BBLL.DE vs. JREM.DE
Compare and contrast key facts about JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE).
BBLL.DE and JREM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBLL.DE is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 9, 2019. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. Both BBLL.DE and JREM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BBLL.DE vs. JREM.DE - Performance Comparison
Loading graphics...
BBLL.DE vs. JREM.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) | 2.12% | -7.37% | 11.29% | 1.32% | 7.29% | 8.35% | -8.23% | 1.14% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 8.08% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 8.32% |
Returns By Period
In the year-to-date period, BBLL.DE achieves a 2.12% return, which is significantly lower than JREM.DE's 8.08% return.
BBLL.DE
- 1D
- -0.80%
- 1M
- 0.87%
- YTD
- 2.12%
- 6M
- 2.84%
- 1Y
- -3.26%
- 3Y*
- 2.40%
- 5Y*
- 3.50%
- 10Y*
- —
JREM.DE
- 1D
- 3.73%
- 1M
- -5.07%
- YTD
- 8.08%
- 6M
- 11.86%
- 1Y
- 27.32%
- 3Y*
- 14.05%
- 5Y*
- 4.32%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BBLL.DE vs. JREM.DE - Expense Ratio Comparison
BBLL.DE has a 0.07% expense ratio, which is lower than JREM.DE's 0.30% expense ratio.
Return for Risk
BBLL.DE vs. JREM.DE — Risk / Return Rank
BBLL.DE
JREM.DE
BBLL.DE vs. JREM.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 Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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 | JREM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | 1.45 | -1.90 |
Sortino ratioReturn per unit of downside risk | -0.57 | 1.96 | -2.53 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.28 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.61 | -3.04 |
Martin ratioReturn relative to average drawdown | -0.66 | 9.27 | -9.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BBLL.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 1.45 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.26 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.43 | -0.14 |
Correlation
The correlation between BBLL.DE and JREM.DE is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BBLL.DE vs. JREM.DE - Dividend Comparison
Neither BBLL.DE nor JREM.DE has paid dividends to shareholders.
Drawdowns
BBLL.DE vs. JREM.DE - Drawdown Comparison
The maximum BBLL.DE drawdown since its inception was -13.03%, smaller than the maximum JREM.DE drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for BBLL.DE and JREM.DE.
Loading graphics...
Drawdown Indicators
| BBLL.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.03% | -30.28% | +17.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -13.91% | +6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -11.65% | -25.75% | +14.10% |
Current DrawdownCurrent decline from peak | -7.70% | -6.84% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -10.90% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.04% | +1.19% |
Volatility
BBLL.DE vs. JREM.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) is 2.03%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a volatility of 7.90%. This indicates that BBLL.DE experiences smaller price fluctuations and is considered to be less risky than JREM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BBLL.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 7.90% | -5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 4.08% | 13.60% | -9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.14% | 18.83% | -11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.47% | 16.46% | -8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.27% | 18.80% | -11.53% |