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SXRL.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRL.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.

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Different Trading Currencies

SXRL.DE is traded in USD, while BBLL.DE is traded in EUR. To make them comparable, the BBLL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRL.DE achieves a -0.31% return, which is significantly lower than BBLL.DE's 1.48% return.


SXRL.DE

1D
0.20%
1M
-0.08%
YTD
-0.31%
6M
-0.10%
1Y
3.22%
3Y*
3.72%
5Y*
0.39%
10Y*
1.39%

BBLL.DE

1D
0.02%
1M
0.32%
YTD
1.48%
6M
1.78%
1Y
3.85%
3Y*
4.63%
5Y*
3.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.31%7.42%1.93%4.32%-9.34%-2.31%6.97%1.60%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
1.48%4.58%4.93%4.53%1.38%-0.19%0.74%1.04%

Correlation

The correlation between SXRL.DE and BBLL.DE is -0.13, 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

-0.13

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

-0.08

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

-0.06

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

-0.05

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Return for Risk

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

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

SXRL.DE
SXRL.DE Risk / Return Rank: 3030
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2929
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.


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

+0.13

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.32

4.08

-2.76

Martin ratioReturn relative to average drawdown

4.12

13.16

-9.04

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

The current SXRL.DE Sharpe Ratio is 1.10, which is comparable to the BBLL.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SXRL.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.


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Sharpe Ratios by Period


SXRL.DEBBLL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.97

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.79

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.11

Drawdowns

SXRL.DE vs. BBLL.DE - Drawdown Comparison

The maximum SXRL.DE drawdown since its inception was -14.09%, which is greater than BBLL.DE's maximum drawdown of -1.66%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and BBLL.DE.


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Drawdown Indicators


SXRL.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-1.66%

-12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-0.94%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-3.63%

-1.53%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-1.53%

-11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-14.09%

Current Drawdown

Current decline from peak

-1.58%

-0.23%

-1.35%

Average Drawdown

Average peak-to-trough decline

-2.87%

-0.42%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.29%

+0.49%

Volatility

SXRL.DE vs. BBLL.DE - Volatility Comparison

iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) has a higher volatility of 1.11% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 0.84%. This indicates that SXRL.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


SXRL.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.84%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.85%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

3.93%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

4.18%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.84%

4.05%

-0.21%

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

Both SXRL.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

SXRL.DE vs. BBLL.DE - Dividend Comparison

Neither SXRL.DE nor BBLL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRL.DE and BBLL.DE have a correlation of -0.13, 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.

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

SXRL.DE tracks ICE US Treasury 3-7 Year, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: iShares and JPMorgan.

Portfolio Optimizer

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