BONDBLOXX BLOOMBERG SIX MONTH TARGET DURATION US TREASURY ETF
Symbol: XHLF
Exchange: NYSE
Sector: N/A
Category: Ultrashort Bond
Inception date: 13/09/2022
Latest date: 16/07/2026
Current price: $50.23
Expense ratio: 0.03%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.28%
Ann. -0.22% (Sharpe / Sortino numerator)
Volatility
1.13%
Sharpe ratio
-3.411
VaR 95%
-0.04%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.85%
Ann. 0.77% (Sharpe / Sortino numerator)
Volatility
0.90%
Sharpe ratio
-3.177
VaR 95%
-0.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.66%
Ann. 2.47% (Sharpe / Sortino numerator)
Volatility
0.68%
Sharpe ratio
-1.712
VaR 95%
-0.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.85%
Ann. 3.41% (Sharpe / Sortino numerator)
Volatility
0.54%
Sharpe ratio
-0.406
VaR 95%
-0.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.62%
Ann. 4.20% (Sharpe / Sortino numerator)
Volatility
0.48%
Sharpe ratio
1.187
VaR 95%
-0.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.38%
Ann. 4.44% (Sharpe / Sortino numerator)
Volatility
0.45%
Sharpe ratio
1.792
VaR 95%
-0.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.015%
Best day
0.126%
Worst day
-0.04%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $50.24 | $50.24 | $50.23 | $50.23 | 293,500 |
| 15/07/2026 | $50.23 | $50.24 | $50.22 | $50.23 | 141,300 |
| 14/07/2026 | $50.23 | $50.23 | $50.21 | $50.21 | 344,200 |
| 13/07/2026 | $50.21 | $50.21 | $50.20 | $50.20 | 177,000 |
| 10/07/2026 | $50.20 | $50.21 | $50.20 | $50.20 | 201,700 |
| 09/07/2026 | $50.19 | $50.20 | $50.18 | $50.20 | 196,500 |
| 08/07/2026 | $50.18 | $50.19 | $50.18 | $50.18 | 260,100 |
| 07/07/2026 | $50.18 | $50.19 | $50.18 | $50.19 | 1,034,200 |
| 06/07/2026 | $50.18 | $50.19 | $50.18 | $50.19 | 952,600 |
| 02/07/2026 | $50.17 | $50.19 | $50.17 | $50.19 | 842,700 |