BBSB vs. IBTE

Last updated Jun 5, 2026

BBSB (JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF) and IBTE (iShares iBonds Dec 2024 Term Treasury ETF) are both Government Bonds funds - BBSB tracks the ICE U.S. Treasury 1-3 Year Bond Index while IBTE tracks the ICE 2024 Maturity US Treasury Index. Both are passively managed. BBSB charges 0.04%/yr vs 0.07%/yr for IBTE.

Performance

BBSB vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BBSB

• 1D: 0.07%
• 1M: 0.13%
• YTD: 0.55%
• 6M: 0.88%
• 1Y: 3.32%
• 3Y*: 4.15%
• 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)

BBSB vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
BBSB JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF	0.23%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Return for Risk

BBSB vs. IBTE — Risk / Return Rank

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

BBSB

BBSB Risk / Return Rank: 84
BBSB Sharpe Ratio Rank: 82
BBSB Sortino Ratio Rank: 93
BBSB Omega Ratio Rank: 88
BBSB Calmar Ratio Rank: 77
BBSB Martin Ratio Rank: 82

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.

BBSB vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) 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.

	BBSB	IBTE	Difference
Sharpe ratio: Return per unit of total volatility	2.64	—	—
Sortino ratio: Return per unit of downside risk	4.47	—	—
Omega ratio: Gain probability vs. loss probability	1.54	—	—
Calmar ratio: Return relative to maximum drawdown	3.89	—	—
Martin ratio: Return relative to average drawdown	16.07	—	—
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

	BBSB	IBTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.36	—	—

Drawdowns

BBSB vs. IBTE - Drawdown Comparison

The maximum BBSB drawdown since its inception was -1.57%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BBSB and IBTE.

Drawdown Indicators

	BBSB	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-1.57%	0.00%	-1.57%
Max Drawdown (1Y) Largest decline over 1 year	-0.86%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-0.96%	—	—
Current Drawdown Current decline from peak	-0.18%	0.00%	-0.18%
Average Drawdown Average peak-to-trough decline	-0.31%	0.00%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.21%	—	—

Volatility

Volatility by Period

	BBSB	IBTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.27%	0.00%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.66%	0.00%	+1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.66%	0.00%	+1.66%

BBSB vs. IBTE - Expense Ratio Comparison

BBSB 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

BBSB vs. IBTE - Dividend Comparison

BBSB's dividend yield for the trailing twelve months is around 3.81%, while IBTE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BBSB JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF	3.81%	3.69%	4.84%	3.50%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, BBSB or IBTE?

On fees, BBSB 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, BBSB or IBTE?

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

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

BBSB has the higher dividend yield at 3.81%, compared with 0.00% for IBTE.

What is the main difference between BBSB and IBTE?

BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index, 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 BBSB and 0.07% for IBTE.