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BBLL.DE vs. EXHC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLL.DE vs. EXHC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBLL.DE achieves a 4.73% return, which is significantly higher than EXHC.DE's -0.23% return.


BBLL.DE

1D
0.06%
1M
1.70%
6M
3.71%
YTD
4.73%
1Y
5.38%
3Y*
4.01%
5Y*
4.11%
10Y*

EXHC.DE

1D
0.03%
1M
-0.36%
6M
-0.63%
YTD
-0.23%
1Y
-0.10%
3Y*
2.10%
5Y*
-1.02%
10Y*
-0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLL.DE vs. EXHC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
4.73%-7.36%11.29%1.33%7.29%8.35%-8.23%-9.76%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
-0.23%1.16%1.57%4.17%-10.23%-1.37%-0.09%-1.12%

Correlation

The correlation between BBLL.DE and EXHC.DE is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.31

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

-0.10

Correlation (5Y)
Calculated over the trailing 5-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2019

-0.04

Over the past year, the inverse relationship between BBLL.DE and EXHC.DE has strengthened: their correlation has moved from -0.04 to -0.31, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BBLL.DE vs. EXHC.DE — Risk / Return Rank

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

BBLL.DE
BBLL.DE Risk / Return Rank: 3030
Overall Rank
BBLL.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 2626
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 3232
Martin Ratio Rank

EXHC.DE
EXHC.DE Risk / Return Rank: 88
Overall Rank
EXHC.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EXHC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EXHC.DE Omega Ratio Rank: 88
Omega Ratio Rank
EXHC.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EXHC.DE Martin Ratio Rank: 99
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.

BBLL.DE vs. EXHC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE). 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.


BBLL.DEEXHC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.16

1.00

+0.16

Calmar ratioReturn relative to maximum drawdown

1.59

-0.05

+1.63

Martin ratioReturn relative to average drawdown

3.76

-0.11

+3.86

BBLL.DE vs. EXHC.DE - Sharpe Ratio Comparison

The current BBLL.DE Sharpe Ratio is 0.89, which is higher than the EXHC.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of BBLL.DE and EXHC.DE, 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

BBLL.DE vs. EXHC.DE - Drawdown Comparison

The maximum BBLL.DE drawdown since its inception was -17.24%, which is greater than EXHC.DE's maximum drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for BBLL.DE and EXHC.DE.


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Drawdown Indicators


BBLL.DEEXHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.24%

-14.39%

-2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-2.06%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

-2.33%

-9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

-12.55%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-14.39%

Current Drawdown

Current decline from peak

-5.34%

-7.34%

+2.00%

Average Drawdown

Average peak-to-trough decline

-8.29%

-2.91%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

0.89%

+0.54%

Volatility

BBLL.DE vs. EXHC.DE - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) has a higher volatility of 1.57% compared to iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) at 0.66%. This indicates that BBLL.DE's price experiences larger fluctuations and is considered to be riskier than EXHC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBLL.DEEXHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.66%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

2.11%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

2.44%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

3.59%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.26%

2.77%

+5.49%

BBLL.DE vs. EXHC.DE - Expense Ratio Comparison

BBLL.DE has a 0.07% expense ratio, which is lower than EXHC.DE's 0.16% 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

BBLL.DE vs. EXHC.DE - Dividend Comparison

BBLL.DE has not paid dividends to shareholders, while EXHC.DE's dividend yield for the trailing twelve months is around 1.41%.


PositionTTM20252024202320222021202020192018201720162015
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
1.41%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%

Frequently Asked Questions


BBLL.DE and EXHC.DE have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBLL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBLL.DE is cheaper with a 0.07% expense ratio, compared with 0.16% for EXHC.DE.

BBLL.DE tracks ICE US Treasury 0-1 Year Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.07% for BBLL.DE and 0.16% for EXHC.DE.

Portfolio Optimizer

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