BBTR.L vs. JEPI.L
BBTR.L (JPM BetaBuilders US Treasury Bond UCITS ETF - USD (acc)) and JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - BBTR.L is a Government Bonds fund tracking the J.P. Morgan Government Bond Index United States, while JEPI.L is a Derivative Income fund actively managed by JPMorgan. BBTR.L is passively managed, while JEPI.L is actively managed. Over the past year, BBTR.L returned 3.52% vs 9.57% for JEPI.L. At a 0.23 correlation, their price movements are largely independent. BBTR.L charges 0.07%/yr vs 0.35%/yr for JEPI.L.
Performance
BBTR.L vs. JEPI.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BBTR.L achieves a -0.46% return, which is significantly lower than JEPI.L's 2.77% return.
BBTR.L
- 1D
- 0.30%
- 1M
- -0.33%
- 6M
- -0.53%
- YTD
- -0.46%
- 1Y
- 3.52%
- 3Y*
- 2.77%
- 5Y*
- -0.89%
- 10Y*
- —
JEPI.L
- 1D
- 0.00%
- 1M
- 1.24%
- 6M
- 1.27%
- YTD
- 2.77%
- 1Y
- 9.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBTR.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BBTR.L JPM BetaBuilders US Treasury Bond UCITS ETF - USD (acc) | -0.46% | 6.32% | -0.51% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 2.77% | 8.11% | -0.36% |
Correlation
The correlation between BBTR.L and JEPI.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.23 |
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.L vs. JEPI.L — Risk / Return Rank
BBTR.L
JEPI.L
BBTR.L vs. JEPI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM BetaBuilders US Treasury Bond UCITS ETF - USD (acc) (BBTR.L) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L). 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.L | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.52 | -0.48 |
| Martin ratioReturn relative to average drawdown | 2.86 | 4.10 | -1.24 |
Loading charts...
Drawdowns
BBTR.L vs. JEPI.L - Drawdown Comparison
The maximum BBTR.L drawdown since its inception was -20.19%, which is greater than JEPI.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for BBTR.L and JEPI.L.
Loading charts...
Drawdown Indicators
| BBTR.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | -14.36% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -6.29% | +3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -5.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | — | — |
Current DrawdownCurrent decline from peak | -8.35% | -1.99% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -8.97% | -2.48% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 2.34% | -1.19% |
Volatility
BBTR.L vs. JEPI.L - Volatility Comparison
The current volatility for JPM BetaBuilders US Treasury Bond UCITS ETF - USD (acc) (BBTR.L) is 1.00%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) has a volatility of 2.55%. This indicates that BBTR.L experiences smaller price fluctuations and is considered to be less risky than JEPI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BBTR.L | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 2.55% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 6.66% | -3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.73% | 8.47% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.87% | 11.65% | -5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.90% | 11.65% | -5.75% |
BBTR.L vs. JEPI.L - Expense Ratio Comparison
BBTR.L has a 0.07% expense ratio, which is lower than JEPI.L's 0.35% expense ratio.
Dividends
BBTR.L vs. JEPI.L - Dividend Comparison
BBTR.L has not paid dividends to shareholders, while JEPI.L's dividend yield for the trailing twelve months is around 7.70%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BBTR.L JPM BetaBuilders US Treasury Bond UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.70% | 7.08% | 0.62% |
Frequently Asked Questions
BBTR.L and JEPI.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBTR.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBTR.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPI.L.
BBTR.L is categorized as Government Bonds, while JEPI.L is Derivative Income. Their fees differ too: 0.07% for BBTR.L and 0.35% for JEPI.L.
Find the right allocation for BBTR.L and JEPI.L
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