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BBDD.L vs. BBRT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBDD.L vs. BBRT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BBDD.L is traded in GBp, while BBRT.L is traded in GBP. To make them comparable, the BBRT.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BBDD.L achieves a 10.30% return, which is significantly higher than BBRT.L's -0.18% return.


BBDD.L

1D
0.06%
1M
5.57%
YTD
10.30%
6M
10.10%
1Y
28.61%
3Y*
19.09%
5Y*
14.50%
10Y*

BBRT.L

1D
0.22%
1M
1.14%
YTD
-0.18%
6M
-0.65%
1Y
4.56%
3Y*
0.09%
5Y*
0.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBDD.L vs. BBRT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
10.30%9.41%27.20%20.72%-10.45%29.23%16.11%11.23%
BBRT.L
JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)
-0.18%-0.87%2.21%-1.99%-2.50%-1.20%4.45%3.80%

Correlation

The correlation between BBDD.L and BBRT.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.18

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

0.05

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.04

The correlation between BBDD.L and BBRT.L shifts across timeframes, from 0.04 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BBDD.L vs. BBRT.L — Risk / Return Rank

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

BBDD.L
BBDD.L Risk / Return Rank: 7979
Overall Rank
BBDD.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BBDD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
BBDD.L Omega Ratio Rank: 8484
Omega Ratio Rank
BBDD.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBDD.L Martin Ratio Rank: 7070
Martin Ratio Rank

BBRT.L
BBRT.L Risk / Return Rank: 2121
Overall Rank
BBRT.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BBRT.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BBRT.L Omega Ratio Rank: 2121
Omega Ratio Rank
BBRT.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
BBRT.L Martin Ratio Rank: 1919
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.

BBDD.L vs. BBRT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.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.


BBDD.LBBRT.LDifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.50

1.13

+0.37

Calmar ratioReturn relative to maximum drawdown

3.66

0.87

+2.79

Martin ratioReturn relative to average drawdown

12.78

2.05

+10.72

BBDD.L vs. BBRT.L - Sharpe Ratio Comparison

The current BBDD.L Sharpe Ratio is 2.69, which is higher than the BBRT.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BBDD.L and BBRT.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


BBDD.LBBRT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

0.74

+1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.06

+0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.05

+0.91

Drawdowns

BBDD.L vs. BBRT.L - Drawdown Comparison

The maximum BBDD.L drawdown since its inception was -25.72%, roughly equal to the maximum BBRT.L drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for BBDD.L and BBRT.L.


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Drawdown Indicators


BBDD.LBBRT.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.72%

-24.57%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-5.22%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

-8.23%

-13.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.41%

-16.20%

-5.21%

Current Drawdown

Current decline from peak

-0.16%

-19.97%

+19.81%

Average Drawdown

Average peak-to-trough decline

-3.72%

-16.82%

+13.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.21%

+0.02%

Volatility

BBDD.L vs. BBRT.L - Volatility Comparison

JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) has a higher volatility of 2.63% compared to JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L) at 1.49%. This indicates that BBDD.L's price experiences larger fluctuations and is considered to be riskier than BBRT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBDD.LBBRT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

1.49%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

4.49%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

6.10%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

8.83%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

9.57%

+6.60%

BBDD.L vs. BBRT.L - Expense Ratio Comparison

BBDD.L has a 0.05% expense ratio, which is lower than BBRT.L's 0.07% 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

BBDD.L vs. BBRT.L - Dividend Comparison

BBDD.L's dividend yield for the trailing twelve months is around 0.99%, while BBRT.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
0.99%1.12%0.99%1.31%1.44%0.94%1.46%0.79%
BBRT.L
JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBDD.L and BBRT.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBDD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.07% for BBRT.L.

BBDD.L is categorized as Large Cap Blend Equities, while BBRT.L is Government Bonds. BBDD.L tracks Russell 1000 TR USD, while BBRT.L tracks J.P. Morgan Government Bond US Index. Their fees differ too: 0.05% for BBDD.L and 0.07% for BBRT.L.

Portfolio Optimizer

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