IS05.DE vs. BBLL.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) are both Government Bonds funds - IS05.DE tracks the Markit iBoxx EUR Eurozone 20yr Target Duration Index while BBLL.DE tracks the ICE US Treasury 0-1 Year Index. Both are passively managed. Over the past 5 years, IS05.DE returned -9.93%/yr vs 4.14%/yr for BBLL.DE. At a correlation of -0.06, they often move in opposite directions. IS05.DE charges 0.15%/yr vs 0.07%/yr for BBLL.DE.
Performance
IS05.DE vs. BBLL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a 1.47% return, which is significantly lower than BBLL.DE's 4.60% return.
IS05.DE
- 1D
- -0.31%
- 1M
- 1.16%
- 6M
- 2.43%
- YTD
- 1.47%
- 1Y
- -4.25%
- 3Y*
- -2.92%
- 5Y*
- -9.93%
- 10Y*
- -4.35%
BBLL.DE
- 1D
- 0.10%
- 1M
- 1.78%
- 6M
- 4.43%
- YTD
- 4.60%
- 1Y
- 6.79%
- 3Y*
- 2.95%
- 5Y*
- 4.14%
- 10Y*
- —
IS05.DE vs. BBLL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 1.47% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 10.93% | 18.89% |
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 4.60% | -7.36% | 11.29% | 1.33% | 7.29% | 8.35% | -8.23% | -9.76% |
Correlation
The correlation between IS05.DE and BBLL.DE is -0.22, 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 | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2019 | -0.06 |
The correlation between IS05.DE and BBLL.DE shifts across timeframes, from -0.22 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS05.DE vs. BBLL.DE — Risk / Return Rank
IS05.DE
BBLL.DE
IS05.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
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.
| IS05.DE | BBLL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.00 | -2.60 |
| Martin ratioReturn relative to average drawdown | -1.04 | 4.74 | -5.79 |
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Drawdowns
IS05.DE vs. BBLL.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, which is greater than BBLL.DE's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for IS05.DE and BBLL.DE.
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Drawdown Indicators
| IS05.DE | BBLL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -17.24% | -31.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -3.38% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -11.65% | -7.31% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -11.65% | -34.66% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | — | — |
Current DrawdownCurrent decline from peak | -47.01% | -5.47% | -41.54% |
Average DrawdownAverage peak-to-trough decline | -21.75% | -8.30% | -13.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 1.43% | +2.33% |
Volatility
IS05.DE vs. BBLL.DE - Volatility Comparison
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a higher volatility of 2.71% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 1.69%. This indicates that IS05.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
| IS05.DE | BBLL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 1.69% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 4.30% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 6.06% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 7.45% | +8.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 8.27% | +7.20% |
IS05.DE vs. BBLL.DE - Expense Ratio Comparison
IS05.DE has a 0.15% expense ratio, which is higher than BBLL.DE's 0.07% 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
IS05.DE vs. BBLL.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.54%, 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% |
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.54% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
Frequently Asked Questions
IS05.DE and BBLL.DE have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBLL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBLL.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for IS05.DE.
IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for IS05.DE and 0.07% for BBLL.DE.
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