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IBTE vs. BBSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTE vs. BBSB - Performance Comparison

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

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Returns By Period


IBTE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

BBSB

1D
-0.05%
1M
0.10%
YTD
0.47%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTE vs. BBSB - Yearly Performance Comparison


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Return for Risk

IBTE vs. BBSB — Risk / Return Rank

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

IBTE

BBSB
BBSB Risk / Return Rank: 8585
Overall Rank
BBSB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9393
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8989
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7979
Calmar Ratio Rank
BBSB Martin Ratio Rank: 8282
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.

IBTE vs. BBSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBTE vs. BBSB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTEBBSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

Sharpe Ratio (All Time)

Calculated using the full available price history

2.35

Drawdowns

IBTE vs. BBSB - Drawdown Comparison

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


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Drawdown Indicators


IBTEBBSBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-1.57%

+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

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.31%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

Volatility

IBTE vs. BBSB - Volatility Comparison


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Volatility by Period


IBTEBBSBDifference

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

0.00%

1.27%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

1.66%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

1.66%

-1.66%

IBTE vs. BBSB - Expense Ratio Comparison

IBTE has a 0.07% expense ratio, which is higher than BBSB's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTE vs. BBSB - Dividend Comparison

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


PositionTTM202520242023
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


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.

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

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

IBTE tracks ICE 2024 Maturity US Treasury Index, while BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for IBTE and 0.04% for BBSB.

Portfolio Optimizer

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