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BBLB vs. JPST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBLB vs. JPST - 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 JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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BBLB vs. JPST - Yearly Performance Comparison


2026 (YTD)202520242023
BBLB
Jpmorgan Betabuilders U.S. Treasury Bond 20+ Year ETF
0.38%4.26%-7.84%-2.91%
JPST
JPMorgan Ultra-Short Income ETF
0.71%4.99%5.58%3.81%

Returns By Period

In the year-to-date period, BBLB achieves a 0.38% return, which is significantly lower than JPST's 0.71% return.


BBLB

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

JPST

1D
0.08%
1M
0.03%
YTD
0.71%
6M
1.89%
1Y
4.41%
3Y*
5.12%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBLB vs. JPST - Expense Ratio Comparison

BBLB has a 0.07% expense ratio, which is lower than JPST's 0.18% 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. JPST — 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

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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. JPST - 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 JPMorgan Ultra-Short Income ETF (JPST). 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.


BBLBJPSTDifference

Sharpe ratio

Return per unit of total volatility

0.00

7.27

-7.27

Sortino ratio

Return per unit of downside risk

0.08

13.92

-13.84

Omega ratio

Gain probability vs. loss probability

1.01

3.41

-2.41

Calmar ratio

Return relative to maximum drawdown

0.10

14.93

-14.83

Martin ratio

Return relative to average drawdown

0.20

94.51

-94.31

BBLB vs. JPST - Sharpe Ratio Comparison

The current BBLB Sharpe Ratio is 0.00, which is lower than the JPST Sharpe Ratio of 7.27. The chart below compares the historical Sharpe Ratios of BBLB and JPST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBLBJPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

7.27

-7.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

3.16

-3.32

Correlation

The correlation between BBLB and JPST is 0.49, 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. JPST - Dividend Comparison

BBLB's dividend yield for the trailing twelve months is around 5.15%, more than JPST's 4.36% yield.


TTM202520242023202220212020201920182017
BBLB
Jpmorgan Betabuilders U.S. Treasury Bond 20+ Year ETF
5.15%5.03%5.34%2.82%0.00%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.36%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Drawdowns

BBLB vs. JPST - Drawdown Comparison

The maximum BBLB drawdown since its inception was -21.06%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for BBLB and JPST.


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Drawdown Indicators


BBLBJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-21.06%

-3.28%

-17.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-0.30%

-9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

-8.26%

0.00%

-8.26%

Average Drawdown

Average peak-to-trough decline

-8.94%

-0.08%

-8.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

0.05%

+4.39%

Volatility

BBLB vs. JPST - Volatility Comparison

Jpmorgan Betabuilders U.S. Treasury Bond 20+ Year ETF (BBLB) has a higher volatility of 3.82% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that BBLB's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBLBJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

0.22%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

0.35%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

0.61%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

0.57%

+13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

0.94%

+13.15%