XTWO vs. XSVN
XTWO (BondBloxx Bloomberg Two Year Target Duration US Treasury ETF) and XSVN (BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF) are both Government Bonds funds from BondBloxx - XTWO tracks the Bloomberg US Treasury 2 Year Target Duration Index while XSVN tracks the Bloomberg US Treasury 7 Year Target Duration Index. Both are passively managed. Over the past 3 years, XTWO returned 4.12%/yr vs 2.75%/yr for XSVN. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.05% expense ratio.
Performance
XTWO vs. XSVN - Performance Comparison
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Returns By Period
In the year-to-date period, XTWO achieves a 0.41% return, which is significantly higher than XSVN's -0.57% return.
XTWO
- 1D
- -0.03%
- 1M
- 0.08%
- YTD
- 0.41%
- 6M
- 0.67%
- 1Y
- 3.42%
- 3Y*
- 4.12%
- 5Y*
- —
- 10Y*
- —
XSVN
- 1D
- -0.24%
- 1M
- -0.07%
- YTD
- -0.57%
- 6M
- -1.04%
- 1Y
- 4.22%
- 3Y*
- 2.75%
- 5Y*
- —
- 10Y*
- —
XTWO vs. XSVN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTWO BondBloxx Bloomberg Two Year Target Duration US Treasury ETF | 0.41% | 5.17% | 3.92% | 4.27% | 0.17% |
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF | -0.57% | 8.18% | -0.35% | 3.91% | -1.71% |
Correlation
The correlation between XTWO and XSVN is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.84 |
The correlation between XTWO and XSVN has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
XTWO vs. XSVN — Risk / Return Rank
XTWO
XSVN
XTWO vs. XSVN - 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 BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN). 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.
| XTWO | XSVN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.16 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 1.06 | +2.72 |
| Martin ratioReturn relative to average drawdown | 13.59 | 3.18 | +10.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XTWO | XSVN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 0.91 | +1.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.74 | 0.35 | +1.39 |
Drawdowns
XTWO vs. XSVN - Drawdown Comparison
The maximum XTWO drawdown since its inception was -1.73%, smaller than the maximum XSVN drawdown of -9.45%. Use the drawdown chart below to compare losses from any high point for XTWO and XSVN.
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Drawdown Indicators
| XTWO | XSVN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.73% | -9.45% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -0.91% | -4.01% | +3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -7.09% | +5.91% |
Current DrawdownCurrent decline from peak | -0.38% | -2.75% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -0.40% | -2.55% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.33% | -1.08% |
Volatility
XTWO vs. XSVN - Volatility Comparison
The current volatility for BondBloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) is 0.36%, while BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF (XSVN) has a volatility of 1.54%. This indicates that XTWO experiences smaller price fluctuations and is considered to be less risky than XSVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTWO | XSVN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | 1.54% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 0.95% | 3.22% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.37% | 4.65% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.16% | 7.19% | -5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.16% | 7.19% | -5.03% |
XTWO vs. XSVN - Expense Ratio Comparison
Both XTWO and XSVN have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XTWO vs. XSVN - Dividend Comparison
XTWO's dividend yield for the trailing twelve months is around 4.05%, less than XSVN's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XSVN BondBloxx Bloomberg Seven Year Target Duration US Treasury ETF | 4.10% | 4.06% | 4.17% | 3.49% | 1.04% |
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 XSVN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XSVN has higher volatility (1.54%) compared to XTWO (0.36%). In terms of maximum drawdown, XTWO dropped -1.73% vs XSVN's -9.45%.
On 3-year performance, XTWO leads with 4.12% vs 2.75% for XSVN. Both ETFs have the same 0.05% expense ratio. On volatility, XTWO has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XTWO has performed better with a 4.12% return vs 2.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XTWO and XSVN have the same expense ratio: 0.05% per year.
XSVN has the higher dividend yield at 4.10%, compared with 4.05% for XTWO.
XTWO tracks Bloomberg US Treasury 2 Year Target Duration Index, while XSVN tracks Bloomberg US Treasury 7 Year Target Duration Index.
XTWO currently has the higher Sharpe Ratio (2.52 vs 0.91), 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.
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