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BBLL.L vs. IBTU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBLL.L and IBTU.L is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

BBLL.L vs. IBTU.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 USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

11.50%12.00%12.50%13.00%13.50%14.00%14.50%15.00%OctoberNovemberDecember2025FebruaryMarch
14.40%
14.68%
BBLL.L
IBTU.L

Key characteristics

Sharpe Ratio

BBLL.L:

0.62

IBTU.L:

10.19

Sortino Ratio

BBLL.L:

0.95

IBTU.L:

22.75

Omega Ratio

BBLL.L:

1.11

IBTU.L:

5.38

Calmar Ratio

BBLL.L:

0.35

IBTU.L:

48.35

Martin Ratio

BBLL.L:

1.64

IBTU.L:

295.93

Ulcer Index

BBLL.L:

2.53%

IBTU.L:

0.02%

Daily Std Dev

BBLL.L:

6.71%

IBTU.L:

0.49%

Max Drawdown

BBLL.L:

-19.19%

IBTU.L:

-0.62%

Current Drawdown

BBLL.L:

-6.53%

IBTU.L:

-0.02%

Returns By Period

In the year-to-date period, BBLL.L achieves a -2.09% return, which is significantly lower than IBTU.L's 0.72% return.


BBLL.L

YTD

-2.09%

1M

-2.90%

6M

4.27%

1Y

3.79%

5Y*

2.57%

10Y*

N/A

IBTU.L

YTD

0.72%

1M

0.32%

6M

2.28%

1Y

5.10%

5Y*

2.42%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both BBLL.L and IBTU.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%.


BBLL.L
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
Expense ratio chart for BBLL.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for IBTU.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BBLL.L vs. IBTU.L — Risk-Adjusted Performance Rank

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

BBLL.L
The Risk-Adjusted Performance Rank of BBLL.L is 3434
Overall Rank
The Sharpe Ratio Rank of BBLL.L is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of BBLL.L is 3737
Sortino Ratio Rank
The Omega Ratio Rank of BBLL.L is 3535
Omega Ratio Rank
The Calmar Ratio Rank of BBLL.L is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BBLL.L is 3131
Martin Ratio Rank

IBTU.L
The Risk-Adjusted Performance Rank of IBTU.L is 9999
Overall Rank
The Sharpe Ratio Rank of IBTU.L is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTU.L is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBTU.L is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBTU.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBTU.L is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBLL.L vs. IBTU.L - Risk-Adjusted Performance 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 USD (Dist) (IBTU.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.


Sharpe ratio
The chart of Sharpe ratio for BBLL.L, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.005.001.3510.18
The chart of Sortino ratio for BBLL.L, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.0012.002.0022.68
The chart of Omega ratio for BBLL.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.245.32
The chart of Calmar ratio for BBLL.L, currently valued at 4.92, compared to the broader market0.005.0010.0015.004.9248.71
The chart of Martin ratio for BBLL.L, currently valued at 20.18, compared to the broader market0.0020.0040.0060.0080.00100.0020.18296.44
BBLL.L
IBTU.L

The current BBLL.L Sharpe Ratio is 0.62, which is lower than the IBTU.L Sharpe Ratio of 10.19. The chart below compares the historical Sharpe Ratios of BBLL.L and IBTU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.004.006.008.0010.0012.0014.00OctoberNovemberDecember2025FebruaryMarch
1.35
10.18
BBLL.L
IBTU.L

Dividends

BBLL.L vs. IBTU.L - Dividend Comparison

BBLL.L has not paid dividends to shareholders, while IBTU.L's dividend yield for the trailing twelve months is around 6.77%.


TTM202420232022202120202019
BBLL.L
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
9.28%6.82%3.99%0.44%0.10%1.28%1.21%

Drawdowns

BBLL.L vs. IBTU.L - Drawdown Comparison

The maximum BBLL.L drawdown since its inception was -19.19%, which is greater than IBTU.L's maximum drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for BBLL.L and IBTU.L. For additional features, visit the drawdowns tool.


-1.00%-0.80%-0.60%-0.40%-0.20%0.00%OctoberNovemberDecember2025FebruaryMarch
-0.48%
0
BBLL.L
IBTU.L

Volatility

BBLL.L vs. IBTU.L - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) has a higher volatility of 1.30% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 0.16%. This indicates that BBLL.L's price experiences larger fluctuations and is considered to be riskier than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%OctoberNovemberDecember2025FebruaryMarch
1.30%
0.16%
BBLL.L
IBTU.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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