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Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46654Q8565
Issuer
JPMorgan
Inception Date
Apr 19, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE BofA US Treasury Bond (1-3 Y)
Distribution Policy
Distributing
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 Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF, 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

Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) has returned 0.28% so far this year and 3.73% over the past 12 months.


Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF

1D
0.09%
1M
-0.45%
YTD
0.28%
6M
1.38%
1Y
3.73%
3Y*
5Y*
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 Apr 20, 2023, BBSB's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, your investment would double in approximately 17.5 years.

Historically, 75% of months were positive and 25% were negative. The best month was Dec 2023 with a return of +1.1%, while the worst month was Oct 2024 at -0.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, BBSB closed higher 56% of trading days. The best single day was Aug 2, 2024 with a return of +0.5%, while the worst single day was Apr 10, 2024 at -0.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.20%0.53%-0.45%0.28%
20250.40%0.75%0.47%0.81%-0.24%0.58%-0.04%0.87%0.32%0.33%0.46%0.31%5.12%
20240.35%-0.39%0.29%-0.34%0.66%0.64%1.09%0.91%0.82%-0.62%0.28%0.26%4.00%
20230.21%-0.30%-0.53%0.31%0.42%-0.05%0.32%1.04%1.12%2.56%

Benchmark Metrics

Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF has an annualized alpha of 4.36%, beta of -0.01, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since April 21, 2023.

  • This ETF captured 10.19% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -9.05%) — a profile typical of hedging or uncorrelated assets.
  • Beta of -0.01 may look defensive, but with R² of 0.02 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 0.02 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
4.36%
Beta
-0.01
0.02
Upside Capture
10.19%
Downside Capture
-9.05%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BBSB ranks 96 for risk / return — in the top 96% 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.


BBSB Risk / Return Rank: 9696
Overall Rank
BBSB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
BBSB Omega Ratio Rank: 9696
Omega Ratio Rank
BBSB Calmar Ratio Rank: 9696
Calmar Ratio Rank
BBSB Martin Ratio Rank: 9696
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 1-3 Year ETF (BBSB) and compare them to a chosen benchmark (S&P 500 Index).


BBSBBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.57

0.90

+1.67

Sortino ratio

Return per unit of downside risk

4.14

1.39

+2.75

Omega ratio

Gain probability vs. loss probability

1.54

1.21

+0.33

Calmar ratio

Return relative to maximum drawdown

4.43

1.40

+3.03

Martin ratio

Return relative to average drawdown

17.33

6.61

+10.72

Explore BBSB risk-adjusted metrics in detail

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

Dividends

Dividend History

Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF provided a 3.88% dividend yield over the last twelve months, with an annual payout of $3.84 per share.


3.60%3.80%4.00%4.20%4.40%4.60%4.80%$0.00$1.00$2.00$3.00$4.00$5.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$3.84$3.66$4.73$3.45

Dividend yield

3.88%3.69%4.84%3.50%

Monthly Dividends

The table displays the monthly dividend distributions for Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.29$0.29$0.59
2025$0.00$0.11$0.29$0.27$0.36$0.36$0.32$0.33$0.33$0.32$0.31$0.65$3.66
2024$0.00$0.40$0.37$0.43$0.45$0.35$0.37$0.41$0.38$0.36$0.37$0.86$4.73
2023$0.13$0.36$0.29$0.75$0.22$0.41$0.42$0.87$3.45

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 1-3 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 1-3 Year ETF was 1.57%, occurring on Jul 6, 2023. Recovery took 85 trading sessions.

The current Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF drawdown is 0.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.57%May 5, 202342Jul 6, 202385Nov 3, 2023127
-0.96%Sep 25, 202435Nov 12, 202448Jan 24, 202583
-0.86%Mar 2, 202619Mar 26, 2026
-0.74%Feb 2, 20248Feb 13, 202464May 15, 202472
-0.68%May 1, 202510May 14, 202526Jun 23, 202536

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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