IS04.DE vs. BBLL.DE
IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) and BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) are both Government Bonds funds - IS04.DE tracks the ICE U.S. Treasury 20+ Year Bond Index while BBLL.DE tracks the ICE US Treasury 0-1 Year Index. Both are passively managed. Over the past 5 years, IS04.DE returned -5.21%/yr vs 4.31%/yr for BBLL.DE. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
IS04.DE vs. BBLL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS04.DE achieves a 0.81% return, which is significantly lower than BBLL.DE's 2.66% return.
IS04.DE
- 1D
- 0.41%
- 1M
- 1.45%
- YTD
- 0.81%
- 6M
- -0.81%
- 1Y
- 2.13%
- 3Y*
- -4.20%
- 5Y*
- -5.21%
- 10Y*
- -1.74%
BBLL.DE
- 1D
- -0.11%
- 1M
- 1.01%
- YTD
- 2.66%
- 6M
- 2.06%
- 1Y
- 2.10%
- 3Y*
- 1.85%
- 5Y*
- 4.31%
- 10Y*
- —
IS04.DE vs. BBLL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 0.81% | -6.95% | -2.51% | -1.21% | -26.01% | 3.49% | 6.49% | 5.99% |
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 2.66% | -7.37% | 11.29% | 1.32% | 7.29% | 8.35% | -8.23% | 1.14% |
Correlation
The correlation between IS04.DE and BBLL.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.27 |
The correlation between IS04.DE and BBLL.DE shifts across timeframes, from 0.16 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS04.DE vs. BBLL.DE — Risk / Return Rank
IS04.DE
BBLL.DE
IS04.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). 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.
| IS04.DE | BBLL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.06 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.62 | -0.33 |
| Martin ratioReturn relative to average drawdown | 0.62 | 1.30 | -0.69 |
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
| IS04.DE | BBLL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.34 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.57 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.29 | -0.39 |
Drawdowns
IS04.DE vs. BBLL.DE - Drawdown Comparison
The maximum IS04.DE drawdown since its inception was -47.19%, which is greater than BBLL.DE's maximum drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for IS04.DE and BBLL.DE.
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Drawdown Indicators
| IS04.DE | BBLL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -13.03% | -34.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -3.38% | -3.95% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -11.65% | -6.82% |
Max Drawdown (5Y)Largest decline over 5 years | -40.05% | -11.65% | -28.40% |
Max Drawdown (10Y)Largest decline over 10 years | -47.19% | — | — |
Current DrawdownCurrent decline from peak | -43.69% | -7.22% | -36.47% |
Average DrawdownAverage peak-to-trough decline | -21.89% | -6.14% | -15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.61% | +1.84% |
Volatility
IS04.DE vs. BBLL.DE - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a higher volatility of 2.47% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 1.28%. This indicates that IS04.DE's price experiences larger fluctuations and is considered to be riskier than BBLL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS04.DE | BBLL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 1.28% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 4.12% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.70% | 6.07% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 7.46% | +7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 7.22% | +7.47% |
IS04.DE vs. BBLL.DE - Expense Ratio Comparison
Both IS04.DE and BBLL.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IS04.DE vs. BBLL.DE - Dividend Comparison
IS04.DE's dividend yield for the trailing twelve months is around 4.35%, while BBLL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.35% | 4.38% | 4.62% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
Frequently Asked Questions
IS04.DE and BBLL.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IS04.DE and BBLL.DE have the same expense ratio: 0.07% per year.
IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: iShares and JPMorgan.
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