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BBM3.L vs. IBTA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBM3.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). The values are adjusted to include any dividend payments, if applicable.

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BBM3.L vs. IBTA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBM3.L
JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc)
2.60%-2.96%7.04%-0.79%13.68%4.38%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
2.00%-2.20%5.93%-1.06%7.69%3.85%
Different Trading Currencies

BBM3.L is traded in GBP, while IBTA.L is traded in USD. To make them comparable, the IBTA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BBM3.L achieves a 2.60% return, which is significantly higher than IBTA.L's 2.00% return.


BBM3.L

1D
-0.22%
1M
2.18%
YTD
2.60%
6M
3.64%
1Y
1.64%
3Y*
2.44%
5Y*
4.25%
10Y*

IBTA.L

1D
-0.26%
1M
1.47%
YTD
2.00%
6M
3.12%
1Y
1.34%
3Y*
1.68%
5Y*
2.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBM3.L vs. IBTA.L - Expense Ratio Comparison

Both BBM3.L and IBTA.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

BBM3.L vs. IBTA.L — Risk / Return Rank

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

BBM3.L
BBM3.L Risk / Return Rank: 1616
Overall Rank
BBM3.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BBM3.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
BBM3.L Omega Ratio Rank: 1515
Omega Ratio Rank
BBM3.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
BBM3.L Martin Ratio Rank: 1616
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 9797
Overall Rank
IBTA.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9797
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 9696
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.

BBM3.L vs. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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.


BBM3.LIBTA.LDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.19

+0.05

Sortino ratio

Return per unit of downside risk

0.39

0.32

+0.07

Omega ratio

Gain probability vs. loss probability

1.04

1.04

+0.01

Calmar ratio

Return relative to maximum drawdown

0.27

0.19

+0.07

Martin ratio

Return relative to average drawdown

0.50

0.36

+0.14

BBM3.L vs. IBTA.L - Sharpe Ratio Comparison

The current BBM3.L Sharpe Ratio is 0.24, which is comparable to the IBTA.L Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of BBM3.L and IBTA.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.


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Sharpe Ratios by Period


BBM3.LIBTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.19

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.33

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.15

+0.39

Correlation

The correlation between BBM3.L and IBTA.L is 0.78, 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

BBM3.L vs. IBTA.L - Dividend Comparison

Neither BBM3.L nor IBTA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BBM3.L vs. IBTA.L - Drawdown Comparison

The maximum BBM3.L drawdown since its inception was -15.27%, smaller than the maximum IBTA.L drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for BBM3.L and IBTA.L.


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Drawdown Indicators


BBM3.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.27%

-5.80%

-9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-0.74%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

-5.70%

-9.57%

Current Drawdown

Current decline from peak

-4.75%

-0.49%

-4.26%

Average Drawdown

Average peak-to-trough decline

-6.31%

-0.98%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

0.23%

+3.13%

Volatility

BBM3.L vs. IBTA.L - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L) is 2.04%, while iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) has a volatility of 2.59%. This indicates that BBM3.L experiences smaller price fluctuations and is considered to be less risky than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBM3.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

2.59%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

4.82%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

6.90%

7.12%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.42%

8.25%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.42%

8.55%

-0.13%