SXRM.DE vs. BBLL.DE
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) are both Government Bonds funds - SXRM.DE tracks the ICE US Treasury 7-10 Year while BBLL.DE tracks the ICE US Treasury 0-1 Year Index. Both are passively managed. Over the past 5 years, SXRM.DE returned -0.94%/yr vs 3.35%/yr for BBLL.DE. At a correlation of -0.05, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
SXRM.DE vs. BBLL.DE - Performance Comparison
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Different Trading Currencies
SXRM.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, SXRM.DE achieves a -0.65% return, which is significantly lower than BBLL.DE's 1.48% return.
SXRM.DE
- 1D
- 0.24%
- 1M
- -0.48%
- YTD
- -0.65%
- 6M
- -0.41%
- 1Y
- 3.87%
- 3Y*
- 2.71%
- 5Y*
- -0.94%
- 10Y*
- 0.77%
BBLL.DE
- 1D
- 0.02%
- 1M
- 0.32%
- YTD
- 1.48%
- 6M
- 1.78%
- 1Y
- 3.85%
- 3Y*
- 4.63%
- 5Y*
- 3.35%
- 10Y*
- —
SXRM.DE vs. BBLL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.65% | 8.56% | -0.51% | 3.57% | -14.85% | -3.03% | 9.74% | 2.30% |
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 1.46% | 4.58% | 4.93% | 4.53% | 1.38% | -0.19% | 0.74% | 1.04% |
Correlation
The correlation between SXRM.DE and BBLL.DE is -0.11, 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 | -0.11 |
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
SXRM.DE vs. BBLL.DE — Risk / Return Rank
SXRM.DE
BBLL.DE
SXRM.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 (Acc) (SXRM.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.
| SXRM.DE | BBLL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 4.08 | -3.14 |
| Martin ratioReturn relative to average drawdown | 2.93 | 13.16 | -10.23 |
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
| SXRM.DE | BBLL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.97 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.79 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.65 | -0.41 |
Drawdowns
SXRM.DE vs. BBLL.DE - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, 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 SXRM.DE and BBLL.DE.
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Drawdown Indicators
| SXRM.DE | BBLL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -1.66% | -21.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -0.94% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -1.53% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -1.53% | -19.37% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -10.40% | -0.23% | -10.17% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -0.42% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 0.29% | +1.00% |
Volatility
SXRM.DE vs. BBLL.DE - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.83% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 0.84%. This indicates that SXRM.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
| SXRM.DE | BBLL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 0.84% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 2.85% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.64% | 3.93% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.37% | 4.18% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 4.05% | +2.25% |
SXRM.DE vs. BBLL.DE - Expense Ratio Comparison
Both SXRM.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
SXRM.DE vs. BBLL.DE - Dividend Comparison
Neither SXRM.DE nor BBLL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRM.DE and BBLL.DE have a correlation of -0.11, 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.
SXRM.DE and BBLL.DE have the same expense ratio: 0.07% per year.
SXRM.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.
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