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 managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTWY or SWPPX.
Key characteristics
| XTWY | SWPPX | |
|---|---|---|
| YTD Return | 2.86% | 18.96% |
| 1Y Return | 12.48% | 28.26% |
| Sharpe Ratio | 0.60 | 2.20 |
| Daily Std Dev | 19.43% | 12.76% |
| Max Drawdown | -25.92% | -55.06% |
| Current Drawdown | -4.91% | -0.62% |
Correlation
The correlation between XTWY and SWPPX is 0.14, 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.
Performance
XTWY vs. SWPPX - Performance Comparison
In the year-to-date period, XTWY achieves a 2.86% return, which is significantly lower than SWPPX's 18.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
XTWY vs. SWPPX - Risk-Adjusted Performance 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.
Dividends
XTWY vs. SWPPX - Dividend Comparison
XTWY's dividend yield for the trailing twelve months is around 4.02%, more than SWPPX's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTWY Bondbloxx Bloomberg Twenty Year Target Duration US Treasury ETF | 4.02% | 3.86% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.20% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
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. For additional features, visit the drawdowns tool.
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 4.06% and 3.89%, 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.