XTWO vs. XHLF
Compare and contrast key facts about Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF).
XTWO and XHLF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTWO is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 2 Year Target Duration Index. It was launched on Sep 13, 2022. XHLF is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 6 Month Duration Index. It was launched on Sep 13, 2022. Both XTWO and XHLF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTWO or XHLF.
Correlation
The correlation between XTWO and XHLF is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XTWO vs. XHLF - Performance Comparison
Key characteristics
XTWO:
2.48
XHLF:
12.12
XTWO:
3.89
XHLF:
37.53
XTWO:
1.56
XHLF:
8.45
XTWO:
4.04
XHLF:
84.82
XTWO:
9.42
XHLF:
472.96
XTWO:
0.51%
XHLF:
0.01%
XTWO:
1.93%
XHLF:
0.42%
XTWO:
-1.73%
XHLF:
-0.11%
XTWO:
0.00%
XHLF:
0.00%
Returns By Period
In the year-to-date period, XTWO achieves a 0.66% return, which is significantly higher than XHLF's 0.57% return.
XTWO
0.66%
0.57%
1.30%
4.91%
N/A
N/A
XHLF
0.57%
0.35%
2.26%
5.03%
N/A
N/A
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XTWO vs. XHLF - Expense Ratio Comparison
XTWO has a 0.05% expense ratio, which is higher than XHLF's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XTWO vs. XHLF — Risk-Adjusted Performance Rank
XTWO
XHLF
XTWO vs. XHLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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.
Dividends
XTWO vs. XHLF - Dividend Comparison
XTWO's dividend yield for the trailing twelve months is around 4.45%, less than XHLF's 4.83% yield.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
XTWO Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF | 4.45% | 4.54% | 4.07% | 1.13% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 4.83% | 4.97% | 4.51% | 0.86% |
Drawdowns
XTWO vs. XHLF - Drawdown Comparison
The maximum XTWO drawdown since its inception was -1.73%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for XTWO and XHLF. For additional features, visit the drawdowns tool.
Volatility
XTWO vs. XHLF - Volatility Comparison
Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) has a higher volatility of 0.39% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.12%. This indicates that XTWO's price experiences larger fluctuations and is considered to be riskier than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.