BBTR.DE vs. DJAD.DE
BBTR.DE (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both Government Bonds funds - BBTR.DE tracks the J.P. Morgan Government Bond US Index while DJAD.DE tracks the Bloomberg US Long Treasury Index. Both are passively managed. Over the past 5 years, BBTR.DE returned 0.48%/yr vs -4.26%/yr for DJAD.DE. Their correlation of 0.83 suggests significant overlap in exposure. BBTR.DE charges 0.07%/yr vs 0.06%/yr for DJAD.DE.
Performance
BBTR.DE vs. DJAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BBTR.DE achieves a 3.91% return, which is significantly lower than DJAD.DE's 4.92% return.
BBTR.DE
- 1D
- -0.13%
- 1M
- 3.19%
- YTD
- 3.91%
- 6M
- 4.30%
- 1Y
- 5.81%
- 3Y*
- 1.51%
- 5Y*
- 0.48%
- 10Y*
- —
DJAD.DE
- 1D
- -0.14%
- 1M
- 5.08%
- YTD
- 4.92%
- 6M
- 5.35%
- 1Y
- 7.45%
- 3Y*
- -1.76%
- 5Y*
- -4.26%
- 10Y*
- -3.11%
BBTR.DE vs. DJAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 3.91% | -5.45% | 6.14% | 0.23% | -7.48% | 5.70% | -1.38% | -5.99% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 4.92% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 6.09% | 11.26% |
Correlation
The correlation between BBTR.DE and DJAD.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2019 | 0.83 |
The correlation between BBTR.DE and DJAD.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
BBTR.DE vs. DJAD.DE — Risk / Return Rank
BBTR.DE
DJAD.DE
BBTR.DE vs. DJAD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) and Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE). 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.
| BBTR.DE | DJAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.16 | +0.26 |
| Martin ratioReturn relative to average drawdown | 3.71 | 2.51 | +1.19 |
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Drawdowns
BBTR.DE vs. DJAD.DE - Drawdown Comparison
The maximum BBTR.DE drawdown since its inception was -18.35%, smaller than the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for BBTR.DE and DJAD.DE.
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Drawdown Indicators
| BBTR.DE | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.35% | -44.43% | +26.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -6.38% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -11.13% | -16.68% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -36.54% | +23.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.43% | — |
Current DrawdownCurrent decline from peak | -11.66% | -38.25% | +26.59% |
Average DrawdownAverage peak-to-trough decline | -11.46% | -17.81% | +6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.96% | -1.40% |
Volatility
BBTR.DE vs. DJAD.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) is 1.47%, while Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a volatility of 2.37%. This indicates that BBTR.DE experiences smaller price fluctuations and is considered to be less risky than DJAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBTR.DE | DJAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 2.37% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 6.05% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.57% | 8.94% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 14.22% | -6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.85% | 14.02% | -5.17% |
BBTR.DE vs. DJAD.DE - Expense Ratio Comparison
BBTR.DE has a 0.07% expense ratio, which is higher than DJAD.DE's 0.06% 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
BBTR.DE vs. DJAD.DE - Dividend Comparison
BBTR.DE has not paid dividends to shareholders, while DJAD.DE's dividend yield for the trailing twelve months is around 3.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.33% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
Frequently Asked Questions
BBTR.DE and DJAD.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for BBTR.DE.
BBTR.DE tracks J.P. Morgan Government Bond US Index, while DJAD.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.07% for BBTR.DE and 0.06% for DJAD.DE.
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