PortfoliosLab logoPortfoliosLab logo
BB3M.L vs. EXUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BB3M.L vs. EXUS.DE - 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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BB3M.L is traded in USD, while EXUS.DE is traded in EUR. To make them comparable, the EXUS.DE 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 lower than EXUS.DE's 8.38% 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*

EXUS.DE

1D
0.32%
1M
2.78%
YTD
8.38%
6M
11.36%
1Y
22.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BB3M.L vs. EXUS.DE - Yearly Performance Comparison


Correlation

The correlation between BB3M.L and EXUS.DE is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

-0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BB3M.L vs. EXUS.DE — 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

EXUS.DE
EXUS.DE Risk / Return Rank: 4949
Overall Rank
EXUS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 5050
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 5454
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. EXUS.DE - 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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). 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.LEXUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.25

Sortino ratioReturn per unit of downside risk

+5.86

Omega ratioGain probability vs. loss probability

2.14

1.28

+0.87

Calmar ratioReturn relative to maximum drawdown

28.84

2.05

+26.78

Martin ratioReturn relative to average drawdown

103.10

7.60

+95.50

BB3M.L vs. EXUS.DE - Sharpe Ratio Comparison

The current BB3M.L Sharpe Ratio is 4.80, which is higher than the EXUS.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of BB3M.L and EXUS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BB3M.LEXUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.80

1.55

+3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.51

Sharpe Ratio (All Time)

Calculated using the full available price history

3.40

1.20

+2.20

Drawdowns

BB3M.L vs. EXUS.DE - Drawdown Comparison

The maximum BB3M.L drawdown since its inception was -1.19%, smaller than the maximum EXUS.DE drawdown of -13.99%. Use the drawdown chart below to compare losses from any high point for BB3M.L and EXUS.DE.


Loading charts...

Drawdown Indicators


BB3M.LEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.19%

-13.99%

+12.80%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-10.74%

+10.60%

Max Drawdown (3Y)

Largest decline over 3 years

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

Current Drawdown

Current decline from peak

0.00%

-1.02%

+1.02%

Average Drawdown

Average peak-to-trough decline

-0.03%

-2.33%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

2.91%

-2.87%

Volatility

BB3M.L vs. EXUS.DE - 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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.86%. This indicates that BB3M.L experiences smaller price fluctuations and is considered to be less risky than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BB3M.LEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

3.86%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.63%

11.66%

-11.03%

Volatility (1Y)

Calculated over the trailing 1-year period

0.82%

14.24%

-13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.99%

15.09%

-14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.96%

15.09%

-14.13%

BB3M.L vs. EXUS.DE - Expense Ratio Comparison

BB3M.L has a 0.07% expense ratio, which is lower than EXUS.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BB3M.L vs. EXUS.DE - Dividend Comparison

Neither BB3M.L nor EXUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BB3M.L and EXUS.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BB3M.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BB3M.L is cheaper with a 0.07% expense ratio, compared with 0.15% for EXUS.DE.

BB3M.L is categorized as Ultrashort Bond, while EXUS.DE is Global Equities. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.07% for BB3M.L and 0.15% for EXUS.DE.

Portfolio Optimizer

Find the right allocation for BB3M.L and EXUS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer