BBDD.L vs. BBRT.L
BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) and BBRT.L (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) are both exchange-traded funds - BBDD.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while BBRT.L is a Government Bonds fund tracking the J.P. Morgan Government Bond US Index. Both are passively managed. Over the past 5 years, BBDD.L returned 14.50%/yr vs 0.50%/yr for BBRT.L. At a 0.04 correlation, their price movements are largely independent. BBDD.L charges 0.05%/yr vs 0.07%/yr for BBRT.L.
Performance
BBDD.L vs. BBRT.L - Performance Comparison
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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*
- —
BBDD.L vs. BBRT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
BBDD.L
BBRT.L
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.L | BBRT.L | Difference | |
|---|---|---|---|
| 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 |
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
| BBDD.L | BBRT.L | Difference | |
|---|---|---|---|
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.L | BBRT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.16% | -19.97% | +19.81% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -16.82% | +13.10% |
Ulcer IndexDepth 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.L | BBRT.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
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