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BBSB vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBSB vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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BBSB vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023
BBSB
Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF
0.28%5.12%4.00%2.56%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%3.54%

Returns By Period

In the year-to-date period, BBSB achieves a 0.28% return, which is significantly lower than BIL's 0.85% return.


BBSB

1D
0.09%
1M
-0.45%
YTD
0.28%
6M
1.38%
1Y
3.73%
3Y*
5Y*
10Y*

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBSB vs. BIL - Expense Ratio Comparison

BBSB has a 0.07% expense ratio, which is lower than BIL's 0.14% 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%.


Return for Risk

BBSB vs. BIL — Risk / Return Rank

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

BBSB
BBSB Risk / Return Rank: 9696
Overall Rank
BBSB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
BBSB Omega Ratio Rank: 9797
Omega Ratio Rank
BBSB Calmar Ratio Rank: 9696
Calmar Ratio Rank
BBSB Martin Ratio Rank: 9696
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

BBSB vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.


BBSBBILDifference

Sharpe ratio

Return per unit of total volatility

2.57

19.52

-16.95

Sortino ratio

Return per unit of downside risk

4.14

254.04

-249.90

Omega ratio

Gain probability vs. loss probability

1.54

180.28

-178.74

Calmar ratio

Return relative to maximum drawdown

4.43

365.54

-361.10

Martin ratio

Return relative to average drawdown

17.33

4,104.04

-4,086.71

BBSB vs. BIL - Sharpe Ratio Comparison

The current BBSB Sharpe Ratio is 2.57, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of BBSB and BIL, 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


BBSBBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

19.52

-16.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

12.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

2.42

2.72

-0.31

Correlation

The correlation between BBSB and BIL is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BBSB vs. BIL - Dividend Comparison

BBSB's dividend yield for the trailing twelve months is around 3.88%, less than BIL's 4.01% yield.


TTM2025202420232022202120202019201820172016
BBSB
Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF
3.88%3.69%4.84%3.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

BBSB vs. BIL - Drawdown Comparison

The maximum BBSB drawdown since its inception was -1.57%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for BBSB and BIL.


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Drawdown Indicators


BBSBBILDifference

Max Drawdown

Largest peak-to-trough decline

-1.57%

-0.78%

-0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-0.01%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-0.45%

0.00%

-0.45%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.26%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.00%

+0.22%

Volatility

BBSB vs. BIL - Volatility Comparison

Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) has a higher volatility of 0.51% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that BBSB's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBSBBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

0.05%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.83%

0.14%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

0.21%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.69%

0.26%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.69%

0.26%

+1.43%