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XTWO vs. XTRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTWO vs. XTRE - 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 Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE). The values are adjusted to include any dividend payments, if applicable.

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XTWO vs. XTRE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTWO
Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF
0.27%5.17%3.92%4.27%0.17%
XTRE
Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF
0.11%6.05%3.05%4.44%0.03%

Returns By Period

In the year-to-date period, XTWO achieves a 0.27% return, which is significantly higher than XTRE's 0.11% return.


XTWO

1D
0.09%
1M
-0.52%
YTD
0.27%
6M
1.41%
1Y
3.79%
3Y*
3.99%
5Y*
10Y*

XTRE

1D
0.10%
1M
-0.97%
YTD
0.11%
6M
1.24%
1Y
3.90%
3Y*
3.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTWO vs. XTRE - Expense Ratio Comparison

Both XTWO and XTRE 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%.


Return for Risk

XTWO vs. XTRE — Risk / Return Rank

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

XTWO
XTWO Risk / Return Rank: 9696
Overall Rank
XTWO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XTWO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XTWO Omega Ratio Rank: 9696
Omega Ratio Rank
XTWO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XTWO Martin Ratio Rank: 9595
Martin Ratio Rank

XTRE
XTRE Risk / Return Rank: 8383
Overall Rank
XTRE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XTRE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XTRE Omega Ratio Rank: 7979
Omega Ratio Rank
XTRE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XTRE Martin Ratio Rank: 8080
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.

XTWO vs. XTRE - 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 Three Year Target Duration US Treasury ETF (XTRE). 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.


XTWOXTREDifference

Sharpe ratio

Return per unit of total volatility

2.44

1.63

+0.82

Sortino ratio

Return per unit of downside risk

3.86

2.50

+1.36

Omega ratio

Gain probability vs. loss probability

1.51

1.31

+0.21

Calmar ratio

Return relative to maximum drawdown

4.19

2.61

+1.58

Martin ratio

Return relative to average drawdown

15.27

8.99

+6.28

XTWO vs. XTRE - Sharpe Ratio Comparison

The current XTWO Sharpe Ratio is 2.44, which is higher than the XTRE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of XTWO and XTRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XTWOXTREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.63

+0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

1.15

+0.63

Correlation

The correlation between XTWO and XTRE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XTWO vs. XTRE - Dividend Comparison

XTWO's dividend yield for the trailing twelve months is around 4.10%, more than XTRE's 3.89% yield.


Drawdowns

XTWO vs. XTRE - Drawdown Comparison

The maximum XTWO drawdown since its inception was -1.73%, smaller than the maximum XTRE drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for XTWO and XTRE.


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Drawdown Indicators


XTWOXTREDifference

Max Drawdown

Largest peak-to-trough decline

-1.73%

-2.89%

+1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

-1.53%

+0.62%

Current Drawdown

Current decline from peak

-0.52%

-0.97%

+0.45%

Average Drawdown

Average peak-to-trough decline

-0.40%

-0.82%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.44%

-0.19%

Volatility

XTWO vs. XTRE - Volatility Comparison

The current volatility for Bondbloxx Bloomberg Two Year Target Duration US Treasury ETF (XTWO) is 0.56%, while Bondbloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) has a volatility of 0.84%. This indicates that XTWO experiences smaller price fluctuations and is considered to be less risky than XTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTWOXTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

0.84%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

1.44%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

1.56%

2.41%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.20%

3.37%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.20%

3.37%

-1.17%