XTWY vs. VNQ
XTWY (BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF) and VNQ (Vanguard Real Estate ETF) are both exchange-traded funds - XTWY is a Government Bonds fund tracking the Bloomberg US Treasury 20 Year Target Duration Index, while VNQ is a REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Both are passively managed. Over the past 3 years, XTWY returned -3.26%/yr vs 11.30%/yr for VNQ. At a 0.30 correlation, their price movements are largely independent. XTWY charges 0.12%/yr vs 0.13%/yr for VNQ.
Performance
XTWY vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, XTWY achieves a 0.98% return, which is significantly lower than VNQ's 11.77% return.
XTWY
- 1D
- 0.11%
- 1M
- 2.79%
- YTD
- 0.98%
- 6M
- 0.48%
- 1Y
- 3.85%
- 3Y*
- -3.26%
- 5Y*
- —
- 10Y*
- —
VNQ
- 1D
- 1.31%
- 1M
- 1.13%
- YTD
- 11.77%
- 6M
- 12.16%
- 1Y
- 11.59%
- 3Y*
- 11.30%
- 5Y*
- 2.83%
- 10Y*
- 5.44%
XTWY vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTWY BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF | 0.98% | 2.52% | -10.25% | 2.73% | -7.81% |
VNQ Vanguard Real Estate ETF | 11.77% | 3.24% | 4.81% | 11.85% | -8.08% |
Correlation
The correlation between XTWY and VNQ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | 0.30 |
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Return for Risk
XTWY vs. VNQ — Risk / Return Rank
XTWY
VNQ
XTWY vs. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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.
| XTWY | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.15 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.40 | -0.99 |
| Martin ratioReturn relative to average drawdown | 0.94 | 4.37 | -3.43 |
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Drawdowns
XTWY vs. VNQ - Drawdown Comparison
The maximum XTWY drawdown since its inception was -25.92%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for XTWY and VNQ.
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Drawdown Indicators
| XTWY | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.92% | -73.07% | +47.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -8.34% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -22.16% | -17.46% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.40% | — |
Current DrawdownCurrent decline from peak | -14.11% | -0.66% | -13.45% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -13.60% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 2.66% | +1.43% |
Volatility
XTWY vs. VNQ - Volatility Comparison
The current volatility for BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) is 2.69%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.19%. This indicates that XTWY experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTWY | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 5.19% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 10.20% | -2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 13.84% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 18.86% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 20.75% | -3.21% |
XTWY vs. VNQ - Expense Ratio Comparison
XTWY has a 0.13% expense ratio, which is lower than VNQ's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XTWY vs. VNQ - Dividend Comparison
XTWY's dividend yield for the trailing twelve months is around 4.63%, more than VNQ's 3.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 3.56% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
XTWY BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF | 4.63% | 4.56% | 4.65% | 3.86% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XTWY and VNQ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQ has higher volatility (5.19%) compared to XTWY (2.69%). In terms of maximum drawdown, XTWY dropped -25.92% vs VNQ's -73.07%.
On 3-year performance, VNQ leads with 11.30% vs -3.26% for XTWY. On fees, XTWY is cheaper at 0.12% per year. On volatility, XTWY has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VNQ has performed better with a 11.30% return vs -3.26%. 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 0.13% for VNQ.
XTWY has the higher dividend yield at 4.63%, compared with 3.56% for VNQ.
XTWY is categorized as Government Bonds, while VNQ is REIT. XTWY tracks Bloomberg US Treasury 20 Year Target Duration Index, while VNQ tracks MSCI US Investable Market Real Estate 25/50 Index. They also come from different issuers: BondBloxx and Vanguard. Their fees differ too: 0.12% for XTWY and 0.13% for VNQ.
VNQ currently has the higher Sharpe Ratio (0.85 vs 0.34), 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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