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XTWY vs. XEMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTWY vs. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

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XTWY vs. XEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTWY
Bondbloxx Bloomberg Twenty Year Target Duration US Treasury ETF
0.06%2.52%-10.25%2.73%-8.01%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
-0.24%13.98%8.77%10.26%1.30%

Returns By Period

In the year-to-date period, XTWY achieves a 0.06% return, which is significantly higher than XEMD's -0.24% return.


XTWY

1D
-0.05%
1M
-3.88%
YTD
0.06%
6M
-1.88%
1Y
-3.10%
3Y*
-4.31%
5Y*
10Y*

XEMD

1D
0.27%
1M
-2.11%
YTD
-0.24%
6M
3.46%
1Y
10.90%
3Y*
10.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTWY vs. XEMD - Expense Ratio Comparison

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


Return for Risk

XTWY vs. XEMD — Risk / Return Rank

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

XTWY
XTWY Risk / Return Rank: 88
Overall Rank
XTWY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XTWY Sortino Ratio Rank: 77
Sortino Ratio Rank
XTWY Omega Ratio Rank: 77
Omega Ratio Rank
XTWY Calmar Ratio Rank: 99
Calmar Ratio Rank
XTWY Martin Ratio Rank: 99
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 9090
Overall Rank
XEMD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 9090
Sortino Ratio Rank
XEMD Omega Ratio Rank: 9191
Omega Ratio Rank
XEMD Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEMD Martin Ratio Rank: 9191
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. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.


XTWYXEMDDifference

Sharpe ratio

Return per unit of total volatility

-0.23

1.88

-2.11

Sortino ratio

Return per unit of downside risk

-0.22

2.65

-2.87

Omega ratio

Gain probability vs. loss probability

0.97

1.40

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.18

3.17

-3.35

Martin ratio

Return relative to average drawdown

-0.35

13.31

-13.66

XTWY vs. XEMD - Sharpe Ratio Comparison

The current XTWY Sharpe Ratio is -0.23, which is lower than the XEMD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XTWY and XEMD, 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


XTWYXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

1.88

-2.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

1.32

-1.54

Correlation

The correlation between XTWY and XEMD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XTWY vs. XEMD - Dividend Comparison

XTWY's dividend yield for the trailing twelve months is around 4.65%, less than XEMD's 6.06% yield.


Drawdowns

XTWY vs. XEMD - Drawdown Comparison

The maximum XTWY drawdown since its inception was -25.92%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for XTWY and XEMD.


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Drawdown Indicators


XTWYXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-25.92%

-10.01%

-15.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-3.52%

-7.93%

Current Drawdown

Current decline from peak

-14.89%

-2.46%

-12.43%

Average Drawdown

Average peak-to-trough decline

-12.08%

-1.29%

-10.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

0.84%

+4.93%

Volatility

XTWY vs. XEMD - Volatility Comparison

Bondbloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) has a higher volatility of 4.27% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 2.45%. This indicates that XTWY's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTWYXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

2.45%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

3.39%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

5.81%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

6.94%

+10.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

6.94%

+10.98%