BBIB vs. TFLO
BBIB (JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF) and TFLO (iShares Treasury Floating Rate Bond ETF) are both Government Bonds funds - BBIB tracks the ICE BofA US Treasury Bond (3-10 Y) while TFLO tracks the Bloomberg U.S. Treasury Floating Rate Index. Both are passively managed. Over the past 3 years, BBIB returned 3.66%/yr vs 4.72%/yr for TFLO. At a correlation of -0.02, they often move in opposite directions. BBIB charges 0.04%/yr vs 0.15%/yr for TFLO.
Performance
BBIB vs. TFLO - Performance Comparison
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Returns By Period
In the year-to-date period, BBIB achieves a 0.11% return, which is significantly lower than TFLO's 1.83% return.
BBIB
- 1D
- 0.08%
- 1M
- 0.55%
- YTD
- 0.11%
- 6M
- 0.10%
- 1Y
- 2.94%
- 3Y*
- 3.66%
- 5Y*
- —
- 10Y*
- —
TFLO
- 1D
- 0.04%
- 1M
- 0.33%
- YTD
- 1.83%
- 6M
- 1.91%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.69%
- 10Y*
- 2.38%
BBIB vs. TFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BBIB JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF | 0.11% | 7.44% | 1.28% | 1.38% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.83% | 4.22% | 5.34% | 3.72% |
Correlation
The correlation between BBIB and TFLO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2023 | -0.02 |
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Return for Risk
BBIB vs. TFLO — Risk / Return Rank
BBIB
TFLO
BBIB vs. TFLO - 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 Treasury Floating Rate Bond ETF (TFLO). 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.
| BBIB | TFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.08 | ||
| Sortino ratioReturn per unit of downside risk | -47.95 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 13.14 | -11.99 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 201.22 | -200.17 |
| Martin ratioReturn relative to average drawdown | 2.81 | 823.20 | -820.39 |
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Drawdowns
BBIB vs. TFLO - Drawdown Comparison
The maximum BBIB drawdown since its inception was -6.36%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for BBIB and TFLO.
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Drawdown Indicators
| BBIB | TFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.36% | -5.01% | -1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -0.02% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -4.31% | -0.04% | -4.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.16% | — |
Current DrawdownCurrent decline from peak | -1.52% | 0.00% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -0.10% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.00% | +1.05% |
Volatility
BBIB vs. TFLO - Volatility Comparison
JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) has a higher volatility of 1.10% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.09%. This indicates that BBIB's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBIB | TFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 0.09% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 0.20% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.40% | 0.29% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.73% | 0.36% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 0.46% | +4.27% |
BBIB vs. TFLO - Expense Ratio Comparison
BBIB has a 0.04% expense ratio, which is lower than TFLO's 0.15% 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. TFLO - Dividend Comparison
BBIB's dividend yield for the trailing twelve months is around 3.90%, which matches TFLO's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBIB JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF | 3.90% | 3.95% | 3.76% | 2.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFLO iShares Treasury Floating Rate Bond ETF | 3.89% | 4.16% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% |
Frequently Asked Questions
BBIB and TFLO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBIB has higher volatility (1.10%) compared to TFLO (0.09%). In terms of maximum drawdown, BBIB dropped -6.36% vs TFLO's -5.01%.
On 3-year performance, TFLO leads with 4.72% vs 3.66% for BBIB. On fees, BBIB is cheaper at 0.04% per year. On volatility, TFLO has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TFLO has performed better with a 4.72% return vs 3.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBIB is cheaper with a 0.04% expense ratio, compared with 0.15% for TFLO.
BBIB has the higher dividend yield at 3.90%, compared with 3.89% for TFLO.
BBIB tracks ICE BofA US Treasury Bond (3-10 Y), while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for BBIB and 0.15% for TFLO.
TFLO currently has the higher Sharpe Ratio (13.95 vs 0.87), 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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