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BBTR.DE vs. MDBA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBTR.DE vs. MDBA.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 UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBTR.DE achieves a 1.03% return, which is significantly lower than MDBA.DE's 1.20% 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*

MDBA.DE

1D
0.00%
1M
0.92%
YTD
1.20%
6M
0.59%
1Y
1.94%
3Y*
1.12%
5Y*
1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBTR.DE vs. MDBA.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%
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
1.20%-5.19%8.65%0.89%-1.84%6.67%-4.47%3.25%

Correlation

The correlation between BBTR.DE and MDBA.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.89

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

0.88

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.78

The correlation between BBTR.DE and MDBA.DE shifts across timeframes, from 0.78 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BBTR.DE vs. MDBA.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

MDBA.DE
MDBA.DE Risk / Return Rank: 1313
Overall Rank
MDBA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MDBA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
MDBA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MDBA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
MDBA.DE Martin Ratio Rank: 1414
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. MDBA.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 UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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.DEMDBA.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.06

1.05

0.00

Calmar ratioReturn relative to maximum drawdown

0.41

0.43

-0.01

Martin ratioReturn relative to average drawdown

1.02

1.04

-0.02

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

The current BBTR.DE Sharpe Ratio is 0.30, which is comparable to the MDBA.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BBTR.DE and MDBA.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.


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Sharpe Ratios by Period


BBTR.DEMDBA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.31

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.26

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.24

-0.19

Drawdowns

BBTR.DE vs. MDBA.DE - Drawdown Comparison

The maximum BBTR.DE drawdown since its inception was -17.63%, which is greater than MDBA.DE's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for BBTR.DE and MDBA.DE.


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Drawdown Indicators


BBTR.DEMDBA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.63%

-12.17%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-3.81%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-11.14%

-10.11%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.20%

-12.02%

-1.18%

Current Drawdown

Current decline from peak

-13.35%

-6.13%

-7.22%

Average Drawdown

Average peak-to-trough decline

-10.31%

-5.56%

-4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.55%

+0.08%

Volatility

BBTR.DE vs. MDBA.DE - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) has a higher volatility of 0.94% compared to UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) at 0.85%. This indicates that BBTR.DE's price experiences larger fluctuations and is considered to be riskier than MDBA.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.DEMDBA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.85%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

3.65%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

5.52%

5.31%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

7.26%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.07%

7.03%

+1.04%

BBTR.DE vs. MDBA.DE - Expense Ratio Comparison

BBTR.DE has a 0.07% expense ratio, which is lower than MDBA.DE's 0.15% expense ratio. Despite the difference, 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. MDBA.DE - Dividend Comparison

Neither BBTR.DE nor MDBA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, BBTR.DE and MDBA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BBTR.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBTR.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for MDBA.DE.

BBTR.DE tracks J.P. Morgan Government Bond US Index, while MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.07% for BBTR.DE and 0.15% for MDBA.DE.

Portfolio Optimizer

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