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XTWY vs. TLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTWY vs. TLTX - 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 Global X Treasury Bond Enhanced Income ETF (TLTX). 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 0.98% return, which is significantly lower than TLTX's 1.13% return.


XTWY

1D
0.11%
1M
2.79%
YTD
0.98%
6M
0.48%
1Y
3.85%
3Y*
-3.26%
5Y*
10Y*

TLTX

1D
-1.58%
1M
2.06%
YTD
1.13%
6M
1.09%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTWY vs. TLTX - Yearly Performance Comparison


Correlation

The correlation between XTWY and TLTX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.65

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Return for Risk

XTWY vs. TLTX — Risk / Return Rank

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

XTWY
XTWY Risk / Return Rank: 1313
Overall Rank
XTWY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XTWY Sortino Ratio Rank: 1313
Sortino Ratio Rank
XTWY Omega Ratio Rank: 1212
Omega Ratio Rank
XTWY Calmar Ratio Rank: 1313
Calmar Ratio Rank
XTWY Martin Ratio Rank: 1313
Martin Ratio Rank

TLTX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TLTX - 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 Global X Treasury Bond Enhanced Income ETF (TLTX). 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.


XTWYTLTXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.41

Martin ratioReturn relative to average drawdown

0.94

XTWY vs. TLTX - Sharpe Ratio Comparison


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Drawdowns

XTWY vs. TLTX - Drawdown Comparison

The maximum XTWY drawdown since its inception was -25.92%, which is greater than TLTX's maximum drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for XTWY and TLTX.


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Drawdown Indicators


XTWYTLTXDifference

Max Drawdown

Largest peak-to-trough decline

-25.92%

-6.35%

-19.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

Max Drawdown (3Y)

Largest decline over 3 years

-22.16%

Current Drawdown

Current decline from peak

-14.11%

-2.62%

-11.49%

Average Drawdown

Average peak-to-trough decline

-12.25%

-2.29%

-9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

Volatility

XTWY vs. TLTX - Volatility Comparison


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Volatility by Period


XTWYTLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

9.26%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

9.26%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

9.26%

+8.28%

XTWY vs. TLTX - Expense Ratio Comparison

XTWY has a 0.13% expense ratio, which is lower than TLTX's 0.29% expense ratio.


Dividends

XTWY vs. TLTX - Dividend Comparison

XTWY's dividend yield for the trailing twelve months is around 4.63%, less than TLTX's 17.25% yield.


PositionTTM2025202420232022
TLTX
Global X Treasury Bond Enhanced Income ETF
17.25%7.54%0.00%0.00%0.00%
XTWY
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF
4.63%4.56%4.65%3.86%1.08%

Frequently Asked Questions


XTWY and TLTX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XTWY is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XTWY is cheaper with a 0.12% expense ratio, compared with 0.29% for TLTX.

TLTX has the higher dividend yield at 17.25%, compared with 4.63% for XTWY.

They also come from different issuers: BondBloxx and Global X. Their fees differ too: 0.12% for XTWY and 0.29% for TLTX.

Portfolio Optimizer

Find the right allocation for XTWY and TLTX

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