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CU31.L vs. BBLL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU31.L vs. BBLL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.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.

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Different Trading Currencies

CU31.L is traded in GBp, while BBLL.L is traded in GBP. To make them comparable, the BBLL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU31.L achieves a 0.66% return, which is significantly lower than BBLL.L's 1.64% return.


CU31.L

1D
0.11%
1M
1.13%
YTD
0.66%
6M
0.30%
1Y
4.42%
3Y*
1.49%
5Y*
2.92%
10Y*
2.48%

BBLL.L

1D
0.05%
1M
1.28%
YTD
1.64%
6M
1.15%
1Y
4.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU31.L vs. BBLL.L - Yearly Performance Comparison


Correlation

The correlation between CU31.L and BBLL.L is 0.98 - 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

0.98

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.98

The correlation between CU31.L and BBLL.L has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

CU31.L vs. BBLL.L — Risk / Return Rank

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

CU31.L
CU31.L Risk / Return Rank: 2121
Overall Rank
CU31.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CU31.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
CU31.L Omega Ratio Rank: 2020
Omega Ratio Rank
CU31.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
CU31.L Martin Ratio Rank: 2121
Martin Ratio Rank

BBLL.L
BBLL.L Risk / Return Rank: 2222
Overall Rank
BBLL.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BBLL.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BBLL.L Omega Ratio Rank: 2121
Omega Ratio Rank
BBLL.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
BBLL.L Martin Ratio Rank: 2323
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.

CU31.L vs. BBLL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.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.


CU31.LBBLL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.97

1.09

-0.11

Martin ratioReturn relative to average drawdown

2.47

2.77

-0.30

CU31.L vs. BBLL.L - Sharpe Ratio Comparison

The current CU31.L Sharpe Ratio is 0.72, which is comparable to the BBLL.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of CU31.L and BBLL.L, 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


CU31.LBBLL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.77

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.57

-0.29

Drawdowns

CU31.L vs. BBLL.L - Drawdown Comparison

The maximum CU31.L drawdown since its inception was -18.80%, which is greater than BBLL.L's maximum drawdown of -4.55%. Use the drawdown chart below to compare losses from any high point for CU31.L and BBLL.L.


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Drawdown Indicators


CU31.LBBLL.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-4.55%

-14.25%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-4.55%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

Max Drawdown (10Y)

Largest decline over 10 years

-18.80%

Current Drawdown

Current decline from peak

-7.61%

-1.11%

-6.50%

Average Drawdown

Average peak-to-trough decline

-8.23%

-1.59%

-6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.79%

-0.01%

Volatility

CU31.L vs. BBLL.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) is 1.63%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) has a volatility of 1.86%. This indicates that CU31.L experiences smaller price fluctuations and is considered to be less risky than BBLL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU31.LBBLL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.86%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

4.69%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.11%

6.43%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

6.41%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

6.41%

+2.78%

CU31.L vs. BBLL.L - Expense Ratio Comparison

Both CU31.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%.


Dividends

CU31.L vs. BBLL.L - Dividend Comparison

Neither CU31.L nor BBLL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, CU31.L and BBLL.L 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.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CU31.L and BBLL.L have the same expense ratio: 0.07% per year.

CU31.L tracks ICE US Treasury 1-3 Year Index, while BBLL.L tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: iShares and JPMorgan.

Portfolio Optimizer

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