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ZTEN vs. XTWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTEN vs. XTWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) and BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZTEN achieves a 0.33% return, which is significantly higher than XTWY's -0.10% return.


ZTEN

1D
0.16%
1M
0.29%
YTD
0.33%
6M
0.40%
1Y
6.32%
3Y*
5Y*
10Y*

XTWY

1D
0.33%
1M
0.64%
YTD
-0.10%
6M
-1.67%
1Y
3.23%
3Y*
-3.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTEN vs. XTWY - Yearly Performance Comparison


Correlation

The correlation between ZTEN and XTWY is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2024

0.86

The correlation between ZTEN and XTWY has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

ZTEN vs. XTWY — Risk / Return Rank

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

ZTEN
ZTEN Risk / Return Rank: 3838
Overall Rank
ZTEN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ZTEN Sortino Ratio Rank: 3737
Sortino Ratio Rank
ZTEN Omega Ratio Rank: 3535
Omega Ratio Rank
ZTEN Calmar Ratio Rank: 3939
Calmar Ratio Rank
ZTEN Martin Ratio Rank: 4040
Martin Ratio Rank

XTWY
XTWY Risk / Return Rank: 1313
Overall Rank
XTWY Sharpe Ratio Rank: 1313
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
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.

ZTEN vs. XTWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) and BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY). 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.


ZTENXTWYDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.23

1.05

+0.17

Calmar ratioReturn relative to maximum drawdown

1.91

0.34

+1.57

Martin ratioReturn relative to average drawdown

6.21

0.82

+5.38

ZTEN vs. XTWY - Sharpe Ratio Comparison

The current ZTEN Sharpe Ratio is 1.28, which is higher than the XTWY Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of ZTEN and XTWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZTENXTWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.28

+1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

-0.21

+1.38

Drawdowns

ZTEN vs. XTWY - Drawdown Comparison

The maximum ZTEN drawdown since its inception was -3.43%, smaller than the maximum XTWY drawdown of -25.92%. Use the drawdown chart below to compare losses from any high point for ZTEN and XTWY.


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Drawdown Indicators


ZTENXTWYDifference

Max Drawdown

Largest peak-to-trough decline

-3.43%

-25.92%

+22.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-9.48%

+6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.16%

Current Drawdown

Current decline from peak

-1.30%

-15.03%

+13.73%

Average Drawdown

Average peak-to-trough decline

-0.79%

-12.24%

+11.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

3.93%

-2.91%

Volatility

ZTEN vs. XTWY - Volatility Comparison

The current volatility for F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) is 1.60%, while BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) has a volatility of 3.42%. This indicates that ZTEN experiences smaller price fluctuations and is considered to be less risky than XTWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTENXTWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

3.42%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

7.71%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

11.72%

-6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

17.62%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

17.62%

-11.83%

ZTEN vs. XTWY - Expense Ratio Comparison

ZTEN has a 0.15% expense ratio, which is higher than XTWY's 0.13% 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%.


Dividends

ZTEN vs. XTWY - Dividend Comparison

ZTEN's dividend yield for the trailing twelve months is around 5.07%, more than XTWY's 4.68% yield.


PositionTTM2025202420232022
XTWY
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF
4.68%4.56%4.65%3.86%1.08%
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
5.07%5.16%0.44%0.00%0.00%

Frequently Asked Questions


ZTEN and XTWY have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XTWY has higher volatility (3.42%) compared to ZTEN (1.60%). In terms of maximum drawdown, ZTEN dropped -3.43% vs XTWY's -25.92%.

On 1-year performance, ZTEN leads with 6.32% vs 3.23% for XTWY. On fees, XTWY is cheaper at 0.12% per year. On volatility, ZTEN has been the lower-risk option at 1.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ZTEN has performed better with a 6.32% return vs 3.23%. 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 0.15% for ZTEN.

ZTEN has the higher dividend yield at 5.07%, compared with 4.68% for XTWY.

ZTEN is categorized as Long-Term Bond, while XTWY is Government Bonds. ZTEN tracks ICE 10-Year US Target Maturity Corporate Index - Benchmark TR Gross, while XTWY tracks Bloomberg US Treasury 20 Year Target Duration Index. They also come from different issuers: F/m and BondBloxx. Their fees differ too: 0.15% for ZTEN and 0.12% for XTWY.

ZTEN currently has the higher Sharpe Ratio (1.28 vs 0.28), 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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