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BB3M.L vs. BBM3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BB3M.L vs. BBM3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) and JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BB3M.L is traded in USD, while BBM3.L is traded in GBP. To make them comparable, the BBM3.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BB3M.L achieves a 1.48% return, which is significantly higher than BBM3.L's 1.39% return.


BB3M.L

1D
0.05%
1M
0.34%
YTD
1.48%
6M
1.88%
1Y
3.95%
3Y*
4.69%
5Y*
3.46%
10Y*

BBM3.L

1D
0.14%
1M
0.46%
YTD
1.39%
6M
1.93%
1Y
3.93%
3Y*
4.60%
5Y*
3.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BB3M.L vs. BBM3.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BB3M.L
JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD
1.48%4.28%5.24%4.94%1.46%-0.02%
BBM3.L
JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc)
1.39%4.37%5.25%4.45%1.77%-0.33%

Correlation

The correlation between BB3M.L and BBM3.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.06

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Return for Risk

BB3M.L vs. BBM3.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BB3M.L
BB3M.L Risk / Return Rank: 9898
Overall Rank
BB3M.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BB3M.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
BB3M.L Omega Ratio Rank: 9898
Omega Ratio Rank
BB3M.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
BB3M.L Martin Ratio Rank: 9999
Martin Ratio Rank

BBM3.L
BBM3.L Risk / Return Rank: 2222
Overall Rank
BBM3.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BBM3.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BBM3.L Omega Ratio Rank: 2121
Omega Ratio Rank
BBM3.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
BBM3.L Martin Ratio Rank: 2222
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.

BB3M.L vs. BBM3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) and JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L). 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.


BB3M.LBBM3.LDifference
Sharpe ratioReturn per unit of total volatility

+3.85

Sortino ratioReturn per unit of downside risk

+6.70

Omega ratioGain probability vs. loss probability

2.14

1.17

+0.98

Calmar ratioReturn relative to maximum drawdown

28.84

4.76

+24.07

Martin ratioReturn relative to average drawdown

103.10

13.27

+89.83

BB3M.L vs. BBM3.L - Sharpe Ratio Comparison

The current BB3M.L Sharpe Ratio is 4.80, which is higher than the BBM3.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BB3M.L and BBM3.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BB3M.LBBM3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.80

0.95

+3.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.51

0.73

+2.78

Sharpe Ratio (All Time)

Calculated using the full available price history

3.40

0.67

+2.73

Drawdowns

BB3M.L vs. BBM3.L - Drawdown Comparison

The maximum BB3M.L drawdown since its inception was -1.19%, smaller than the maximum BBM3.L drawdown of -2.44%. Use the drawdown chart below to compare losses from any high point for BB3M.L and BBM3.L.


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Drawdown Indicators


BB3M.LBBM3.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.19%

-2.44%

+1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-0.82%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.23%

-1.11%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

-2.44%

+1.25%

Current Drawdown

Current decline from peak

0.00%

-0.17%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.41%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.30%

-0.26%

Volatility

BB3M.L vs. BBM3.L - Volatility Comparison

The current volatility for JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) is 0.30%, while JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L) has a volatility of 1.44%. This indicates that BB3M.L experiences smaller price fluctuations and is considered to be less risky than BBM3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BB3M.LBBM3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

1.44%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.63%

3.42%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.82%

4.12%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.99%

4.76%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.96%

4.76%

-3.80%

BB3M.L vs. BBM3.L - Expense Ratio Comparison

Both BB3M.L and BBM3.L 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

BB3M.L vs. BBM3.L - Dividend Comparison

Neither BB3M.L nor BBM3.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BB3M.L and BBM3.L have a correlation of 0.02, 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.

BB3M.L and BBM3.L have the same expense ratio: 0.07% per year.

BB3M.L is categorized as Ultrashort Bond, while BBM3.L is Government Bonds.

Portfolio Optimizer

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