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BBM3.L vs. U10C.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBM3.L vs. U10C.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 Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BBM3.L is traded in GBP, while U10C.L is traded in USD. To make them comparable, the U10C.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 1.63% return, which is significantly higher than U10C.L's -0.65% return.


BBM3.L

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

U10C.L

1D
0.35%
1M
1.55%
YTD
-0.65%
6M
-1.67%
1Y
5.23%
3Y*
-3.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBM3.L vs. U10C.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%2.07%
U10C.L
Amundi US Treasury Bond 10+Y UCITS ETF Acc
-0.65%-2.01%-4.06%-2.52%-19.94%0.31%

Correlation

The correlation between BBM3.L and U10C.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2021

0.24

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Return for Risk

BBM3.L vs. U10C.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

U10C.L
U10C.L Risk / Return Rank: 1616
Overall Rank
U10C.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
U10C.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
U10C.L Omega Ratio Rank: 1515
Omega Ratio Rank
U10C.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
U10C.L Martin Ratio Rank: 1717
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. U10C.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 Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.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.LU10C.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.13

1.09

+0.04

Calmar ratioReturn relative to maximum drawdown

1.09

0.67

+0.41

Martin ratioReturn relative to average drawdown

2.71

1.45

+1.26

BBM3.L vs. U10C.L - Sharpe Ratio Comparison

The current BBM3.L Sharpe Ratio is 0.76, which is higher than the U10C.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BBM3.L and U10C.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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Sharpe Ratios by Period


BBM3.LU10C.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.55

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-0.43

+0.93

Drawdowns

BBM3.L vs. U10C.L - Drawdown Comparison

The maximum BBM3.L drawdown since its inception was -15.27%, smaller than the maximum U10C.L drawdown of -35.95%. Use the drawdown chart below to compare losses from any high point for BBM3.L and U10C.L.


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Drawdown Indicators


BBM3.LU10C.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.27%

-35.95%

+20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-7.74%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-15.54%

+5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

Current Drawdown

Current decline from peak

-5.65%

-31.12%

+25.47%

Average Drawdown

Average peak-to-trough decline

-6.31%

-24.71%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

3.60%

-1.79%

Volatility

BBM3.L vs. U10C.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 Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) has a volatility of 3.00%. This indicates that BBM3.L experiences smaller price fluctuations and is considered to be less risky than U10C.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.LU10C.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

3.00%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

7.09%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

9.45%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

14.91%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

14.91%

-6.53%

BBM3.L vs. U10C.L - Expense Ratio Comparison

BBM3.L has a 0.07% expense ratio, which is higher than U10C.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. U10C.L - Dividend Comparison

Neither BBM3.L nor U10C.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BBM3.L and U10C.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U10C.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U10C.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 U10C.L tracks Bloomberg US Long Treasury Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.07% for BBM3.L and 0.06% for U10C.L.

Portfolio Optimizer

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