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XTWY vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTWY vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) 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, XTWY achieves a -4.63% return, which is significantly lower than GGOV's 2.49% return.


XTWY

1D
-0.90%
1M
-5.01%
6M
-4.62%
YTD
-4.63%
1Y
-4.02%
3Y*
-3.43%
5Y*
10Y*
ALL TIME*
-4.67%

GGOV

1D
0.00%
1M
-0.22%
6M
2.93%
YTD
2.49%
1Y
-0.54%
3Y*
5Y*
10Y*
ALL TIME*
-0.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$61.82M$62.54M$76.81M
$1.02M$1.21M$1.83M

XTWY vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between XTWY and GGOV is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.61

The correlation between XTWY and GGOV has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.

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Return for Risk

XTWY vs. GGOV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XTWY
XTWY Risk / Return Rank: 77
Overall Rank
XTWY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XTWY Sortino Ratio Rank: 77
Sortino Ratio Rank
XTWY Omega Ratio Rank: 77
Omega Ratio Rank
XTWY Calmar Ratio Rank: 88
Calmar Ratio Rank
XTWY Martin Ratio Rank: 77
Martin Ratio Rank

GGOV
GGOV Risk / Return Rank: 1111
Overall Rank
GGOV Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGOV Omega Ratio Rank: 1010
Omega Ratio Rank
GGOV Calmar Ratio Rank: 1111
Calmar Ratio Rank
GGOV Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XTWY vs. GGOV - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XTWYGGOVDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

0.97

1.01

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.26

0.01

-0.28

Martin ratioReturn relative to average drawdown

-0.57

0.03

-0.59

XTWY vs. GGOV - Sharpe Ratio Comparison

The current XTWY Sharpe Ratio is -0.23, which is lower than the GGOV Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of XTWY and GGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XTWY vs. GGOV - Drawdown Comparison

The maximum XTWY drawdown since its inception was -25.92%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for XTWY and GGOV.


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Drawdown Indicators


XTWYGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-25.92%

-4.69%

-21.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.89%

-4.69%

-5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.22%

Current Drawdown

Current decline from peak

-18.88%

-1.32%

-17.56%

Average Drawdown

Average peak-to-trough decline

-12.35%

-1.54%

-10.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

2.15%

+2.44%

Volatility

XTWY vs. GGOV - Volatility Comparison

BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) has a higher volatility of 3.06% compared to iShares Global Government Bond USD Hedged Active ETF (GGOV) at 0.77%. This indicates that XTWY's price experiences larger fluctuations and is considered to be riskier than GGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTWYGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

0.77%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

3.57%

+4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

5.25%

+5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

5.09%

+12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

5.09%

+12.32%

XTWY vs. GGOV - Expense Ratio Comparison

XTWY has a 0.13% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

XTWY vs. GGOV - Dividend Comparison

XTWY's dividend yield for the trailing twelve months is around 4.93%, 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%
XTWY
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF
4.49%4.56%4.65%3.86%1.08%

Frequently Asked Questions


XTWY and GGOV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XTWY has higher volatility (3.06%) compared to GGOV (0.77%). In terms of maximum drawdown, XTWY dropped -25.92% vs GGOV's -4.69%.

On 1-year performance, GGOV leads with -0.54% vs -4.02% for XTWY. On fees, XTWY is cheaper at 0.12% per year. On volatility, GGOV has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GGOV has performed better with a -0.54% return vs -4.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTWY is cheaper with a 0.12% expense ratio, compared with 0.39% for GGOV.

XTWY has the higher dividend yield at 4.49%, compared with 0.00% for GGOV.

XTWY is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.12% for XTWY and 0.39% for GGOV.

GGOV currently has the higher Sharpe Ratio (0.01 vs -0.23), 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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