BBLL.DE vs. VGTY.DE
BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) and VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - BBLL.DE tracks the ICE US Treasury 0-1 Year Index while VGTY.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, BBLL.DE returned 4.31%/yr vs 0.20%/yr for VGTY.DE. A 0.72 correlation means they provide meaningful diversification when combined. BBLL.DE charges 0.07%/yr vs 0.05%/yr for VGTY.DE.
Performance
BBLL.DE vs. VGTY.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 VGTY.DE's 0.80% 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*
- —
VGTY.DE
- 1D
- 0.08%
- 1M
- 0.76%
- YTD
- 0.80%
- 6M
- 0.01%
- 1Y
- 1.03%
- 3Y*
- -0.33%
- 5Y*
- 0.20%
- 10Y*
- —
BBLL.DE vs. VGTY.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% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.80% | -5.99% | 6.16% | 0.04% | -6.98% | 5.64% | -2.09% | 2.39% |
Correlation
The correlation between BBLL.DE and VGTY.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.72 |
The correlation between BBLL.DE and VGTY.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
BBLL.DE vs. VGTY.DE — Risk / Return Rank
BBLL.DE
VGTY.DE
BBLL.DE vs. VGTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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 | VGTY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.04 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 0.25 | +0.37 |
| Martin ratioReturn relative to average drawdown | 1.30 | 0.62 | +0.69 |
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 | VGTY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.19 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.02 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.13 | +0.17 |
Drawdowns
BBLL.DE vs. VGTY.DE - Drawdown Comparison
The maximum BBLL.DE drawdown since its inception was -13.03%, smaller than the maximum VGTY.DE drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for BBLL.DE and VGTY.DE.
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Drawdown Indicators
| BBLL.DE | VGTY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.03% | -17.97% | +4.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -4.08% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -11.23% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -11.65% | -13.16% | +1.51% |
Current DrawdownCurrent decline from peak | -7.22% | -14.45% | +7.23% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -9.48% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.67% | -0.06% |
Volatility
BBLL.DE vs. VGTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) at 0.85%. This indicates that BBLL.DE's price experiences larger fluctuations and is considered to be riskier than VGTY.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 | VGTY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 0.85% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 3.73% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.07% | 5.44% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.46% | 7.99% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.22% | 7.63% | -0.41% |
BBLL.DE vs. VGTY.DE - Expense Ratio Comparison
BBLL.DE has a 0.07% expense ratio, which is higher than VGTY.DE's 0.05% 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. VGTY.DE - Dividend Comparison
BBLL.DE has not paid dividends to shareholders, while VGTY.DE's dividend yield for the trailing twelve months is around 3.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 3.65% | 3.99% | 3.65% | 3.21% | 2.05% | 0.99% | 1.48% | 2.10% | 1.94% | 0.26% |
Frequently Asked Questions
BBLL.DE and VGTY.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for BBLL.DE.
BBLL.DE tracks ICE US Treasury 0-1 Year Index, while VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.07% for BBLL.DE and 0.05% for VGTY.DE.
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