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BBLB vs. ZTEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLB vs. ZTEN - 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 F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN). 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 1.27% return, which is significantly higher than ZTEN's 0.53% return.


BBLB

1D
0.42%
1M
3.40%
YTD
1.27%
6M
1.08%
1Y
5.00%
3Y*
-1.37%
5Y*
10Y*

ZTEN

1D
0.27%
1M
1.01%
YTD
0.53%
6M
0.75%
1Y
6.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLB vs. ZTEN - Yearly Performance Comparison


Correlation

The correlation between BBLB and ZTEN is 0.87, 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

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.88

The correlation between BBLB and ZTEN has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

BBLB vs. ZTEN — Risk / Return Rank

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

BBLB
BBLB Risk / Return Rank: 1515
Overall Rank
BBLB Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BBLB Sortino Ratio Rank: 1515
Sortino Ratio Rank
BBLB Omega Ratio Rank: 1414
Omega Ratio Rank
BBLB Calmar Ratio Rank: 1616
Calmar Ratio Rank
BBLB Martin Ratio Rank: 1616
Martin Ratio Rank

ZTEN
ZTEN Risk / Return Rank: 3737
Overall Rank
ZTEN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ZTEN Sortino Ratio Rank: 3636
Sortino Ratio Rank
ZTEN Omega Ratio Rank: 3434
Omega Ratio Rank
ZTEN Calmar Ratio Rank: 3939
Calmar Ratio Rank
ZTEN Martin Ratio Rank: 3939
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. ZTEN - 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 F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBLBZTENDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.09

1.22

-0.13

Calmar ratioReturn relative to maximum drawdown

0.64

1.88

-1.25

Martin ratioReturn relative to average drawdown

1.53

5.90

-4.37

BBLB vs. ZTEN - Sharpe Ratio Comparison

The current BBLB Sharpe Ratio is 0.51, which is lower than the ZTEN Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BBLB and ZTEN, 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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Drawdowns

BBLB vs. ZTEN - Drawdown Comparison

The maximum BBLB drawdown since its inception was -21.06%, which is greater than ZTEN's maximum drawdown of -3.43%. Use the drawdown chart below to compare losses from any high point for BBLB and ZTEN.


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Drawdown Indicators


BBLBZTENDifference

Max Drawdown

Largest peak-to-trough decline

-21.06%

-3.43%

-17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-3.32%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

Current Drawdown

Current decline from peak

-7.45%

-1.10%

-6.35%

Average Drawdown

Average peak-to-trough decline

-8.92%

-0.80%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

1.06%

+2.07%

Volatility

BBLB vs. ZTEN - Volatility Comparison

JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) has a higher volatility of 2.20% compared to F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) at 1.53%. This indicates that BBLB's price experiences larger fluctuations and is considered to be riskier than ZTEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBLBZTENDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

1.53%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

3.89%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

9.46%

4.97%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

5.79%

+7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.76%

5.79%

+7.97%

BBLB vs. ZTEN - Expense Ratio Comparison

BBLB has a 0.04% expense ratio, which is lower than ZTEN's 0.15% 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. ZTEN - Dividend Comparison

BBLB's dividend yield for the trailing twelve months is around 4.92%, less than ZTEN's 5.06% yield.


PositionTTM202520242023
BBLB
JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF
4.92%5.03%5.34%2.82%
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
5.06%5.16%0.44%0.00%

Frequently Asked Questions


BBLB and ZTEN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBLB has higher volatility (2.20%) compared to ZTEN (1.53%). In terms of maximum drawdown, BBLB dropped -21.06% vs ZTEN's -3.43%.

On 1-year performance, ZTEN leads with 6.14% vs 5.00% for BBLB. On fees, BBLB is cheaper at 0.04% per year. On volatility, ZTEN has been the lower-risk option at 1.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ZTEN has performed better with a 6.14% return vs 5.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBLB is cheaper with a 0.04% expense ratio, compared with 0.15% for ZTEN.

ZTEN has the higher dividend yield at 5.06%, compared with 4.92% for BBLB.

BBLB is categorized as Government Bonds, while ZTEN is Long-Term Bond. BBLB tracks ICE U.S. Treasury 20+ Year Bond Index, while ZTEN tracks ICE 10-Year US Target Maturity Corporate Index - Benchmark TR Gross. They also come from different issuers: JPMorgan and F/m. Their fees differ too: 0.04% for BBLB and 0.15% for ZTEN.

ZTEN currently has the higher Sharpe Ratio (1.26 vs 0.51), 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.

Portfolio Optimizer

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