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XTWO vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTWO vs. GGOV - Performance Comparison

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

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Returns By Period

In the year-to-date period, XTWO achieves a 0.41% return, which is significantly lower than GGOV's 2.30% return.


XTWO

1D
-0.03%
1M
0.08%
YTD
0.41%
6M
0.67%
1Y
3.42%
3Y*
4.12%
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)

XTWO vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between XTWO and GGOV is 0.53, 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

0.53

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Return for Risk

XTWO vs. GGOV — Risk / Return Rank

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

XTWO
XTWO Risk / Return Rank: 8080
Overall Rank
XTWO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XTWO Sortino Ratio Rank: 9090
Sortino Ratio Rank
XTWO Omega Ratio Rank: 8484
Omega Ratio Rank
XTWO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XTWO Martin Ratio Rank: 7272
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.

XTWO vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) 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.


XTWOGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

3.78

Martin ratioReturn relative to average drawdown

13.59

XTWO vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XTWOGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.74

-0.11

+1.85

Drawdowns

XTWO vs. GGOV - Drawdown Comparison

The maximum XTWO drawdown since its inception was -1.73%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for XTWO and GGOV.


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Drawdown Indicators


XTWOGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-1.73%

-4.69%

+2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-1.18%

Current Drawdown

Current decline from peak

-0.38%

-1.50%

+1.12%

Average Drawdown

Average peak-to-trough decline

-0.40%

-1.59%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

XTWO vs. GGOV - Volatility Comparison


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Volatility by Period


XTWOGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

5.38%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.16%

5.38%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.16%

5.38%

-3.22%

XTWO vs. GGOV - Expense Ratio Comparison

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


Dividends

XTWO vs. GGOV - Dividend Comparison

XTWO's dividend yield for the trailing twelve months is around 4.05%, 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%
XTWO
BondBloxx Bloomberg Two Year Target Duration US Treasury ETF
4.05%4.24%4.54%4.07%1.13%

Frequently Asked Questions


XTWO and GGOV have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XTWO has the higher dividend yield at 4.05%, compared with 0.00% for GGOV.

XTWO 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 XTWO and 0.39% for GGOV.

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