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

Performance

BBTR.DE vs. TRDS.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 Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with BBTR.DE having a 3.91% return and TRDS.DE slightly lower at 3.87%.


BBTR.DE

1D
-0.13%
1M
3.19%
YTD
3.91%
6M
4.30%
1Y
5.81%
3Y*
1.51%
5Y*
0.48%
10Y*

TRDS.DE

1D
-0.47%
1M
3.14%
YTD
3.87%
6M
4.21%
1Y
5.74%
3Y*
1.67%
5Y*
0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%
TRDS.DE
Invesco US Treasury Bond UCITS ETF Dist
3.87%-5.42%6.49%0.35%-6.88%5.85%-1.83%4.94%

Correlation

The correlation between BBTR.DE and TRDS.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2019

0.86

The correlation between BBTR.DE and TRDS.DE shifts across timeframes, from 0.86 (all time) to 0.99 (5 years), reflecting how their relationship changes across market environments.

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. TRDS.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: 3030
Overall Rank
BBTR.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BBTR.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
BBTR.DE Omega Ratio Rank: 2929
Omega Ratio Rank
BBTR.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
BBTR.DE Martin Ratio Rank: 2828
Martin Ratio Rank

TRDS.DE
TRDS.DE Risk / Return Rank: 2929
Overall Rank
TRDS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRDS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
TRDS.DE Omega Ratio Rank: 2727
Omega Ratio Rank
TRDS.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
TRDS.DE Martin Ratio Rank: 2929
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. TRDS.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 Invesco US Treasury Bond UCITS ETF Dist (TRDS.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.DETRDS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.43

1.43

-0.01

Martin ratioReturn relative to average drawdown

3.71

3.72

-0.01

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

The current BBTR.DE Sharpe Ratio is 1.04, which is comparable to the TRDS.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BBTR.DE and TRDS.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...

Drawdowns

BBTR.DE vs. TRDS.DE - Drawdown Comparison

The maximum BBTR.DE drawdown since its inception was -18.35%, which is greater than TRDS.DE's maximum drawdown of -17.30%. Use the drawdown chart below to compare losses from any high point for BBTR.DE and TRDS.DE.


Loading charts...

Drawdown Indicators


BBTR.DETRDS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-17.30%

-1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-3.98%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-11.13%

-10.99%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

-12.94%

-0.27%

Current Drawdown

Current decline from peak

-11.66%

-10.21%

-1.45%

Average Drawdown

Average peak-to-trough decline

-11.46%

-10.36%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.54%

+0.02%

Volatility

BBTR.DE vs. TRDS.DE - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) is 1.47%, while Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE) has a volatility of 1.77%. This indicates that BBTR.DE experiences smaller price fluctuations and is considered to be less risky than TRDS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BBTR.DETRDS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.77%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

4.10%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.57%

5.70%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.14%

8.04%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.85%

8.67%

+0.18%

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

BBTR.DE has a 0.07% expense ratio, which is higher than TRDS.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. TRDS.DE - Dividend Comparison

BBTR.DE has not paid dividends to shareholders, while TRDS.DE's dividend yield for the trailing twelve months is around 4.17%.


PositionTTM2025202420232022202120202019
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%
TRDS.DE
Invesco US Treasury Bond UCITS ETF Dist
4.17%4.31%4.13%3.87%1.99%1.10%1.69%1.96%

Frequently Asked Questions


With a correlation of 0.96, BBTR.DE and TRDS.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, TRDS.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRDS.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 TRDS.DE tracks Bloomberg US Treasury Index. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.07% for BBTR.DE and 0.06% for TRDS.DE.

Portfolio Optimizer

Find the right allocation for BBTR.DE and TRDS.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