IWB vs. BBCPX
IWB (iShares Russell 1000 ETF) and BBCPX (Bridge Builder Core Plus Bond Fund) are both funds - IWB is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while BBCPX is a Total Bond Market fund managed by Bridge Builder. Over the past 10 years, IWB returned 14.97%/yr vs 2.30%/yr for BBCPX. At a 0.03 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
IWB vs. BBCPX - Performance Comparison
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Returns By Period
In the year-to-date period, IWB achieves a 8.46% return, which is significantly higher than BBCPX's -0.53% return. Over the past 10 years, IWB has outperformed BBCPX with an annualized return of 14.97%, while BBCPX has yielded a comparatively lower 2.30% annualized return.
IWB
- 1D
- 0.26%
- 1M
- 0.43%
- YTD
- 8.46%
- 6M
- 8.45%
- 1Y
- 23.94%
- 3Y*
- 21.07%
- 5Y*
- 12.59%
- 10Y*
- 14.97%
BBCPX
- 1D
- -0.45%
- 1M
- -0.64%
- YTD
- -0.53%
- 6M
- 0.21%
- 1Y
- 5.77%
- 3Y*
- 4.72%
- 5Y*
- 0.68%
- 10Y*
- 2.30%
IWB vs. BBCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWB iShares Russell 1000 ETF | 8.46% | 17.18% | 24.32% | 26.39% | -19.19% | 26.32% | 20.77% | 31.06% | -4.90% | 21.52% |
BBCPX Bridge Builder Core Plus Bond Fund | -0.53% | 8.97% | 2.28% | 6.58% | -13.24% | -0.29% | 9.27% | 9.31% | 0.34% | 4.20% |
Correlation
The correlation between IWB and BBCPX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.03 |
Over the past year, IWB and BBCPX have become more correlated (0.34) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
IWB vs. BBCPX — Risk / Return Rank
IWB
BBCPX
IWB vs. BBCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and Bridge Builder Core Plus Bond Fund (BBCPX). 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.
| IWB | BBCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.57 | +1.15 |
| Martin ratioReturn relative to average drawdown | 12.38 | 4.67 | +7.71 |
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
| IWB | BBCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.22 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.11 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.47 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.52 | -0.07 |
Drawdowns
IWB vs. BBCPX - Drawdown Comparison
The maximum IWB drawdown since its inception was -55.38%, which is greater than BBCPX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for IWB and BBCPX.
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Drawdown Indicators
| IWB | BBCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -18.25% | -37.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -3.41% | -5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -6.19% | -12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -18.25% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | -18.25% | -16.35% |
Current DrawdownCurrent decline from peak | -2.58% | -2.11% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -3.79% | -7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.13% | +0.81% |
Volatility
IWB vs. BBCPX - Volatility Comparison
iShares Russell 1000 ETF (IWB) has a higher volatility of 3.74% compared to Bridge Builder Core Plus Bond Fund (BBCPX) at 1.59%. This indicates that IWB's price experiences larger fluctuations and is considered to be riskier than BBCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWB | BBCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 1.59% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 3.30% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 4.39% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 6.00% | +11.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 4.89% | +13.27% |
IWB vs. BBCPX - Expense Ratio Comparison
Both IWB and BBCPX have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IWB vs. BBCPX - Dividend Comparison
IWB's dividend yield for the trailing twelve months is around 0.93%, less than BBCPX's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBCPX Bridge Builder Core Plus Bond Fund | 4.53% | 4.79% | 4.93% | 4.12% | 2.96% | 2.39% | 4.70% | 5.00% | 3.47% | 2.71% | 0.64% | 0.00% |
IWB iShares Russell 1000 ETF | 0.93% | 1.00% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% |
Frequently Asked Questions
IWB and BBCPX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWB has higher volatility (3.74%) compared to BBCPX (1.59%). In terms of maximum drawdown, IWB dropped -55.38% vs BBCPX's -18.25%.
IWB currently has the higher Sharpe Ratio (1.98 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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