XTWO vs. GSST

In the year-to-date period, XTWO achieves a 2.20% return, which is significantly higher than GSST's 2.06% return.

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XTWO has a 0.05% expense ratio, which is lower than GSST's 0.16% 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%.

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) and Goldman Sachs Access Ultra Short Bond ETF (GSST). 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.

The current XTWO Sharpe Ratio is 3.31, which is lower than the GSST Sharpe Ratio of 7.63. The chart below compares the historical Sharpe Ratios of XTWO and GSST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XTWO's dividend yield for the trailing twelve months is around 4.46%, less than GSST's 5.22% yield.

The maximum XTWO drawdown since its inception was -1.73%, smaller than the maximum GSST drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for XTWO and GSST.

Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) has a higher volatility of 0.53% compared to Goldman Sachs Access Ultra Short Bond ETF (GSST) at 0.23%. This indicates that XTWO's price experiences larger fluctuations and is considered to be riskier than GSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.