iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE): Historical Returns

Data Source: from January 1950 to April 2024 (~74 years)
Consolidated Returns as of 30 April 2024
Category: Fixed Income
iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF
Currency: EUR

In the last 30 Years, the iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF obtained a 4.06% compound annual return, with a 6.78% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

The iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IBB1.DE Weight Currency
Ulcer Free Strategy To EUR Bond Hedged Aim Ways 34.00% EUR Hedged

Investment Returns as of Apr 30, 2024

The iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the actual Euro Inflation rates.
ISHARES USD TREASURY BOND 7-10YR EUR HEDGED (IBB1.DE) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~74Y)
iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF n.a. n.a. -3.17 2.61 -7.07 -2.89 -0.72 4.06 4.95
Euro Inflation Adjusted return -3.73 1.38 -9.23 -6.35 -2.96 1.95 2.23
Returns over 1 year are annualized | Available data source: since Jan 1950
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 2.38% , 5Y: 3.70% , 10Y: 2.30% , 30Y: 2.07%

Capital Growth as of Apr 30, 2024

An investment of 1€, since May 1994, now would be worth 3.30€, with a total return of 229.86% (4.06% annualized).

The Inflation Adjusted Capital now would be 1.78€, with a net total return of 78.49% (1.95% annualized).
An investment of 1€, since January 1950, now would be worth 36.23€, with a total return of 3522.84% (4.95% annualized).

