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BBLL.L vs. BBRT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBLL.L vs. BBRT.L - 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.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L). The values are adjusted to include any dividend payments, if applicable.

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BBLL.L vs. BBRT.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BBLL.L achieves a 1.87% return, which is significantly higher than BBRT.L's 0.91% return.


BBLL.L

1D
-0.82%
1M
0.67%
YTD
1.87%
6M
3.02%
1Y
3Y*
5Y*
10Y*

BBRT.L

1D
-0.61%
1M
-0.82%
YTD
0.91%
6M
2.06%
1Y
-0.04%
3Y*
0.07%
5Y*
0.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBLL.L vs. BBRT.L - Expense Ratio Comparison

Both BBLL.L and BBRT.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BBLL.L vs. BBRT.L — Risk / Return Rank

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

BBLL.L

BBRT.L
BBRT.L Risk / Return Rank: 1111
Overall Rank
BBRT.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BBRT.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
BBRT.L Omega Ratio Rank: 1010
Omega Ratio Rank
BBRT.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
BBRT.L Martin Ratio Rank: 1313
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.L vs. BBRT.L - 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.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BBLL.L vs. BBRT.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBLL.LBBRT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.07

+0.65

Correlation

The correlation between BBLL.L and BBRT.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBLL.L vs. BBRT.L - Dividend Comparison

Neither BBLL.L nor BBRT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BBLL.L vs. BBRT.L - Drawdown Comparison

The maximum BBLL.L drawdown since its inception was -4.55%, smaller than the maximum BBRT.L drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for BBLL.L and BBRT.L.


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Drawdown Indicators


BBLL.LBBRT.LDifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

-24.57%

+20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

Current Drawdown

Current decline from peak

-0.89%

-19.09%

+18.20%

Average Drawdown

Average peak-to-trough decline

-1.56%

-16.73%

+15.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

Volatility

BBLL.L vs. BBRT.L - Volatility Comparison


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Volatility by Period


BBLL.LBBRT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

7.29%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

8.88%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

9.64%

-3.34%