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BBLL.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLL.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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 2.66% return, which is significantly higher than VUDP.F's -1.75% 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*

VUDP.F

1D
0.10%
1M
-0.36%
YTD
-1.75%
6M
-1.87%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLL.DE vs. VUDP.F - Yearly Performance Comparison


Correlation

The correlation between BBLL.DE and VUDP.F is -0.50, 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 (All Time)
Calculated using the full available price history since Nov 7, 2025

-0.50

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Return for Risk

BBLL.DE vs. VUDP.F — 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: 1515
Overall Rank
BBLL.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 1313
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 1515
Martin Ratio Rank

VUDP.F
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. VUDP.F - 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 U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.62

Martin ratioReturn relative to average drawdown

1.30

BBLL.DE vs. VUDP.F - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBLL.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-0.43

+0.72

Drawdowns

BBLL.DE vs. VUDP.F - Drawdown Comparison

The maximum BBLL.DE drawdown since its inception was -13.03%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for BBLL.DE and VUDP.F.


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Drawdown Indicators


BBLL.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-13.03%

-2.16%

-10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

Current Drawdown

Current decline from peak

-7.22%

-1.97%

-5.25%

Average Drawdown

Average peak-to-trough decline

-6.14%

-0.82%

-5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

BBLL.DE vs. VUDP.F - Volatility Comparison


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Volatility by Period


BBLL.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

2.34%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

2.34%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.22%

2.34%

+4.88%

BBLL.DE vs. VUDP.F - Expense Ratio Comparison

BBLL.DE has a 0.07% expense ratio, which is lower than VUDP.F's 0.10% 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. VUDP.F - Dividend Comparison

Neither BBLL.DE nor VUDP.F has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BBLL.DE and VUDP.F have a correlation of -0.50, 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 0.10% for VUDP.F.

BBLL.DE tracks ICE US Treasury 0-1 Year Index, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.07% for BBLL.DE and 0.10% for VUDP.F.

Portfolio Optimizer

Find the right allocation for BBLL.DE and VUDP.F

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