. On fees, XTRE is cheaper at 0.05% per year. On volatility, XTRE has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XHYH has performed better with a 9.88% return vs 3.89%. 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 0.35% for XHYH.

XHYH has the higher dividend yield at 6.58%, compared with 4.01% for XTRE.

XTRE is categorized as Government Bonds, while XHYH is High Yield Bonds. XTRE tracks Bloomberg US Treasury 3 Year Target Duration Index, while XHYH tracks ICE Diversified US Cash Pay High Yield Healthcare Index. Their fees differ too: 0.05% for XTRE and 0.35% for XHYH.

XHYH currently has the higher Sharpe Ratio (1.88 vs 1.52), 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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