BBIB vs. IBTE

Last updated Jun 6, 2026

BBIB (JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF) and IBTE (iShares iBonds Dec 2024 Term Treasury ETF) are both Government Bonds funds - BBIB tracks the ICE BofA US Treasury Bond (3-10 Y) while IBTE tracks the ICE 2024 Maturity US Treasury Index. Both are passively managed. BBIB charges 0.04%/yr vs 0.07%/yr for IBTE.

Performance

BBIB vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BBIB

• 1D: -0.44%
• 1M: -0.90%
• YTD: -0.73%
• 6M: -0.53%
• 1Y: 3.01%
• 3Y*: 3.31%
• 5Y*: —
• 10Y*: —

IBTE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBIB vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
BBIB JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF	-0.99%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Return for Risk

BBIB vs. IBTE — Risk / Return Rank

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

BBIB

BBIB Risk / Return Rank: 25
BBIB Sharpe Ratio Rank: 27
BBIB Sortino Ratio Rank: 26
BBIB Omega Ratio Rank: 24
BBIB Calmar Ratio Rank: 26
BBIB Martin Ratio Rank: 25

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.

BBIB vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.

	BBIB	IBTE	Difference
Sharpe ratio: Return per unit of total volatility	0.89	—	—
Sortino ratio: Return per unit of downside risk	1.33	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	1.08	—	—
Martin ratio: Return relative to average drawdown	3.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BBIB	IBTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	—	—

Drawdowns

BBIB vs. IBTE - Drawdown Comparison

The maximum BBIB drawdown since its inception was -6.36%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BBIB and IBTE.

Drawdown Indicators

	BBIB	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-6.36%	0.00%	-6.36%
Max Drawdown (1Y) Largest decline over 1 year	-2.80%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-4.31%	—	—
Current Drawdown Current decline from peak	-2.35%	0.00%	-2.35%
Average Drawdown Average peak-to-trough decline	-1.68%	0.00%	-1.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	—	—

Volatility

Volatility by Period

	BBIB	IBTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.40%	0.00%	+3.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.75%	0.00%	+4.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.75%	0.00%	+4.75%

BBIB vs. IBTE - Expense Ratio Comparison

BBIB has a 0.04% expense ratio, which is lower than IBTE's 0.07% 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

BBIB vs. IBTE - Dividend Comparison

BBIB's dividend yield for the trailing twelve months is around 3.93%, while IBTE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BBIB JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF	3.93%	3.95%	3.76%	2.69%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, BBIB or IBTE?

On fees, BBIB is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBIB or IBTE?

BBIB is cheaper with a 0.04% expense ratio, compared with 0.07% for IBTE.

Which ETF pays a higher dividend yield, BBIB or IBTE?

BBIB has the higher dividend yield at 3.93%, compared with 0.00% for IBTE.

What is the main difference between BBIB and IBTE?

BBIB tracks ICE BofA US Treasury Bond (3-10 Y), while IBTE tracks ICE 2024 Maturity US Treasury Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for BBIB and 0.07% for IBTE.