BBTR.DE vs. JER5.DE
BBTR.DE (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both exchange-traded funds - BBTR.DE is a Government Bonds fund tracking the J.P. Morgan Government Bond US Index, while JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, BBTR.DE returned 0.35%/yr vs 1.14%/yr for JER5.DE. At a 0.26 correlation, their price movements are largely independent. BBTR.DE charges 0.07%/yr vs 0.04%/yr for JER5.DE.
Performance
BBTR.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BBTR.DE achieves a 1.03% return, which is significantly higher than JER5.DE's 0.48% return.
BBTR.DE
- 1D
- 0.12%
- 1M
- 0.84%
- YTD
- 1.03%
- 6M
- 0.24%
- 1Y
- 1.98%
- 3Y*
- -0.04%
- 5Y*
- 0.35%
- 10Y*
- —
JER5.DE
- 1D
- 0.06%
- 1M
- 0.25%
- YTD
- 0.48%
- 6M
- 0.48%
- 1Y
- 2.20%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
BBTR.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 1.03% | -5.45% | 6.15% | 0.23% | -7.48% | 5.70% | -3.71% | 7.39% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 0.41% |
Correlation
The correlation between BBTR.DE and JER5.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.26 |
Over the past year, the correlation between BBTR.DE and JER5.DE has dropped to 0.03 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
BBTR.DE vs. JER5.DE — Risk / Return Rank
BBTR.DE
JER5.DE
BBTR.DE vs. JER5.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 JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
| BBTR.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.04 | -0.63 |
| Martin ratioReturn relative to average drawdown | 1.02 | 3.74 | -2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBTR.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.05 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.44 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.39 | -0.34 |
Drawdowns
BBTR.DE vs. JER5.DE - Drawdown Comparison
The maximum BBTR.DE drawdown since its inception was -17.63%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for BBTR.DE and JER5.DE.
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Drawdown Indicators
| BBTR.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -10.17% | -7.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -1.98% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.14% | -1.98% | -9.16% |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | -10.17% | -3.03% |
Current DrawdownCurrent decline from peak | -13.35% | -0.46% | -12.89% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -2.25% | -8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 0.55% | +1.08% |
Volatility
BBTR.DE vs. JER5.DE - Volatility Comparison
JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) has a higher volatility of 0.94% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that BBTR.DE's price experiences larger fluctuations and is considered to be riskier than JER5.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 | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.58% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 3.82% | 1.73% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.52% | 1.96% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 2.55% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.07% | 3.10% | +4.97% |
BBTR.DE vs. JER5.DE - Expense Ratio Comparison
BBTR.DE has a 0.07% expense ratio, which is higher than JER5.DE'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%.
Dividends
BBTR.DE vs. JER5.DE - Dividend Comparison
Neither BBTR.DE nor JER5.DE has paid dividends to shareholders.
Frequently Asked Questions
BBTR.DE and JER5.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.07% for BBTR.DE.
BBTR.DE is categorized as Government Bonds, while JER5.DE is European Corporate Bonds. BBTR.DE tracks J.P. Morgan Government Bond US Index, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Their fees differ too: 0.07% for BBTR.DE and 0.04% for JER5.DE.
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