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BBSB vs. SCHO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBSB vs. SCHO - 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 Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

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BBSB vs. SCHO - 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%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.24%5.49%3.65%2.60%

Returns By Period

In the year-to-date period, BBSB achieves a 0.28% return, which is significantly higher than SCHO's 0.24% return.


BBSB

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

SCHO

1D
0.08%
1M
-0.45%
YTD
0.24%
6M
1.40%
1Y
3.77%
3Y*
3.99%
5Y*
1.79%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBSB vs. SCHO - Expense Ratio Comparison

BBSB has a 0.07% expense ratio, which is higher than SCHO's 0.03% 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

BBSB vs. SCHO — 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

SCHO
SCHO Risk / Return Rank: 9797
Overall Rank
SCHO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 9898
Sortino Ratio Rank
SCHO Omega Ratio Rank: 9696
Omega Ratio Rank
SCHO Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCHO Martin Ratio Rank: 9696
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. SCHO - 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 Schwab Short-Term U.S. Treasury ETF (SCHO). 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.


BBSBSCHODifference

Sharpe ratio

Return per unit of total volatility

2.57

2.49

+0.08

Sortino ratio

Return per unit of downside risk

4.14

4.00

+0.14

Omega ratio

Gain probability vs. loss probability

1.54

1.51

+0.03

Calmar ratio

Return relative to maximum drawdown

4.43

4.44

-0.01

Martin ratio

Return relative to average drawdown

17.33

17.55

-0.22

BBSB vs. SCHO - Sharpe Ratio Comparison

The current BBSB Sharpe Ratio is 2.57, which is comparable to the SCHO Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BBSB and SCHO, 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


BBSBSCHODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

2.49

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

2.42

1.00

+1.42

Correlation

The correlation between BBSB and SCHO is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBSB vs. SCHO - Dividend Comparison

BBSB's dividend yield for the trailing twelve months is around 3.88%, less than SCHO's 4.00% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.00%4.06%4.29%3.76%1.34%0.41%1.27%2.27%1.60%1.12%0.82%0.68%

Drawdowns

BBSB vs. SCHO - Drawdown Comparison

The maximum BBSB drawdown since its inception was -1.57%, smaller than the maximum SCHO drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for BBSB and SCHO.


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Drawdown Indicators


BBSBSCHODifference

Max Drawdown

Largest peak-to-trough decline

-1.57%

-5.69%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-0.86%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

Current Drawdown

Current decline from peak

-0.45%

-0.45%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.61%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.22%

0.00%

Volatility

BBSB vs. SCHO - Volatility Comparison

Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and Schwab Short-Term U.S. Treasury ETF (SCHO) have volatilities of 0.51% and 0.52%, 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


BBSBSCHODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

0.52%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.83%

0.87%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

1.52%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.69%

1.97%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.69%

1.55%

+0.14%