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ISIN
US46654Q8318
Issuer
JPMorgan
Inception Date
Apr 19, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE U.S. Treasury 20+ Year Bond Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$31M

Share Price Chart


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Performance

BBLB Performance Chart

JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) is up 0.8% since the beginning of the year. BBLB is currently trading at $82 per share.


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S&P 500 Index

Returns By Period

JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) has returned 0.76% so far this year and 5.60% over the past 12 months.


JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF

1D
0.62%
1M
3.53%
YTD
0.76%
6M
0.43%
1Y
5.60%
3Y*
-1.54%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLB Monthly Returns History

Based on dividend-adjusted daily data since Apr 20, 2023, BBLB's average daily return is 0.00%, while the average monthly return is -0.08%.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +9.7%, while the worst month was Sep 2023 at -7.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BBLB closed higher 51% of trading days. The best single day was Aug 2, 2024 with a return of +3.0%, while the worst single day was Apr 7, 2025 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.03%4.40%-3.88%-1.30%0.52%1.18%0.76%
20250.31%5.31%-0.94%-0.98%-3.64%2.88%-1.13%0.06%3.47%1.48%0.24%-2.52%4.26%
2024-2.52%-2.22%0.94%-6.47%2.90%2.05%3.32%2.32%1.84%-5.45%1.90%-5.99%-7.84%
20231.77%-3.01%0.08%-2.57%-3.01%-7.93%-5.21%9.65%8.81%-2.80%

Benchmark Metrics

JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF has an annualized alpha of -3.08%, beta of 0.11, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 20, 2023.

  • This ETF participated in 102.56% of S&P 500 Index downside but only 25.21% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R2 of 0.01 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 0.01 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
-3.08%
Beta
0.11
0.01
Upside Capture
25.21%
Downside Capture
102.56%

Expense Ratio

BBLB has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

BBLB ranks 17 for risk / return — in the bottom 17% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BBLB Risk / Return Rank: 1717
Overall Rank
BBLB Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BBLB Sortino Ratio Rank: 1717
Sortino Ratio Rank
BBLB Omega Ratio Rank: 1616
Omega Ratio Rank
BBLB Calmar Ratio Rank: 1818
Calmar Ratio Rank
BBLB Martin Ratio Rank: 1717
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 JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBLBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.10

1.36

-0.26

Calmar ratioReturn relative to maximum drawdown

0.75

2.71

-1.96

Martin ratioReturn relative to average drawdown

1.80

12.15

-10.35

Dividends

Dividend History

JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF provided a 4.94% dividend yield over the last twelve months, with an annual payout of $4.03 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$1.00$2.00$3.00$4.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$4.03$4.14$4.43$2.67

Dividend yield

4.94%5.03%5.34%2.82%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.30$0.32$0.07$0.34$0.37$1.39
2025$0.00$0.25$0.29$0.30$0.39$0.29$0.36$0.47$0.35$0.35$0.35$0.76$4.14
2024$0.00$0.35$0.45$0.36$0.34$0.34$0.32$0.33$0.33$0.56$0.39$0.66$4.43
2023$0.12$0.34$0.25$0.34$0.34$0.33$0.33$0.63$2.67

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 JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF. 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 JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF was 21.06%, occurring on Oct 19, 2023. Recovery took 227 trading sessions.

The current JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF drawdown is 7.91%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-21.06%Oct 2023
5mo 26d11mo 3d
1y 4moApr 2023 - Sep 2024
2025 selloff2025
-14.67%May 2025
8mo 6d
1y 9moSep 2024 - now
2023 pullback2023
-0.45%Apr 2023
0s3d
3dApr 2023 - Apr 2023

Drawdown Indicators


BBLBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.06%

-56.78%

+35.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-9.10%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

-18.90%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-7.91%

-1.29%

-6.62%

Average Drawdown

Average peak-to-trough decline

-8.93%

-10.72%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.02%

+1.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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