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BBIB vs. SPTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBIB vs. SPTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and SPDR Portfolio Short Term Treasury ETF (SPTS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBIB achieves a -0.73% return, which is significantly lower than SPTS's 0.38% return.


BBIB

1D
-0.44%
1M
-0.90%
YTD
-0.73%
6M
-0.53%
1Y
3.01%
3Y*
3.31%
5Y*
10Y*

SPTS

1D
-0.14%
1M
-0.16%
YTD
0.38%
6M
0.77%
1Y
3.31%
3Y*
4.15%
5Y*
1.80%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBIB vs. SPTS - Yearly Performance Comparison


2026 (YTD)202520242023
BBIB
JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF
-0.73%7.44%1.28%1.34%
SPTS
SPDR Portfolio Short Term Treasury ETF
0.38%5.05%4.20%2.61%

Correlation

The correlation between BBIB and SPTS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2023

0.87

The correlation between BBIB and SPTS has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

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Return for Risk

BBIB vs. SPTS — Risk / Return Rank

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

BBIB
BBIB Risk / Return Rank: 2525
Overall Rank
BBIB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BBIB Sortino Ratio Rank: 2626
Sortino Ratio Rank
BBIB Omega Ratio Rank: 2424
Omega Ratio Rank
BBIB Calmar Ratio Rank: 2626
Calmar Ratio Rank
BBIB Martin Ratio Rank: 2525
Martin Ratio Rank

SPTS
SPTS Risk / Return Rank: 8484
Overall Rank
SPTS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9292
Sortino Ratio Rank
SPTS Omega Ratio Rank: 8787
Omega Ratio Rank
SPTS Calmar Ratio Rank: 7979
Calmar Ratio Rank
SPTS 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.

BBIB vs. SPTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and SPDR Portfolio Short Term Treasury ETF (SPTS). 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.


BBIBSPTSDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

1.15

1.53

-0.37

Calmar ratioReturn relative to maximum drawdown

1.08

3.96

-2.88

Martin ratioReturn relative to average drawdown

3.17

15.88

-12.72

BBIB vs. SPTS - Sharpe Ratio Comparison

The current BBIB Sharpe Ratio is 0.89, which is lower than the SPTS Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of BBIB and SPTS, 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


BBIBSPTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

2.55

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.49

+0.13

Drawdowns

BBIB vs. SPTS - Drawdown Comparison

The maximum BBIB drawdown since its inception was -6.36%, which is greater than SPTS's maximum drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for BBIB and SPTS.


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Drawdown Indicators


BBIBSPTSDifference

Max Drawdown

Largest peak-to-trough decline

-6.36%

-5.83%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-0.84%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-0.96%

-3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-2.35%

-0.35%

-2.00%

Average Drawdown

Average peak-to-trough decline

-1.68%

-1.72%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.21%

+0.74%

Volatility

BBIB vs. SPTS - Volatility Comparison

JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) has a higher volatility of 1.10% compared to SPDR Portfolio Short Term Treasury ETF (SPTS) at 0.35%. This indicates that BBIB's price experiences larger fluctuations and is considered to be riskier than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBIBSPTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.35%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

0.87%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

1.31%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

1.99%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

1.71%

+3.04%

BBIB vs. SPTS - Expense Ratio Comparison

BBIB has a 0.04% expense ratio, which is higher than SPTS's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBIB vs. SPTS - Dividend Comparison

BBIB's dividend yield for the trailing twelve months is around 3.93%, which matches SPTS's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
BBIB
JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF
3.93%3.95%3.76%2.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPTS
SPDR Portfolio Short Term Treasury ETF
3.91%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%

Frequently Asked Questions


BBIB and SPTS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBIB has higher volatility (1.10%) compared to SPTS (0.35%). In terms of maximum drawdown, BBIB dropped -6.36% vs SPTS's -5.83%.

On 3-year performance, SPTS leads with 4.15% vs 3.31% for BBIB. On fees, SPTS is cheaper at 0.03% per year. On volatility, SPTS has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPTS has performed better with a 4.15% return vs 3.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTS is cheaper with a 0.03% expense ratio, compared with 0.04% for BBIB.

BBIB has the higher dividend yield at 3.93%, compared with 3.91% for SPTS.

BBIB tracks ICE BofA US Treasury Bond (3-10 Y), while SPTS tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.04% for BBIB and 0.03% for SPTS.

SPTS currently has the higher Sharpe Ratio (2.55 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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