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

Performance

BBM3.L vs. USFR.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 WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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 USFR.L is traded in USD. To make them comparable, the USFR.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 lower than USFR.L's 2.01% 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*

USFR.L

1D
0.01%
1M
1.25%
YTD
2.01%
6M
1.19%
1Y
4.97%
3Y*
2.06%
5Y*
4.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBM3.L vs. USFR.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%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
2.01%-3.29%7.25%-0.31%14.18%4.40%

Correlation

The correlation between BBM3.L and USFR.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

0.80

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

0.80

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

0.80

The correlation between BBM3.L and USFR.L has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

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Return for Risk

BBM3.L vs. USFR.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

USFR.L
USFR.L Risk / Return Rank: 9797
Overall Rank
USFR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
USFR.L Martin Ratio Rank: 9898
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. USFR.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 WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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.LUSFR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.13

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

1.09

0.97

+0.11

Martin ratioReturn relative to average drawdown

2.71

2.60

+0.11

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

The current BBM3.L Sharpe Ratio is 0.76, which is comparable to the USFR.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BBM3.L and USFR.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.LUSFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.75

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.29

+0.22

Drawdowns

BBM3.L vs. USFR.L - Drawdown Comparison

The maximum BBM3.L drawdown since its inception was -15.27%, smaller than the maximum USFR.L drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for BBM3.L and USFR.L.


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Drawdown Indicators


BBM3.LUSFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.27%

-18.16%

+2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-5.09%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-9.80%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

-15.70%

+0.43%

Current Drawdown

Current decline from peak

-5.65%

-5.90%

+0.25%

Average Drawdown

Average peak-to-trough decline

-6.31%

-8.93%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.91%

-0.10%

Volatility

BBM3.L vs. USFR.L - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD (Acc) (BBM3.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) have volatilities of 1.89% and 1.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBM3.LUSFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.89%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

5.05%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

6.63%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

8.60%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

8.90%

-0.52%

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

BBM3.L has a 0.07% expense ratio, which is lower than USFR.L's 0.15% 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

BBM3.L vs. USFR.L - Dividend Comparison

BBM3.L has not paid dividends to shareholders, while USFR.L's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM2025202420232022202120202019
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%0.00%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
3.99%4.32%5.24%4.58%0.78%0.00%0.57%1.09%

Frequently Asked Questions


BBM3.L and USFR.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, BBM3.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBM3.L is cheaper with a 0.07% expense ratio, compared with 0.15% for USFR.L.

BBM3.L tracks ICE 0-3 Month US Treasury Notes & Bills Index, while USFR.L tracks Bloomberg US Treasury Floating Rate Bond Index. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.07% for BBM3.L and 0.15% for USFR.L.

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