PortfoliosLab logoPortfoliosLab logo
BBSB vs. IGSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSB vs. IGSB - 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 1-5 Year Investment Grade Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BBSB achieves a 0.39% return, which is significantly lower than IGSB's 0.66% return.


BBSB

1D
-0.06%
1M
0.09%
YTD
0.39%
6M
0.51%
1Y
3.03%
3Y*
4.17%
5Y*
10Y*

IGSB

1D
-0.13%
1M
0.21%
YTD
0.66%
6M
0.83%
1Y
4.20%
3Y*
5.68%
5Y*
2.45%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSB vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
0.39%5.12%4.00%2.56%
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
0.66%6.96%4.97%4.49%

Correlation

The correlation between BBSB and IGSB 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 (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

0.86

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BBSB vs. IGSB — Risk / Return Rank

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

BBSB
BBSB Risk / Return Rank: 8080
Overall Rank
BBSB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8484
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7373
Calmar Ratio Rank
BBSB Martin Ratio Rank: 7777
Martin Ratio Rank

IGSB
IGSB Risk / Return Rank: 7070
Overall Rank
IGSB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 7878
Sortino Ratio Rank
IGSB Omega Ratio Rank: 7676
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6060
Calmar Ratio Rank
IGSB Martin Ratio Rank: 6565
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.

BBSB vs. IGSB - 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 1-5 Year Investment Grade Corporate Bond ETF (IGSB). 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.


BBSBIGSBDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.49

1.43

+0.06

Calmar ratioReturn relative to maximum drawdown

3.56

2.89

+0.66

Martin ratioReturn relative to average drawdown

14.24

11.59

+2.65

BBSB vs. IGSB - Sharpe Ratio Comparison

The current BBSB Sharpe Ratio is 2.39, which is comparable to the IGSB Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BBSB and IGSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BBSB vs. IGSB - Drawdown Comparison

The maximum BBSB drawdown since its inception was -1.57%, smaller than the maximum IGSB drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for BBSB and IGSB.


Loading charts...

Drawdown Indicators


BBSBIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-1.57%

-13.38%

+11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-1.46%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-0.96%

-1.46%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-0.33%

-0.38%

+0.05%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.85%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.36%

-0.15%

Volatility

BBSB vs. IGSB - Volatility Comparison

The current volatility for JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) is 0.41%, while iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) has a volatility of 0.68%. This indicates that BBSB experiences smaller price fluctuations and is considered to be less risky than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BBSBIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

0.68%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

1.50%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

1.96%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.66%

2.94%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.66%

3.47%

-1.81%

BBSB vs. IGSB - Expense Ratio Comparison

Both BBSB and IGSB have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BBSB vs. IGSB - Dividend Comparison

BBSB's dividend yield for the trailing twelve months is around 3.81%, less than IGSB's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
4.58%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

Frequently Asked Questions


BBSB and IGSB 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.

IGSB has higher volatility (0.68%) compared to BBSB (0.41%). In terms of maximum drawdown, BBSB dropped -1.57% vs IGSB's -13.38%.

On 3-year performance, IGSB leads with 5.68% vs 4.17% for BBSB. Both ETFs have the same 0.04% expense ratio. On volatility, BBSB has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IGSB has performed better with a 5.68% return vs 4.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSB and IGSB have the same expense ratio: 0.04% per year.

IGSB has the higher dividend yield at 4.58%, compared with 3.81% for BBSB.

BBSB is categorized as Government Bonds, while IGSB is Corporate Bonds. BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index, while IGSB tracks ICE BofA 1-5 Year US Corporate Index. They also come from different issuers: JPMorgan and iShares.

BBSB currently has the higher Sharpe Ratio (2.39 vs 2.16), 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.

Portfolio Optimizer

Find the right allocation for BBSB and IGSB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer