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BBTP.L vs. VDTY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBTP.L vs. VDTY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L) and Vanguard USD Treasury Bond UCITS ETF (VDTY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, BBTP.L achieves a -0.46% return, which is significantly higher than VDTY.L's -0.80% return.


BBTP.L

1D
0.03%
1M
-0.23%
6M
-0.43%
YTD
-0.46%
1Y
3.47%
3Y*
2.50%
5Y*
-1.35%
10Y*

VDTY.L

1D
-0.94%
1M
-1.12%
6M
-1.00%
YTD
-0.80%
1Y
2.31%
3Y*
1.75%
5Y*
-0.37%
10Y*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBTP.L vs. VDTY.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBTP.L
JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc)
-0.46%6.15%0.32%2.77%-13.62%-2.62%7.48%3.54%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
-0.80%-1.29%2.60%-1.41%-1.88%-1.48%4.51%0.97%

Correlation

The correlation between BBTP.L and VDTY.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.37

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

0.39

Correlation (All Time)
Calculated using the full available price history since May 16, 2019

0.41

The correlation between BBTP.L and VDTY.L shifts across timeframes, from 0.27 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BBTP.L vs. VDTY.L — Risk / Return Rank

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

BBTP.L
BBTP.L Risk / Return Rank: 2929
Overall Rank
BBTP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BBTP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
BBTP.L Omega Ratio Rank: 2828
Omega Ratio Rank
BBTP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
BBTP.L Martin Ratio Rank: 2727
Martin Ratio Rank

VDTY.L
VDTY.L Risk / Return Rank: 2929
Overall Rank
VDTY.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VDTY.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
VDTY.L Omega Ratio Rank: 2828
Omega Ratio Rank
VDTY.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
VDTY.L Martin Ratio Rank: 2727
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.

BBTP.L vs. VDTY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L) and Vanguard USD Treasury Bond UCITS ETF (VDTY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBTP.LVDTY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.17

1.06

+0.10

Calmar ratioReturn relative to maximum drawdown

1.09

0.40

+0.69

Martin ratioReturn relative to average drawdown

2.96

0.95

+2.01

BBTP.L vs. VDTY.L - Sharpe Ratio Comparison

The current BBTP.L Sharpe Ratio is 0.93, which is higher than the VDTY.L Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of BBTP.L and VDTY.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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Drawdowns

BBTP.L vs. VDTY.L - Drawdown Comparison

The maximum BBTP.L drawdown since its inception was -21.54%, smaller than the maximum VDTY.L drawdown of -22.87%. Use the drawdown chart below to compare losses from any high point for BBTP.L and VDTY.L.


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Drawdown Indicators


BBTP.LVDTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.54%

-22.87%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-5.75%

+2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-5.74%

-8.56%

+2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-16.81%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

Current Drawdown

Current decline from peak

-10.51%

-18.55%

+8.04%

Average Drawdown

Average peak-to-trough decline

-9.98%

-12.86%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.42%

-1.25%

Volatility

BBTP.L vs. VDTY.L - Volatility Comparison

The current volatility for JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L) is 1.00%, while Vanguard USD Treasury Bond UCITS ETF (VDTY.L) has a volatility of 2.20%. This indicates that BBTP.L experiences smaller price fluctuations and is considered to be less risky than VDTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBTP.LVDTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

2.20%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

5.27%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

6.65%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

8.98%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

9.37%

-3.74%

BBTP.L vs. VDTY.L - Expense Ratio Comparison

BBTP.L has a 0.10% expense ratio, which is higher than VDTY.L's 0.05% 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

BBTP.L vs. VDTY.L - Dividend Comparison

BBTP.L has not paid dividends to shareholders, while VDTY.L's dividend yield for the trailing twelve months is around 4.27%.


PositionTTM2025202420232022202120202019201820172016
BBTP.L
JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
4.27%4.29%4.07%3.40%2.09%1.21%1.54%2.34%2.33%1.57%0.99%

Frequently Asked Questions


BBTP.L and VDTY.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDTY.L is cheaper with a 0.05% expense ratio, compared with 0.10% for BBTP.L.

BBTP.L tracks J.P. Morgan Government Bond Index United States, while VDTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.10% for BBTP.L and 0.05% for VDTY.L.

Portfolio Optimizer

Find the right allocation for BBTP.L and VDTY.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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