PortfoliosLab logoPortfoliosLab logo
BBTR.DE vs. JER5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBTR.DE vs. JER5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBTR.DE vs. JER5.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BBTR.DE vs. JER5.DE — Risk / Return Rank

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

BBTR.DE
BBTR.DE Risk / Return Rank: 1313
Overall Rank
BBTR.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BBTR.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
BBTR.DE Omega Ratio Rank: 1212
Omega Ratio Rank
BBTR.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
BBTR.DE Martin Ratio Rank: 1414
Martin Ratio Rank

JER5.DE
JER5.DE Risk / Return Rank: 2828
Overall Rank
JER5.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JER5.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
JER5.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JER5.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
JER5.DE 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.

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.DEJER5.DEDifference
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

BBTR.DE vs. JER5.DE - Sharpe Ratio Comparison

The current BBTR.DE Sharpe Ratio is 0.30, which is lower than the JER5.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BBTR.DE and JER5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BBTR.DEJER5.DEDifference

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.


Loading charts...

Drawdown Indicators


BBTR.DEJER5.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.35%

-0.46%

-12.89%

Average Drawdown

Average peak-to-trough decline

-10.31%

-2.25%

-8.06%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


BBTR.DEJER5.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for BBTR.DE and JER5.DE

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

Open Portfolio Optimizer