IBB1.DE vs. ^BCOM
IBB1.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist) is Intermediate Core Bond fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while ^BCOM (Bloomberg Commodity Index) is an index. Over the past 5 years, IBB1.DE returned -2.93%/yr vs 8.44%/yr for ^BCOM. At a correlation of -0.17, they often move in opposite directions.
Performance
IBB1.DE vs. ^BCOM - Performance Comparison
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Different Trading Currencies
IBB1.DE is traded in EUR, while ^BCOM is traded in USD. To make them comparable, the ^BCOM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IBB1.DE achieves a -1.42% return, which is significantly lower than ^BCOM's 25.01% return.
IBB1.DE
- 1D
- 0.12%
- 1M
- -0.25%
- YTD
- -1.42%
- 6M
- -1.48%
- 1Y
- 1.55%
- 3Y*
- 0.63%
- 5Y*
- -2.93%
- 10Y*
- —
^BCOM
- 1D
- -1.28%
- 1M
- -3.27%
- YTD
- 25.01%
- 6M
- 22.33%
- 1Y
- 30.19%
- 3Y*
- 7.71%
- 5Y*
- 8.44%
- 10Y*
- 4.17%
IBB1.DE vs. ^BCOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBB1.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist | -1.42% | 6.10% | -2.30% | 1.22% | -16.97% | -3.92% | 8.37% | 5.46% |
^BCOM Bloomberg Commodity Index | 25.01% | -2.11% | 6.73% | -15.17% | 20.80% | 36.56% | -11.46% | 0.78% |
Correlation
The correlation between IBB1.DE and ^BCOM is -0.39, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2019 | -0.17 |
Over the past year, the inverse relationship between IBB1.DE and ^BCOM has strengthened: their correlation has moved from -0.17 to -0.39, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
IBB1.DE vs. ^BCOM — Risk / Return Rank
IBB1.DE
^BCOM
IBB1.DE vs. ^BCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) and Bloomberg Commodity Index (^BCOM). 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.
| IBB1.DE | ^BCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 3.42 | -3.07 |
| Martin ratioReturn relative to average drawdown | 1.05 | 7.44 | -6.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBB1.DE | ^BCOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.59 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.49 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | -0.01 | -0.10 |
Drawdowns
IBB1.DE vs. ^BCOM - Drawdown Comparison
The maximum IBB1.DE drawdown since its inception was -27.50%, smaller than the maximum ^BCOM drawdown of -64.02%. Use the drawdown chart below to compare losses from any high point for IBB1.DE and ^BCOM.
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Drawdown Indicators
| IBB1.DE | ^BCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.50% | -64.02% | +36.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.42% | -8.63% | +4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -7.96% | -17.19% | +9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -34.30% | +9.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.33% | — |
Current DrawdownCurrent decline from peak | -19.67% | -22.94% | +3.27% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -38.50% | +24.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 4.01% | -2.54% |
Volatility
IBB1.DE vs. ^BCOM - Volatility Comparison
The current volatility for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) is 1.82%, while Bloomberg Commodity Index (^BCOM) has a volatility of 5.16%. This indicates that IBB1.DE experiences smaller price fluctuations and is considered to be less risky than ^BCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBB1.DE | ^BCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 5.16% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 16.11% | -12.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 18.56% | -13.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.45% | 17.12% | -9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 15.45% | -8.40% |
Frequently Asked Questions
IBB1.DE and ^BCOM have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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