BB3M.L vs. IB01.L
Compare and contrast key facts about JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L).
BB3M.L and IB01.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BB3M.L is an actively managed fund by JPMorgan. It was launched on Feb 17, 2021. IB01.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 20, 2019.
Performance
BB3M.L vs. IB01.L - Performance Comparison
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BB3M.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BB3M.L JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD | 0.70% | 4.28% | 5.24% | 4.94% | 1.46% | -0.02% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.86% | 4.34% | 5.25% | 4.92% | 1.08% | -0.03% |
Returns By Period
In the year-to-date period, BB3M.L achieves a 0.70% return, which is significantly lower than IB01.L's 0.86% return.
BB3M.L
- 1D
- -0.12%
- 1M
- 0.22%
- YTD
- 0.70%
- 6M
- 1.79%
- 1Y
- 3.91%
- 3Y*
- 4.70%
- 5Y*
- 3.30%
- 10Y*
- —
IB01.L
- 1D
- 0.07%
- 1M
- 0.32%
- YTD
- 0.86%
- 6M
- 1.89%
- 1Y
- 4.12%
- 3Y*
- 4.75%
- 5Y*
- 3.27%
- 10Y*
- —
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BB3M.L vs. IB01.L - Expense Ratio Comparison
Both BB3M.L and IB01.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%.
Return for Risk
BB3M.L vs. IB01.L — Risk / Return Rank
BB3M.L
IB01.L
BB3M.L vs. IB01.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 iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.L | IB01.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.61 | 11.48 | -6.87 |
Sortino ratioReturn per unit of downside risk | 7.95 | 30.08 | -22.13 |
Omega ratioGain probability vs. loss probability | 2.07 | 7.77 | -5.69 |
Calmar ratioReturn relative to maximum drawdown | 24.52 | 47.46 | -22.94 |
Martin ratioReturn relative to average drawdown | 100.09 | 455.81 | -355.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BB3M.L | IB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.61 | 11.48 | -6.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.41 | 8.91 | -5.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.37 | 3.73 | -0.36 |
Correlation
The correlation between BB3M.L and IB01.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BB3M.L vs. IB01.L - Dividend Comparison
Neither BB3M.L nor IB01.L has paid dividends to shareholders.
Drawdowns
BB3M.L vs. IB01.L - Drawdown Comparison
The maximum BB3M.L drawdown since its inception was -1.19%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for BB3M.L and IB01.L.
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Drawdown Indicators
| BB3M.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.19% | -0.91% | -0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -0.16% | -0.09% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -1.19% | -0.29% | -0.90% |
Current DrawdownCurrent decline from peak | -0.12% | 0.00% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -0.08% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 0.01% | +0.03% |
Volatility
BB3M.L vs. IB01.L - Volatility Comparison
JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) has a higher volatility of 0.24% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.11%. This indicates that BB3M.L's price experiences larger fluctuations and is considered to be riskier than IB01.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.L | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 0.11% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 0.54% | 0.25% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.84% | 0.36% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.97% | 0.37% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.96% | 0.72% | +0.24% |