PortfoliosLab logoPortfoliosLab logo
IUSM.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSM.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUSM.DE achieves a 0.22% return, which is significantly lower than BBLL.DE's 2.66% return.


IUSM.DE

1D
0.13%
1M
0.34%
YTD
0.22%
6M
-0.62%
1Y
1.33%
3Y*
-0.48%
5Y*
-0.31%
10Y*
0.29%

BBLL.DE

1D
-0.11%
1M
1.01%
YTD
2.66%
6M
2.06%
1Y
2.10%
3Y*
1.85%
5Y*
4.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSM.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
0.22%-4.06%5.00%-0.24%-9.67%4.92%-0.18%2.42%
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 IUSM.DE and BBLL.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

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

0.54

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.59

The correlation between IUSM.DE and BBLL.DE shifts across timeframes, from 0.54 (3 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUSM.DE vs. BBLL.DE — Risk / Return Rank

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

IUSM.DE
IUSM.DE Risk / Return Rank: 1212
Overall Rank
IUSM.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSM.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUSM.DE Omega Ratio Rank: 1111
Omega Ratio Rank
IUSM.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSM.DE Martin Ratio Rank: 1313
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 1515
Overall Rank
BBLL.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 1313
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 1515
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.

IUSM.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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.


IUSM.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.04

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.30

0.62

-0.32

Martin ratioReturn relative to average drawdown

0.74

1.30

-0.56

IUSM.DE vs. BBLL.DE - Sharpe Ratio Comparison

The current IUSM.DE Sharpe Ratio is 0.23, which is lower than the BBLL.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of IUSM.DE and BBLL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IUSM.DEBBLL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.34

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.57

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.29

-0.03

Drawdowns

IUSM.DE vs. BBLL.DE - Drawdown Comparison

The maximum IUSM.DE drawdown since its inception was -21.40%, 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 IUSM.DE and BBLL.DE.


Loading charts...

Drawdown Indicators


IUSM.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.40%

-13.03%

-8.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-3.38%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-11.65%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-11.65%

-4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-21.40%

Current Drawdown

Current decline from peak

-17.38%

-7.22%

-10.16%

Average Drawdown

Average peak-to-trough decline

-10.30%

-6.14%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.61%

+0.18%

Volatility

IUSM.DE vs. BBLL.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) is 1.14%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) has a volatility of 1.28%. This indicates that IUSM.DE experiences smaller price fluctuations and is considered to be less risky than BBLL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSM.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.28%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

4.12%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

6.07%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.96%

7.46%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

7.22%

+1.11%

IUSM.DE vs. BBLL.DE - Expense Ratio Comparison

Both IUSM.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

IUSM.DE vs. BBLL.DE - Dividend Comparison

IUSM.DE's dividend yield for the trailing twelve months is around 3.72%, while BBLL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
3.72%3.73%3.65%2.91%1.93%0.96%1.53%2.24%2.07%1.83%1.66%1.84%

Frequently Asked Questions


IUSM.DE and BBLL.DE have a correlation of 0.65, 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.

IUSM.DE and BBLL.DE have the same expense ratio: 0.07% per year.

IUSM.DE tracks ICE US Treasury 7-10 Year, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: iShares and JPMorgan.

Portfolio Optimizer

Find the right allocation for IUSM.DE and BBLL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer