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XTWY vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTWY vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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XTWY vs. SWPPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTWY
Bondbloxx Bloomberg Twenty Year Target Duration US Treasury ETF
0.11%2.52%-10.25%2.73%-8.01%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-1.13%

Returns By Period

In the year-to-date period, XTWY achieves a 0.11% return, which is significantly higher than SWPPX's -7.07% return.


XTWY

1D
-0.19%
1M
-4.91%
YTD
0.11%
6M
-1.62%
1Y
-1.96%
3Y*
-4.30%
5Y*
10Y*

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTWY vs. SWPPX - Expense Ratio Comparison

XTWY has a 0.13% expense ratio, which is higher than SWPPX's 0.02% 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%.


Return for Risk

XTWY vs. SWPPX — Risk / Return Rank

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

XTWY
XTWY Risk / Return Rank: 99
Overall Rank
XTWY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XTWY Sortino Ratio Rank: 88
Sortino Ratio Rank
XTWY Omega Ratio Rank: 88
Omega Ratio Rank
XTWY Calmar Ratio Rank: 1111
Calmar Ratio Rank
XTWY Martin Ratio Rank: 1111
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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.

XTWY vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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.


XTWYSWPPXDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.84

-0.98

Sortino ratio

Return per unit of downside risk

-0.10

1.30

-1.40

Omega ratio

Gain probability vs. loss probability

0.99

1.20

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.07

1.06

-1.13

Martin ratio

Return relative to average drawdown

-0.15

5.14

-5.28

XTWY vs. SWPPX - Sharpe Ratio Comparison

The current XTWY Sharpe Ratio is -0.14, which is lower than the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of XTWY and SWPPX, 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


XTWYSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.84

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.48

-0.70

Correlation

The correlation between XTWY and SWPPX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XTWY vs. SWPPX - Dividend Comparison

XTWY's dividend yield for the trailing twelve months is around 4.64%, more than SWPPX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
XTWY
Bondbloxx Bloomberg Twenty Year Target Duration US Treasury ETF
4.64%4.56%4.65%3.86%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

XTWY vs. SWPPX - Drawdown Comparison

The maximum XTWY drawdown since its inception was -25.92%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for XTWY and SWPPX.


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Drawdown Indicators


XTWYSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-25.92%

-55.06%

+29.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-12.10%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

Current Drawdown

Current decline from peak

-14.85%

-8.89%

-5.96%

Average Drawdown

Average peak-to-trough decline

-12.08%

-10.00%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

2.49%

+3.27%

Volatility

XTWY vs. SWPPX - Volatility Comparison

Bondbloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.27% and 4.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTWYSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

4.29%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

9.11%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

18.14%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.93%

16.89%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

18.19%

-0.26%