BBLL.DE vs. JER5.DE
BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both exchange-traded funds - BBLL.DE is a Government Bonds fund tracking the ICE US Treasury 0-1 Year Index, while JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, BBLL.DE returned 4.31%/yr vs 1.14%/yr for JER5.DE. At a correlation of -0.10, they often move in opposite directions. BBLL.DE charges 0.07%/yr vs 0.04%/yr for JER5.DE.
Performance
BBLL.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BBLL.DE achieves a 2.66% return, which is significantly higher than JER5.DE's 0.48% return.
BBLL.DE
- 1D
- -0.11%
- 1M
- 1.01%
- YTD
- 2.66%
- 6M
- 2.06%
- 1Y
- 2.10%
- 3Y*
- 1.85%
- 5Y*
- 4.31%
- 10Y*
- —
JER5.DE
- 1D
- 0.06%
- 1M
- 0.62%
- YTD
- 0.48%
- 6M
- 0.41%
- 1Y
- 2.07%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
BBLL.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 2.66% | -7.37% | 11.29% | 1.32% | 7.29% | 8.35% | -8.23% | 1.14% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | -0.15% |
Correlation
The correlation between BBLL.DE and JER5.DE is -0.24, 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 | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | -0.10 |
The correlation between BBLL.DE and JER5.DE shifts across timeframes, from -0.24 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BBLL.DE vs. JER5.DE — Risk / Return Rank
BBLL.DE
JER5.DE
BBLL.DE vs. JER5.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 JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
| BBLL.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.04 | -0.42 |
| Martin ratioReturn relative to average drawdown | 1.30 | 3.74 | -2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBLL.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.05 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.44 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.39 | -0.10 |
Drawdowns
BBLL.DE vs. JER5.DE - Drawdown Comparison
The maximum BBLL.DE drawdown since its inception was -13.03%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for BBLL.DE and JER5.DE.
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Drawdown Indicators
| BBLL.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.03% | -10.17% | -2.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -1.98% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -1.98% | -9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -11.65% | -10.17% | -1.48% |
Current DrawdownCurrent decline from peak | -7.22% | -0.46% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -2.25% | -3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 0.55% | +1.06% |
Volatility
BBLL.DE vs. JER5.DE - Volatility Comparison
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) has a higher volatility of 1.28% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that BBLL.DE's price experiences larger fluctuations and is considered to be riskier than JER5.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.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 0.58% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 1.73% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.07% | 1.96% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.46% | 2.55% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.22% | 3.10% | +4.12% |
BBLL.DE vs. JER5.DE - Expense Ratio Comparison
BBLL.DE has a 0.07% expense ratio, which is higher than JER5.DE's 0.04% expense ratio. However, 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. JER5.DE - Dividend Comparison
Neither BBLL.DE nor JER5.DE has paid dividends to shareholders.
Frequently Asked Questions
BBLL.DE and JER5.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.07% for BBLL.DE.
BBLL.DE is categorized as Government Bonds, while JER5.DE is European Corporate Bonds. BBLL.DE tracks ICE US Treasury 0-1 Year Index, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Their fees differ too: 0.07% for BBLL.DE and 0.04% for JER5.DE.
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