PortfoliosLab logoPortfoliosLab logo
BBLB vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBLB vs. JPLD - 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 J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BBLB vs. JPLD - Yearly Performance Comparison


Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BBLB at 0.38% and JPLD at 0.38%.


BBLB

1D
0.20%
1M
-3.88%
YTD
0.38%
6M
-0.47%
1Y
0.02%
3Y*
5Y*
10Y*

JPLD

1D
-0.08%
1M
-0.74%
YTD
0.38%
6M
1.58%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BBLB vs. JPLD - Expense Ratio Comparison

BBLB has a 0.07% expense ratio, which is lower than JPLD's 0.24% 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%.


Return for Risk

BBLB vs. JPLD — Risk / Return Rank

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

BBLB
BBLB Risk / Return Rank: 1212
Overall Rank
BBLB Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BBLB Sortino Ratio Rank: 1111
Sortino Ratio Rank
BBLB Omega Ratio Rank: 1111
Omega Ratio Rank
BBLB Calmar Ratio Rank: 1414
Calmar Ratio Rank
BBLB Martin Ratio Rank: 1313
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9797
Overall Rank
JPLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
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. JPLD - 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 J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.


BBLBJPLDDifference

Sharpe ratio

Return per unit of total volatility

0.00

2.63

-2.63

Sortino ratio

Return per unit of downside risk

0.08

4.05

-3.97

Omega ratio

Gain probability vs. loss probability

1.01

1.55

-0.54

Calmar ratio

Return relative to maximum drawdown

0.10

4.03

-3.93

Martin ratio

Return relative to average drawdown

0.20

19.92

-19.71

BBLB vs. JPLD - Sharpe Ratio Comparison

The current BBLB Sharpe Ratio is 0.00, which is lower than the JPLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BBLB and JPLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BBLBJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

2.63

-2.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

3.28

-3.44

Correlation

The correlation between BBLB and JPLD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBLB vs. JPLD - Dividend Comparison

BBLB's dividend yield for the trailing twelve months is around 5.15%, more than JPLD's 4.22% yield.


Drawdowns

BBLB vs. JPLD - Drawdown Comparison

The maximum BBLB drawdown since its inception was -21.06%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for BBLB and JPLD.


Loading graphics...

Drawdown Indicators


BBLBJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-21.06%

-1.17%

-19.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-1.17%

-8.15%

Current Drawdown

Current decline from peak

-8.26%

-0.74%

-7.52%

Average Drawdown

Average peak-to-trough decline

-8.94%

-0.14%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

0.24%

+4.20%

Volatility

BBLB vs. JPLD - Volatility Comparison

Jpmorgan Betabuilders U.S. Treasury Bond 20+ Year ETF (BBLB) has a higher volatility of 3.82% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that BBLB's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BBLBJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

0.54%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

0.99%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

1.79%

+9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

1.86%

+12.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

1.86%

+12.23%