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

Performance

BBLL.L vs. JPSA.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 USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.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 JPSA.L is traded in USD. To make them comparable, the JPSA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BBLL.L at 3.85% and JPSA.L at 3.85%.


BBLL.L

1D
0.23%
1M
2.30%
YTD
3.85%
6M
4.36%
1Y
7.49%
3Y*
3.41%
5Y*
4.53%
10Y*

JPSA.L

1D
0.19%
1M
2.30%
YTD
3.85%
6M
4.28%
1Y
7.61%
3Y*
3.89%
5Y*
4.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
BBLL.L
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
3.85%-2.85%6.94%-0.86%13.16%1.26%-2.69%-3.36%
JPSA.L
JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc
3.85%-2.41%7.39%-0.19%13.06%1.02%-0.68%-4.44%

Correlation

The correlation between BBLL.L and JPSA.L is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2019

0.82

The correlation between BBLL.L and JPSA.L has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

BBLL.L vs. JPSA.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: 3535
Overall Rank
BBLL.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BBLL.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
BBLL.L Omega Ratio Rank: 3333
Omega Ratio Rank
BBLL.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
BBLL.L Martin Ratio Rank: 3232
Martin Ratio Rank

JPSA.L
JPSA.L Risk / Return Rank: 9999
Overall Rank
JPSA.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPSA.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPSA.L Omega Ratio Rank: 9999
Omega Ratio Rank
JPSA.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPSA.L Martin Ratio Rank: 9999
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. JPSA.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 USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBLL.LJPSA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.20

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.64

1.51

+0.13

Martin ratioReturn relative to average drawdown

4.25

4.27

-0.02

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

The current BBLL.L Sharpe Ratio is 1.16, which is comparable to the JPSA.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BBLL.L and JPSA.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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Drawdowns

BBLL.L vs. JPSA.L - Drawdown Comparison

The maximum BBLL.L drawdown since its inception was -19.18%, which is greater than JPSA.L's maximum drawdown of -16.28%. Use the drawdown chart below to compare losses from any high point for BBLL.L and JPSA.L.


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Drawdown Indicators


BBLL.LJPSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.18%

-16.28%

-2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-5.02%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-9.73%

-9.48%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-15.36%

-15.97%

+0.61%

Current Drawdown

Current decline from peak

-3.68%

-3.01%

-0.67%

Average Drawdown

Average peak-to-trough decline

-9.51%

-8.21%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.78%

-0.02%

Volatility

BBLL.L vs. JPSA.L - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) has a higher volatility of 1.69% compared to JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L) at 1.57%. This indicates that BBLL.L's price experiences larger fluctuations and is considered to be riskier than JPSA.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.LJPSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.57%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

5.01%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

6.54%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

8.44%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

8.65%

+0.18%

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

BBLL.L has a 0.07% expense ratio, which is lower than JPSA.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBLL.L vs. JPSA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BBLL.L and JPSA.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBLL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBLL.L is cheaper with a 0.07% expense ratio, compared with 0.18% for JPSA.L.

BBLL.L is categorized as Government Bonds, while JPSA.L is Ultrashort Bond. Their fees differ too: 0.07% for BBLL.L and 0.18% for JPSA.L.

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