The Inflation Adjusted Capital now would be 5.16€, with a net total return of 415.74% (2.23% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the actual Euro Inflation rates.
ISHARES USD TREASURY BOND 7-10YR EUR HEDGED (IBB1.DE) ETF
Advanced Metrics
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~74Y)
Investment Return (%) -3.17 -4.57 2.61 -7.07 -6.83 -2.89 -0.72 2.28 4.06 4.95
Infl. Adjusted Return (%) details -3.73 -6.43 1.38 -9.23 -11.74 -6.35 -2.96 0.17 1.95 2.23
Euro Inflation (%) 0.58 1.98 1.21 2.38 5.57 3.70 2.30 2.11 2.07 2.66
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.43 -23.76 -26.94 -26.94 -26.94 -26.94 -26.94
Start to Recovery (# months) details 12* 33* 45* 45* 45* 45* 45*
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 27 39 39 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 6 6 6 6 6 6 6
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-26.05
Start to Recovery (# months) details 61
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08 2020 08 1977 09
Start to Bottom (# months) 6 27 39 39 39 39 49
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1981 09
Bottom to End (# months) 6 6 6 6 6 6 12
End (yyyy mm) - - - - - - 1982 09
Longest negative period (# months) details 12* 36* 60* 120* 152* 152* 152*
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 05 2011 09 2011 09 2011 09
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04
Annualized Return (%) -7.07 -6.83 -2.89 -0.72 -0.18 -0.18 -0.18
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -10.47 -34.13 -38.21 -38.21 -38.21 -38.21 -41.91
Start to Recovery (# months) details 12* 33* 45* 45* 45* 45* 176
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08 2020 08 1971 04
Start to Bottom (# months) 6 27 39 39 39 39 126
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1981 09
Bottom to End (# months) 6 6 6 6 6 6 50
End (yyyy mm) - - - - - - 1985 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08 2020 08 1971 04
Start to Bottom (# months) 6 27 39 39 39 39 126
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1981 09
Bottom to End (# months) 6 6 6 6 6 6 50
End (yyyy mm) - - - - - - 1985 11
Longest negative period (# months) details 12* 36* 60* 120* 236* 242* 391
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 05 2004 09 2004 03 1950 01
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04 1982 07
Annualized Return (%) -9.23 -11.74 -6.35 -2.96 -0.03 -0.04 -0.06
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.70 8.04 7.41 6.35 6.49 6.78 7.10
Sharpe Ratio -1.60 -1.18 -0.65 -0.31 0.14 0.26 0.13
Sortino Ratio -2.85 -1.72 -0.93 -0.45 0.20 0.38 0.20
Ulcer Index 5.01 14.95 14.16 10.70 7.87 6.81 5.86
Ratio: Return / Standard Deviation -0.92 -0.85 -0.39 -0.11 0.35 0.60 0.70
Ratio: Return / Deepest Drawdown -0.75 -0.29 -0.11 -0.03 0.08 0.15 0.18
% Positive Months details 25% 36% 41% 45% 52% 55% 58%
Positive Months 3 13 25 55 126 198 525
Negative Months 9 23 35 65 114 162 367
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized -0.72 6.55 8.42 13.23
Worst 10 Years Return (%) - Annualized -0.93 -0.93 -0.93
Best 10 Years Return (%) - Annualized -2.96 5.02 6.34 10.65
Worst 10 Years Return (%) - Annualized -3.10 -3.10 -5.13
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 25.16 13.26 10.34 8.42 6.89 4.06
Worst Rolling Return (%) - Annualized -17.71 -9.31 -2.89 -0.93 2.22
% Positive Periods 72% 86% 91% 91% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.11 26.22 18.57 9.83 6.10 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.14 2.63
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 22.11 10.70 8.11 6.34 5.03 1.95
Worst Rolling Return (%) - Annualized -25.61 -14.28 -6.35 -3.10 0.11
% Positive Periods 64% 80% 85% 88% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.11 26.22 18.57 9.83 6.10 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.14 2.63
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1950 - Apr 2024)
Best Rolling Return (%) - Annualized 41.09 21.14 19.53 13.23 11.06 9.73
Worst Rolling Return (%) - Annualized -17.71 -9.31 -4.39 -0.93 1.96 2.71
% Positive Periods 75% 89% 93% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.11 26.22 15.86 8.38 4.59 3.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.93 18.67 16.79 10.65 8.51 7.30
Worst Rolling Return (%) - Annualized -25.61 -14.28 -8.61 -5.13 -2.02 -0.39
% Positive Periods 60% 77% 75% 81% 90% 96%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.11 26.22 15.86 8.38 4.59 3.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES USD TREASURY BOND 7-10YR EUR HEDGED (IBB1.DE) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs IBB1.DE
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.72
0.25
0.09
-0.12
-0.10
SPY
US Large Cap
0.72
0.26
0.11
-0.10
-0.08
IJR
US Small Cap
0.74
0.10
-0.03
-0.18
-0.16
VNQ
US REITs
0.84
0.35
0.37
0.07
0.10
QQQ
US Technology
0.65
0.39
0.21
-0.11
-0.10
PFF
Preferred Stocks
0.81
0.37
0.35
0.17
0.18
EFA
EAFE Stocks
0.77
0.28
0.13
-0.11
-0.08
VT
World All Countries
0.74
0.26
0.11
-0.13
-0.10
EEM
Emerging Markets
0.51
0.20
0.13
-0.13
-0.07
VGK
Europe
0.78
0.26
0.12
-0.11
-0.08
VPL
Pacific
0.74
0.29
0.14
-0.07
-0.03
FLLA
Latin America
0.66
0.02
-0.01
-0.16
-0.14
BND
US Total Bond Market
0.99
0.90
0.90
0.89
0.89
TLT
Long Term Treasuries
0.97
0.93
0.93
0.89
0.89
BIL
US Cash
0.26
0.05
0.00
0.08
0.08
TIP
TIPS
0.97
0.78
0.77
0.77
0.79
LQD
Invest. Grade Bonds
0.97
0.76
0.74
0.68
0.69
HYG
High Yield Bonds
0.92
0.37
0.27
0.07
0.11
CWB
US Convertible Bonds
0.74
0.21
0.11
-0.11
-0.08
BNDX
International Bonds
0.96
0.77
0.77
0.58
0.60
EMB
Emerg. Market Bonds
0.87
0.41
0.42
0.26
0.28
GLD
Gold
0.23
0.42
0.43
0.25
0.23
DBC
Commodities
-0.20
-0.32
-0.32
-0.08
-0.07

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES USD TREASURY BOND 7-10YR EUR HEDGED (IBB1.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Inflation Adjusted:
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES USD TREASURY BOND 7-10YR EUR HEDGED (IBB1.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES USD TREASURY BOND 7-10YR EUR HEDGED (IBB1.DE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
198 Positive Months (55%) - 162 Negative Months (45%)
525 Positive Months (59%) - 367 Negative Months (41%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to March 2019, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.