XTWY vs. SWPPX
Compare and contrast key facts about Bondbloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) and Schwab S&P 500 Index Fund (SWPPX).
XTWY is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 20 Year Target Duration Index. It was launched on Sep 13, 2022. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997. Both XTWY and SWPPX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XTWY vs. SWPPX - Performance Comparison
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XTWY vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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%
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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
XTWY
SWPPX
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.
| XTWY | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 0.84 | -0.98 |
Sortino ratioReturn per unit of downside risk | -0.10 | 1.30 | -1.40 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.06 | -1.13 |
Martin ratioReturn relative to average drawdown | -0.15 | 5.14 | -5.28 |
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
| XTWY | SWPPX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| XTWY | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.85% | -8.89% | -5.96% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -10.00% | -2.08% |
Ulcer IndexDepth 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
| XTWY | SWPPX | Difference | |
|---|---|---|---|
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% |