BBLL.L vs. DTLA.L
BBLL.L (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both Government Bonds funds - BBLL.L tracks the ICE US Treasury 0-1 Year Index while DTLA.L tracks the ICE US Treasury 20+ Year Index. Both are passively managed. Over the past year, BBLL.L returned 4.30% vs 5.50% for DTLA.L. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
BBLL.L vs. DTLA.L - Performance Comparison
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Different Trading Currencies
BBLL.L is traded in GBP, while DTLA.L is traded in USD. To make them comparable, the DTLA.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, BBLL.L achieves a 1.30% return, which is significantly higher than DTLA.L's -1.09% return.
BBLL.L
- 1D
- -0.19%
- 1M
- 1.42%
- YTD
- 1.30%
- 6M
- 0.79%
- 1Y
- 4.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DTLA.L
- 1D
- -0.38%
- 1M
- 0.98%
- YTD
- -1.09%
- 6M
- -2.25%
- 1Y
- 5.50%
- 3Y*
- -4.24%
- 5Y*
- -5.14%
- 10Y*
- —
BBLL.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBLL.L JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 1.30% | 2.34% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -1.09% | 2.20% |
Correlation
The correlation between BBLL.L and DTLA.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.23 |
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Return for Risk
BBLL.L vs. DTLA.L — Risk / Return Rank
BBLL.L
DTLA.L
BBLL.L vs. DTLA.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 iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.
| BBLL.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.65 | +0.35 |
| Martin ratioReturn relative to average drawdown | 2.55 | 1.39 | +1.15 |
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.L | DTLA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.54 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | -0.06 | +0.59 |
Drawdowns
BBLL.L vs. DTLA.L - Drawdown Comparison
The maximum BBLL.L drawdown since its inception was -4.55%, smaller than the maximum DTLA.L drawdown of -48.57%. Use the drawdown chart below to compare losses from any high point for BBLL.L and DTLA.L.
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Drawdown Indicators
| BBLL.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.55% | -48.57% | +44.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -8.45% | +3.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.56% | — |
Current DrawdownCurrent decline from peak | -1.43% | -44.93% | +43.50% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -26.34% | +24.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 3.95% | -2.17% |
Volatility
BBLL.L vs. DTLA.L - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) is 1.94%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.12%. This indicates that BBLL.L experiences smaller price fluctuations and is considered to be less risky than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBLL.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 3.12% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.68% | 7.39% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.46% | 10.23% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.43% | 15.80% | -9.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.43% | 16.14% | -9.71% |
BBLL.L vs. DTLA.L - Expense Ratio Comparison
Both BBLL.L and DTLA.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%.
Dividends
BBLL.L vs. DTLA.L - Dividend Comparison
Neither BBLL.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
BBLL.L and DTLA.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
BBLL.L and DTLA.L have the same expense ratio: 0.07% per year.
BBLL.L tracks ICE US Treasury 0-1 Year Index, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: JPMorgan and iShares.
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