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

Performance

BB3M.L vs. JPLG.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 Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
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%
JPLG.L
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating
4.86%18.42%10.23%12.69%-10.05%18.94%
Different Trading Currencies

BB3M.L is traded in USD, while JPLG.L is traded in GBp. To make them comparable, the JPLG.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 0.70% return, which is significantly lower than JPLG.L's 4.86% 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*

JPLG.L

1D
1.75%
1M
-3.60%
YTD
4.86%
6M
8.15%
1Y
19.36%
3Y*
14.63%
5Y*
9.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BB3M.L has a 0.07% expense ratio, which is lower than JPLG.L's 0.20% 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%.


Return for Risk

BB3M.L vs. JPLG.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: 9999
Overall Rank
BB3M.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BB3M.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
BB3M.L Omega Ratio Rank: 9999
Omega Ratio Rank
BB3M.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
BB3M.L Martin Ratio Rank: 9999
Martin Ratio Rank

JPLG.L
JPLG.L Risk / Return Rank: 7777
Overall Rank
JPLG.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JPLG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
JPLG.L Omega Ratio Rank: 7474
Omega Ratio Rank
JPLG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
JPLG.L Martin Ratio Rank: 8282
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. JPLG.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 Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.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.LJPLG.LDifference

Sharpe ratio

Return per unit of total volatility

4.61

1.49

+3.12

Sortino ratio

Return per unit of downside risk

7.95

1.99

+5.97

Omega ratio

Gain probability vs. loss probability

2.07

1.30

+0.77

Calmar ratio

Return relative to maximum drawdown

24.52

2.15

+22.37

Martin ratio

Return relative to average drawdown

100.09

9.71

+90.39

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

The current BB3M.L Sharpe Ratio is 4.61, which is higher than the JPLG.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of BB3M.L and JPLG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BB3M.LJPLG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.61

1.49

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.41

0.72

+2.68

Sharpe Ratio (All Time)

Calculated using the full available price history

3.37

0.64

+2.73

Correlation

The correlation between BB3M.L and JPLG.L is 0.01, 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. JPLG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BB3M.L vs. JPLG.L - Drawdown Comparison

The maximum BB3M.L drawdown since its inception was -1.19%, smaller than the maximum JPLG.L drawdown of -35.38%. Use the drawdown chart below to compare losses from any high point for BB3M.L and JPLG.L.


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Drawdown Indicators


BB3M.LJPLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.19%

-27.53%

+26.34%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-9.48%

+9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

-13.65%

+12.46%

Current Drawdown

Current decline from peak

-0.12%

-3.08%

+2.96%

Average Drawdown

Average peak-to-trough decline

-0.03%

-3.34%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

1.65%

-1.61%

Volatility

BB3M.L vs. JPLG.L - Volatility Comparison

The current volatility for JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) is 0.24%, while JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) has a volatility of 3.86%. This indicates that BB3M.L experiences smaller price fluctuations and is considered to be less risky than JPLG.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.LJPLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.24%

3.86%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

6.87%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

0.84%

12.98%

-12.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.97%

13.25%

-12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.96%

15.96%

-15.00%