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IBB1.DE vs. ^BCOM
Performance
Return for Risk
Drawdowns
Volatility

Performance

IBB1.DE vs. ^BCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) and Bloomberg Commodity Index (^BCOM). The values are adjusted to include any dividend payments, if applicable.

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

IBB1.DE vs. ^BCOM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

IBB1.DE
IBB1.DE Risk / Return Rank: 1313
Overall Rank
IBB1.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBB1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBB1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IBB1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IBB1.DE Martin Ratio Rank: 1414
Martin Ratio Rank

^BCOM
^BCOM Risk / Return Rank: 6969
Overall Rank
^BCOM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^BCOM Sortino Ratio Rank: 5858
Sortino Ratio Rank
^BCOM Omega Ratio Rank: 6868
Omega Ratio Rank
^BCOM Calmar Ratio Rank: 9191
Calmar Ratio Rank
^BCOM Martin Ratio Rank: 6666
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.

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^BCOMDifference
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

IBB1.DE vs. ^BCOM - Sharpe Ratio Comparison

The current IBB1.DE Sharpe Ratio is 0.33, which is lower than the ^BCOM Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IBB1.DE and ^BCOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBB1.DE^BCOMDifference

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^BCOMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.67%

-22.94%

+3.27%

Average Drawdown

Average peak-to-trough decline

-13.52%

-38.50%

+24.98%

Ulcer Index

Depth 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^BCOMDifference

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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