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BBRT.L vs. BBUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBRT.L vs. BBUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L) and BetaBuilders US Equity UCITS USD Acc (BBUS.L). The values are adjusted to include any dividend payments, if applicable.

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BBRT.L vs. BBUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBRT.L
JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)
0.91%-0.87%2.21%-1.99%-2.50%-1.20%4.45%3.80%
BBUS.L
BetaBuilders US Equity UCITS USD Acc
-2.88%9.16%27.18%21.25%-10.45%28.84%16.60%10.88%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, BBRT.L achieves a 0.91% return, which is significantly higher than BBUS.L's -2.88% return.


BBRT.L

1D
-0.61%
1M
-0.82%
YTD
0.91%
6M
2.06%
1Y
-0.04%
3Y*
0.07%
5Y*
0.40%
10Y*

BBUS.L

1D
2.22%
1M
-2.53%
YTD
-2.88%
6M
0.16%
1Y
15.01%
3Y*
15.88%
5Y*
12.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBRT.L vs. BBUS.L - Expense Ratio Comparison

BBRT.L has a 0.07% expense ratio, which is higher than BBUS.L's 0.04% 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%.


Return for Risk

BBRT.L vs. BBUS.L — Risk / Return Rank

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

BBRT.L
BBRT.L Risk / Return Rank: 1111
Overall Rank
BBRT.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BBRT.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
BBRT.L Omega Ratio Rank: 1010
Omega Ratio Rank
BBRT.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
BBRT.L Martin Ratio Rank: 1313
Martin Ratio Rank

BBUS.L
BBUS.L Risk / Return Rank: 6464
Overall Rank
BBUS.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBUS.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
BBUS.L Omega Ratio Rank: 6161
Omega Ratio Rank
BBUS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
BBUS.L Martin Ratio Rank: 7171
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.

BBRT.L vs. BBUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L) and BetaBuilders US Equity UCITS USD Acc (BBUS.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.


BBRT.LBBUS.LDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.93

-0.94

Sortino ratio

Return per unit of downside risk

0.04

1.36

-1.31

Omega ratio

Gain probability vs. loss probability

1.01

1.19

-0.19

Calmar ratio

Return relative to maximum drawdown

0.06

1.96

-1.91

Martin ratio

Return relative to average drawdown

0.10

6.30

-6.20

BBRT.L vs. BBUS.L - Sharpe Ratio Comparison

The current BBRT.L Sharpe Ratio is -0.01, which is lower than the BBUS.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BBRT.L and BBUS.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


BBRT.LBBUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.93

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.79

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.79

-0.72

Correlation

The correlation between BBRT.L and BBUS.L is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BBRT.L vs. BBUS.L - Dividend Comparison

Neither BBRT.L nor BBUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BBRT.L vs. BBUS.L - Drawdown Comparison

The maximum BBRT.L drawdown since its inception was -24.57%, smaller than the maximum BBUS.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for BBRT.L and BBUS.L.


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Drawdown Indicators


BBRT.LBBUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.57%

-34.26%

+9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-12.43%

+4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

-25.33%

+9.13%

Current Drawdown

Current decline from peak

-19.09%

-5.74%

-13.35%

Average Drawdown

Average peak-to-trough decline

-16.73%

-5.51%

-11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

2.13%

+2.24%

Volatility

BBRT.L vs. BBUS.L - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L) is 2.09%, while BetaBuilders US Equity UCITS USD Acc (BBUS.L) has a volatility of 4.87%. This indicates that BBRT.L experiences smaller price fluctuations and is considered to be less risky than BBUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBRT.LBBUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

4.87%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

9.23%

-4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

16.11%

-8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.88%

15.57%

-6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.64%

17.36%

-7.72%