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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 -0.93% return, which is significantly lower than ^BCOM's 18.58% return.


IBB1.DE

1D
0.00%
1M
1.04%
YTD
-0.93%
6M
-0.69%
1Y
1.46%
3Y*
0.93%
5Y*
-2.84%
10Y*

^BCOM

1D
-0.66%
1M
-5.94%
YTD
18.58%
6M
17.10%
1Y
26.27%
3Y*
4.82%
5Y*
7.65%
10Y*
3.42%
*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
-0.93%6.33%-2.48%1.21%-16.90%-3.98%8.42%5.14%
^BCOM
Bloomberg Commodity Index
18.58%-2.11%6.72%-15.17%20.80%36.56%-11.46%1.18%

Correlation

The correlation between IBB1.DE and ^BCOM is -0.32, 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

-0.32

Correlation (3Y)
Calculated over the trailing 3-year period

-0.23

Correlation (5Y)
Calculated over the trailing 5-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

-0.17

The correlation between IBB1.DE and ^BCOM shifts across timeframes, from -0.32 (1 year) to -0.17 (all time), reflecting how their relationship changes across market environments.

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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: 1212
Overall Rank
IBB1.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IBB1.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IBB1.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IBB1.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
IBB1.DE Martin Ratio Rank: 1212
Martin Ratio Rank

^BCOM
^BCOM Risk / Return Rank: 3838
Overall Rank
^BCOM Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
^BCOM Sortino Ratio Rank: 3333
Sortino Ratio Rank
^BCOM Omega Ratio Rank: 3939
Omega Ratio Rank
^BCOM Calmar Ratio Rank: 4040
Calmar Ratio Rank
^BCOM Martin Ratio Rank: 4141
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.

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.


IBB1.DE^BCOMDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.06

1.18

-0.12

Calmar ratioReturn relative to maximum drawdown

0.33

1.74

-1.41

Martin ratioReturn relative to average drawdown

0.88

4.66

-3.78

IBB1.DE vs. ^BCOM - Sharpe Ratio Comparison

The current IBB1.DE Sharpe Ratio is 0.30, which is lower than the ^BCOM Sharpe Ratio of 0.98. 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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Drawdowns

IBB1.DE vs. ^BCOM - Drawdown Comparison

The maximum IBB1.DE drawdown since its inception was -27.47%, 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

-27.47%

-64.02%

+36.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-10.62%

+6.20%

Max Drawdown (3Y)

Largest decline over 3 years

-7.75%

-17.19%

+9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

-34.30%

+9.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

Current Drawdown

Current decline from peak

-19.16%

-26.91%

+7.75%

Average Drawdown

Average peak-to-trough decline

-13.53%

-38.61%

+25.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

4.33%

-2.67%

Volatility

IBB1.DE vs. ^BCOM - Volatility Comparison

The current volatility for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) is 1.54%, while Bloomberg Commodity Index (^BCOM) has a volatility of 4.45%. 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

1.54%

4.45%

-2.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

16.23%

-12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.81%

18.80%

-13.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.61%

17.25%

-9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.18%

15.54%

-8.36%

Frequently Asked Questions


IBB1.DE and ^BCOM have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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