PortfoliosLab logoPortfoliosLab logo
BBLL.L vs. J13U.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBLL.L vs. J13U.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 1-3 yr UCITS ETF - USD (Acc) (J13U.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BBLL.L vs. J13U.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 J13U.L's 1.26% return.


BBLL.L

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

J13U.L

1D
-0.81%
1M
0.07%
YTD
1.26%
6M
2.48%
1Y
0.61%
3Y*
1.48%
5Y*
2.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. J13U.L - Expense Ratio Comparison

Both BBLL.L and J13U.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. J13U.L — Risk / Return Rank

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

BBLL.L

J13U.L
J13U.L Risk / Return Rank: 1313
Overall Rank
J13U.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
J13U.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
J13U.L Omega Ratio Rank: 1212
Omega Ratio Rank
J13U.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
J13U.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. J13U.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 1-3 yr UCITS ETF - USD (Acc) (J13U.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. J13U.L - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BBLL.LJ13U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.27

+0.45

Correlation

The correlation between BBLL.L and J13U.L is 0.98, 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. J13U.L - Dividend Comparison

Neither BBLL.L nor J13U.L has paid dividends to shareholders.


TTM20252024202320222021202020192018
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%0.00%0.00%
J13U.L
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.18%

Drawdowns

BBLL.L vs. J13U.L - Drawdown Comparison

The maximum BBLL.L drawdown since its inception was -4.55%, smaller than the maximum J13U.L drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for BBLL.L and J13U.L.


Loading graphics...

Drawdown Indicators


BBLL.LJ13U.LDifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

-18.81%

+14.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

Current Drawdown

Current decline from peak

-0.89%

-7.19%

+6.30%

Average Drawdown

Average peak-to-trough decline

-1.56%

-9.18%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

Volatility

BBLL.L vs. J13U.L - Volatility Comparison


Loading graphics...

Volatility by Period


BBLL.LJ13U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

6.75%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

8.07%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

8.61%

-2.31%