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JPM BetaBuilders US Treasury Bond 0-3 Months UCITS...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BMD8KM66
Issuer
JPMorgan
Inception Date
Feb 17, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) has returned 0.82% so far this year and 4.08% over the past 12 months.


JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD

1D
0.14%
1M
0.36%
YTD
0.82%
6M
1.93%
1Y
4.08%
3Y*
4.74%
5Y*
3.33%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 23, 2021, BB3M.L's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, your investment would double in approximately 22.2 years.

Historically, 84% of months were positive and 16% were negative. The best month was Oct 2024 with a return of +0.5%, while the worst month was May 2021 at -0.0%. The longest winning streak lasted 50 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BB3M.L closed higher 66% of trading days. The best single day was Jun 15, 2022 with a return of +1.2%, while the worst single day was Jun 14, 2022 at -1.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.21%0.26%0.36%0.82%
20250.33%0.40%0.28%0.43%0.34%0.21%0.49%0.33%0.30%0.38%0.29%0.41%4.28%
20240.45%0.44%0.40%0.45%0.48%0.43%0.44%0.46%0.34%0.54%0.23%0.44%5.24%
20230.28%0.33%0.43%0.37%0.36%0.45%0.38%0.52%0.39%0.41%0.49%0.43%4.94%
2022-0.01%0.00%0.01%0.01%0.04%0.04%0.09%0.17%0.20%0.16%0.31%0.42%1.46%
20210.00%0.00%-0.01%-0.01%0.00%0.00%0.01%0.00%0.00%0.00%0.01%-0.02%

Benchmark Metrics

JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD has an annualized alpha of 3.23%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 24, 2021.

  • This ETF captured 6.09% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -8.08%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.23%
Beta
0.00
0.00
Upside Capture
6.09%
Downside Capture
-8.08%

Expense Ratio

BB3M.L has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

BB3M.L ranks 99 for risk / return — in the top 99% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BB3M.L Risk / Return Rank: 9999
Overall Rank
BB3M.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BB3M.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
BB3M.L Omega Ratio Rank: 9999
Omega Ratio Rank
BB3M.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
BB3M.L Martin Ratio Rank: 9999
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) and compare them to a chosen benchmark (S&P 500 Index).


BB3M.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

4.87

0.90

+3.97

Sortino ratio

Return per unit of downside risk

8.56

1.39

+7.17

Omega ratio

Gain probability vs. loss probability

2.16

1.21

+0.95

Calmar ratio

Return relative to maximum drawdown

25.24

1.40

+23.84

Martin ratio

Return relative to average drawdown

104.73

6.61

+98.12

Explore BB3M.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD was 1.19%, occurring on Jun 14, 2022. Recovery took 6 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.19%Jun 14, 20221Jun 14, 20226Jun 22, 20227
-0.23%Jan 21, 20253Jan 23, 20254Jan 29, 20257
-0.22%Oct 11, 20242Oct 14, 20249Oct 25, 202411
-0.22%Sep 27, 20241Sep 27, 20247Oct 8, 20248
-0.19%Sep 2, 20241Sep 2, 20241Sep 3, 20242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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