CBU7.L vs. BBLL.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L).

CBU7.L and BBLL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CBU7.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 3-7 Year Bond Index. It was launched on Jun 3, 2009. BBLL.L is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 9, 2019. Both CBU7.L and BBLL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CBU7.L vs. BBLL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L). The values are adjusted to include any dividend payments, if applicable.

CBU7.L vs. BBLL.L - Yearly Performance Comparison

	2026 (YTD)	2025
CBU7.L iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc	-0.36%	3.62%
BBLL.L JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)	1.01%	2.52%

Different Trading Currencies

CBU7.L is traded in USD, while BBLL.L is traded in GBP. To make them comparable, the BBLL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBU7.L achieves a -0.36% return, which is significantly lower than BBLL.L's 1.01% return.

CBU7.L

• 1D: 0.06%
• 1M: -1.45%
• YTD: -0.36%
• 6M: 0.99%
• 1Y: 4.16%
• 3Y*: 3.59%
• 5Y*: 0.58%
• 10Y*: 1.43%

BBLL.L

• 1D: 0.28%
• 1M: 0.32%
• YTD: 1.01%
• 6M: 2.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CBU7.L vs. BBLL.L - Expense Ratio Comparison

Both CBU7.L and BBLL.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

CBU7.L

iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc

BBLL.L

JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)

Return for Risk

CBU7.L vs. BBLL.L — Risk / Return Rank

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

CBU7.L

CBU7.L Risk / Return Rank: 65
CBU7.L Sharpe Ratio Rank: 68
CBU7.L Sortino Ratio Rank: 68
CBU7.L Omega Ratio Rank: 62
CBU7.L Calmar Ratio Rank: 68
CBU7.L Martin Ratio Rank: 58

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.

CBU7.L vs. BBLL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.

	CBU7.L	BBLL.L	Difference
Sharpe ratio Return per unit of total volatility	1.21	—	—
Sortino ratio Return per unit of downside risk	1.75	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.76	—	—
Martin ratio Return relative to average drawdown	5.81	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CBU7.L	BBLL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.95	-0.36

Correlation

The correlation between CBU7.L and BBLL.L is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CBU7.L vs. BBLL.L - Dividend Comparison

Neither CBU7.L nor BBLL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CBU7.L vs. BBLL.L - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, which is greater than BBLL.L's maximum drawdown of -0.88%. Use the drawdown chart below to compare losses from any high point for CBU7.L and BBLL.L.

Drawdown Indicators

	CBU7.L	BBLL.L	Difference
Max Drawdown Largest peak-to-trough decline	-14.18%	-4.55%	-9.63%
Max Drawdown (1Y) Largest decline over 1 year	-2.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-14.18%	—	—
Current Drawdown Current decline from peak	-1.45%	-0.07%	-1.38%
Average Drawdown Average peak-to-trough decline	-3.36%	-1.56%	-1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.68%	—	—

Volatility

Volatility by Period

	CBU7.L	BBLL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.43%	4.02%	-0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.67%	4.02%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.09%	4.02%	+0.07%