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BBLL.L vs. UB82.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLL.L vs. UB82.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 UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.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 UB82.L is traded in GBp. To make them comparable, the UB82.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 3.52% return, which is significantly higher than UB82.L's 2.02% return.


BBLL.L

1D
-0.32%
1M
2.03%
YTD
3.52%
6M
4.03%
1Y
7.09%
3Y*
3.33%
5Y*
4.47%
10Y*

UB82.L

1D
-0.20%
1M
2.27%
YTD
2.02%
6M
2.75%
1Y
5.88%
3Y*
1.22%
5Y*
-0.10%
10Y*
0.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLL.L vs. UB82.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBLL.L
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
3.52%-2.85%6.94%-0.86%13.16%1.26%-2.69%-3.36%
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
2.02%-0.40%1.34%-2.28%-4.86%-1.84%5.95%-3.10%

Correlation

The correlation between BBLL.L and UB82.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

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

0.65

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

0.66

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

0.72

The correlation between BBLL.L and UB82.L shifts across timeframes, from 0.65 (3 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BBLL.L vs. UB82.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: 3232
Overall Rank
BBLL.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BBLL.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
BBLL.L Omega Ratio Rank: 3030
Omega Ratio Rank
BBLL.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
BBLL.L Martin Ratio Rank: 3030
Martin Ratio Rank

UB82.L
UB82.L Risk / Return Rank: 2727
Overall Rank
UB82.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UB82.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
UB82.L Omega Ratio Rank: 2626
Omega Ratio Rank
UB82.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
UB82.L Martin Ratio Rank: 2424
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. UB82.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 UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.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.LUB82.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratioReturn relative to maximum drawdown

1.55

1.21

+0.35

Martin ratioReturn relative to average drawdown

4.03

2.94

+1.08

BBLL.L vs. UB82.L - Sharpe Ratio Comparison

The current BBLL.L Sharpe Ratio is 1.09, which is comparable to the UB82.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BBLL.L and UB82.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. UB82.L - Drawdown Comparison

The maximum BBLL.L drawdown since its inception was -19.18%, smaller than the maximum UB82.L drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for BBLL.L and UB82.L.


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Drawdown Indicators


BBLL.LUB82.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.18%

-44.55%

+25.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-4.86%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-9.73%

-7.79%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-15.36%

-16.40%

+1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-27.42%

Current Drawdown

Current decline from peak

-3.99%

-21.47%

+17.48%

Average Drawdown

Average peak-to-trough decline

-9.51%

-23.84%

+14.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.99%

-0.23%

Volatility

BBLL.L vs. UB82.L - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) has a higher volatility of 1.74% compared to UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) at 1.51%. This indicates that BBLL.L's price experiences larger fluctuations and is considered to be riskier than UB82.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.LUB82.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

1.51%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

4.38%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

6.45%

5.96%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.38%

9.43%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

10.06%

-1.23%

BBLL.L vs. UB82.L - Expense Ratio Comparison

BBLL.L has a 0.07% expense ratio, which is higher than UB82.L's 0.05% expense ratio. However, 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. UB82.L - Dividend Comparison

BBLL.L has not paid dividends to shareholders, while UB82.L's dividend yield for the trailing twelve months is around 3.04%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
3.04%2.20%2.49%2.80%1.34%1.02%1.82%1.98%2.70%1.92%0.84%0.83%

Frequently Asked Questions


With a correlation of 0.92, BBLL.L and UB82.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UB82.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB82.L is cheaper with a 0.05% expense ratio, compared with 0.07% for BBLL.L.

BBLL.L tracks ICE US Treasury 0-1 Year Index, while UB82.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.07% for BBLL.L and 0.05% for UB82.L.

Portfolio Optimizer

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