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BBLB vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLB vs. GGOV - 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 Global Government Bond USD Hedged Active ETF (GGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBLB achieves a -0.36% return, which is significantly lower than GGOV's 2.30% return.


BBLB

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

GGOV

1D
-0.16%
1M
0.60%
YTD
2.30%
6M
-1.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLB vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between BBLB and GGOV is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.61

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Return for Risk

BBLB vs. GGOV — 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

GGOV
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. GGOV - 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 Global Government Bond USD Hedged Active ETF (GGOV). 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.


BBLBGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.68

Martin ratioReturn relative to average drawdown

1.70

BBLB vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBLBGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

-0.11

-0.06

Drawdowns

BBLB vs. GGOV - Drawdown Comparison

The maximum BBLB drawdown since its inception was -21.06%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for BBLB and GGOV.


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Drawdown Indicators


BBLBGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-21.06%

-4.69%

-16.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

Current Drawdown

Current decline from peak

-8.93%

-1.50%

-7.43%

Average Drawdown

Average peak-to-trough decline

-8.94%

-1.59%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

Volatility

BBLB vs. GGOV - Volatility Comparison


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Volatility by Period


BBLBGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

Volatility (1Y)

Calculated over the trailing 1-year period

9.80%

5.38%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

5.38%

+8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.83%

5.38%

+8.45%

BBLB vs. GGOV - Expense Ratio Comparison

BBLB has a 0.04% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

BBLB vs. GGOV - Dividend Comparison

BBLB's dividend yield for the trailing twelve months is around 5.00%, while GGOV has not paid dividends to shareholders.


PositionTTM202520242023
BBLB
JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF
5.00%5.03%5.34%2.82%
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBLB and GGOV have a correlation of 0.61, 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 0.39% for GGOV.

BBLB has the higher dividend yield at 5.00%, compared with 0.00% for GGOV.

BBLB is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for BBLB and 0.39% for GGOV.

Portfolio Optimizer

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