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BBLB vs. DTLE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLB vs. DTLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BBLB is traded in USD, while DTLE.L is traded in EUR. To make them comparable, the DTLE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BBLB achieves a -0.36% return, which is significantly higher than DTLE.L's -3.38% return.


BBLB

1D
-0.40%
1M
0.77%
YTD
-0.36%
6M
-1.96%
1Y
5.09%
3Y*
-1.70%
5Y*
10Y*

DTLE.L

1D
-0.82%
1M
-1.25%
YTD
-3.38%
6M
-3.26%
1Y
4.52%
3Y*
-1.29%
5Y*
-9.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLB vs. DTLE.L - Yearly Performance Comparison


2026 (YTD)202520242023
BBLB
JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF
-0.36%4.26%-7.84%-2.91%
DTLE.L
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist
-3.38%15.98%-14.67%-3.93%

Correlation

The correlation between BBLB and DTLE.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.74

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

0.73

The correlation between BBLB and DTLE.L has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

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Return for Risk

BBLB vs. DTLE.L — Risk / Return Rank

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

BBLB
BBLB Risk / Return Rank: 1717
Overall Rank
BBLB Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BBLB Sortino Ratio Rank: 1616
Sortino Ratio Rank
BBLB Omega Ratio Rank: 1616
Omega Ratio Rank
BBLB Calmar Ratio Rank: 1717
Calmar Ratio Rank
BBLB Martin Ratio Rank: 1717
Martin Ratio Rank

DTLE.L
DTLE.L Risk / Return Rank: 1212
Overall Rank
DTLE.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DTLE.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
DTLE.L Omega Ratio Rank: 1111
Omega Ratio Rank
DTLE.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
DTLE.L Martin Ratio Rank: 1212
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.

BBLB vs. DTLE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) and iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.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.


BBLBDTLE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.09

1.07

+0.03

Calmar ratioReturn relative to maximum drawdown

0.68

0.46

+0.22

Martin ratioReturn relative to average drawdown

1.70

1.19

+0.51

BBLB vs. DTLE.L - Sharpe Ratio Comparison

The current BBLB Sharpe Ratio is 0.52, which is higher than the DTLE.L Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of BBLB and DTLE.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


BBLBDTLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.34

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

-0.23

+0.06

Drawdowns

BBLB vs. DTLE.L - Drawdown Comparison

The maximum BBLB drawdown since its inception was -21.06%, smaller than the maximum DTLE.L drawdown of -56.35%. Use the drawdown chart below to compare losses from any high point for BBLB and DTLE.L.


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Drawdown Indicators


BBLBDTLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.06%

-56.35%

+35.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-9.78%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

-22.61%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-50.59%

Current Drawdown

Current decline from peak

-8.93%

-48.02%

+39.09%

Average Drawdown

Average peak-to-trough decline

-8.94%

-27.81%

+18.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.78%

-0.78%

Volatility

BBLB vs. DTLE.L - Volatility Comparison

The current volatility for JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) is 2.90%, while iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist (DTLE.L) has a volatility of 4.29%. This indicates that BBLB experiences smaller price fluctuations and is considered to be less risky than DTLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBLBDTLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

4.29%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

8.96%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.80%

13.20%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

17.93%

-4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.83%

17.88%

-4.05%

BBLB vs. DTLE.L - Expense Ratio Comparison

BBLB has a 0.04% expense ratio, which is lower than DTLE.L's 0.10% 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

BBLB vs. DTLE.L - Dividend Comparison

BBLB's dividend yield for the trailing twelve months is around 5.00%, more than DTLE.L's 4.27% yield.


PositionTTM202520242023202220212020201920182017
BBLB
JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF
5.00%5.03%5.34%2.82%0.00%0.00%0.00%0.00%0.00%0.00%
DTLE.L
iShares $ Treasury Bond 20+yr UCITS ETF EUR Hedged Dist
4.27%4.18%4.75%3.75%3.05%1.76%1.69%2.50%2.88%0.51%

Frequently Asked Questions


BBLB and DTLE.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBLB is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBLB is cheaper with a 0.04% expense ratio, compared with 0.10% for DTLE.L.

BBLB is categorized as Government Bonds, while DTLE.L is Long-Term Bond. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for BBLB and 0.10% for DTLE.L.

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