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BBLL.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLL.L vs. IB01.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 0-1yr UCITS ETF (Acc) (IB01.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 IB01.L is traded in USD. To make them comparable, the IB01.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 lower than IB01.L's 1.79% return.


BBLL.L

1D
-0.19%
1M
1.42%
YTD
1.30%
6M
0.79%
1Y
4.30%
3Y*
5Y*
10Y*

IB01.L

1D
0.25%
1M
1.39%
YTD
1.79%
6M
1.25%
1Y
4.71%
3Y*
2.14%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLL.L vs. IB01.L - Yearly Performance Comparison


Correlation

The correlation between BBLL.L and IB01.L 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 (All Time)
Calculated using the full available price history since Apr 29, 2025

0.80

The correlation between BBLL.L and IB01.L has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.

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Return for Risk

BBLL.L vs. IB01.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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.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 0-1yr UCITS ETF (Acc) (IB01.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.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.12

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

1.00

0.91

+0.09

Martin ratioReturn relative to average drawdown

2.55

2.48

+0.07

BBLL.L vs. IB01.L - Sharpe Ratio Comparison

The current BBLL.L Sharpe Ratio is 0.71, which is comparable to the IB01.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BBLL.L and IB01.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.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.71

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.26

+0.26

Drawdowns

BBLL.L vs. IB01.L - Drawdown Comparison

The maximum BBLL.L drawdown since its inception was -4.55%, smaller than the maximum IB01.L drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for BBLL.L and IB01.L.


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Drawdown Indicators


BBLL.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

-19.26%

+14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-5.16%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

Current Drawdown

Current decline from peak

-1.43%

-6.11%

+4.68%

Average Drawdown

Average peak-to-trough decline

-1.59%

-9.36%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.90%

-0.12%

Volatility

BBLL.L vs. IB01.L - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) has a higher volatility of 1.94% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.82%. This indicates that BBLL.L's price experiences larger fluctuations and is considered to be riskier than IB01.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.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.82%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

4.97%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

6.60%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

8.47%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

8.82%

-2.39%

BBLL.L vs. IB01.L - Expense Ratio Comparison

Both BBLL.L and IB01.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. IB01.L - Dividend Comparison

Neither BBLL.L nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BBLL.L and IB01.L 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.

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 IB01.L have the same expense ratio: 0.07% per year.

BBLL.L tracks ICE US Treasury 0-1 Year Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: JPMorgan and iShares.

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