PortfoliosLab logoPortfoliosLab logo
BBM3.L vs. TRIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBM3.L vs. TRIS.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 Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with BBM3.L having a 1.63% return and TRIS.L slightly lower at 1.60%.


BBM3.L

1D
0.09%
1M
1.32%
YTD
1.63%
6M
1.18%
1Y
4.93%
3Y*
1.97%
5Y*
4.56%
10Y*

TRIS.L

1D
0.05%
1M
1.33%
YTD
1.60%
6M
1.14%
1Y
4.90%
3Y*
2.01%
5Y*
4.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
BBM3.L
JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc)
1.63%-2.96%7.04%-0.79%13.68%4.38%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
1.60%-2.79%6.84%-0.75%12.57%4.45%

Correlation

The correlation between BBM3.L and TRIS.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.99

The correlation between BBM3.L and TRIS.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

BBM3.L vs. TRIS.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: 2222
Overall Rank
BBM3.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BBM3.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BBM3.L Omega Ratio Rank: 2121
Omega Ratio Rank
BBM3.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
BBM3.L Martin Ratio Rank: 2222
Martin Ratio Rank

TRIS.L
TRIS.L Risk / Return Rank: 2222
Overall Rank
TRIS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRIS.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
TRIS.L Omega Ratio Rank: 2121
Omega Ratio Rank
TRIS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
TRIS.L Martin Ratio Rank: 2222
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. TRIS.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 Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.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.LTRIS.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.13

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

1.09

1.09

0.00

Martin ratioReturn relative to average drawdown

2.71

2.75

-0.04

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

The current BBM3.L Sharpe Ratio is 0.76, which is comparable to the TRIS.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BBM3.L and TRIS.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.


Loading charts...

Sharpe Ratios by Period


BBM3.LTRIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.76

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.26

+0.24

Drawdowns

BBM3.L vs. TRIS.L - Drawdown Comparison

The maximum BBM3.L drawdown since its inception was -15.27%, smaller than the maximum TRIS.L drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for BBM3.L and TRIS.L.


Loading charts...

Drawdown Indicators


BBM3.LTRIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.27%

-18.99%

+3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-4.49%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-9.71%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

-15.37%

+0.10%

Current Drawdown

Current decline from peak

-5.65%

-5.66%

+0.01%

Average Drawdown

Average peak-to-trough decline

-6.31%

-9.81%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.78%

+0.03%

Volatility

BBM3.L vs. TRIS.L - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L) is 1.89%, while Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) has a volatility of 2.02%. This indicates that BBM3.L experiences smaller price fluctuations and is considered to be less risky than TRIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BBM3.LTRIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.02%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

4.71%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

6.45%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

8.34%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

8.80%

-0.42%

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

BBM3.L has a 0.07% expense ratio, which is higher than TRIS.L's 0.06% 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

BBM3.L vs. TRIS.L - Dividend Comparison

BBM3.L has not paid dividends to shareholders, while TRIS.L's dividend yield for the trailing twelve months is around 4.01%.


PositionTTM202520242023202220212020
BBM3.L
JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
4.01%4.26%4.87%4.68%1.52%0.10%0.57%

Frequently Asked Questions


With a correlation of 0.98, BBM3.L and TRIS.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, TRIS.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRIS.L is cheaper with a 0.06% expense ratio, compared with 0.07% for BBM3.L.

BBM3.L tracks ICE 0-3 Month US Treasury Notes & Bills Index, while TRIS.L tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.07% for BBM3.L and 0.06% for TRIS.L.

Portfolio Optimizer

Find the right allocation for BBM3.L and TRIS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer