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

Performance

BBLL.L vs. DTLA.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 iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

BBLL.L
BBLL.L Risk / Return Rank: 2121
Overall Rank
BBLL.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BBLL.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
BBLL.L Omega Ratio Rank: 1919
Omega Ratio Rank
BBLL.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
BBLL.L Martin Ratio Rank: 2121
Martin Ratio Rank

DTLA.L
DTLA.L Risk / Return Rank: 1616
Overall Rank
DTLA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1414
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1616
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. 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.LDTLA.LDifference
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

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

The current BBLL.L Sharpe Ratio is 0.71, which is higher than the DTLA.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BBLL.L and DTLA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBLL.LDTLA.LDifference

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.LDTLA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.43%

-44.93%

+43.50%

Average Drawdown

Average peak-to-trough decline

-1.59%

-26.34%

+24.75%

Ulcer Index

Depth 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.LDTLA.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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