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J13U.L vs. BBLL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

J13U.L vs. BBLL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.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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J13U.L vs. BBLL.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, J13U.L achieves a 1.26% return, which is significantly lower than BBLL.L's 1.87% return.


J13U.L

1D
-0.81%
1M
0.07%
YTD
1.26%
6M
2.48%
1Y
0.61%
3Y*
1.48%
5Y*
2.53%
10Y*

BBLL.L

1D
-0.82%
1M
0.67%
YTD
1.87%
6M
3.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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J13U.L vs. BBLL.L - Expense Ratio Comparison

Both J13U.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%.


Return for Risk

J13U.L vs. BBLL.L — Risk / Return Rank

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

J13U.L
J13U.L Risk / Return Rank: 1313
Overall Rank
J13U.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
J13U.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
J13U.L Omega Ratio Rank: 1212
Omega Ratio Rank
J13U.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
J13U.L Martin Ratio Rank: 1313
Martin Ratio Rank

BBLL.L
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.

J13U.L vs. BBLL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.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.


J13U.LBBLL.LDifference

Sharpe ratio

Return per unit of total volatility

0.09

Sortino ratio

Return per unit of downside risk

0.18

Omega ratio

Gain probability vs. loss probability

1.02

Calmar ratio

Return relative to maximum drawdown

0.15

Martin ratio

Return relative to average drawdown

0.27

J13U.L vs. BBLL.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


J13U.LBBLL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.72

-0.45

Correlation

The correlation between J13U.L and BBLL.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

J13U.L vs. BBLL.L - Dividend Comparison

Neither J13U.L nor BBLL.L has paid dividends to shareholders.


TTM20252024202320222021202020192018
J13U.L
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.18%
BBLL.L
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

J13U.L vs. BBLL.L - Drawdown Comparison

The maximum J13U.L drawdown since its inception was -18.81%, 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 J13U.L and BBLL.L.


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Drawdown Indicators


J13U.LBBLL.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-4.55%

-14.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

Current Drawdown

Current decline from peak

-7.19%

-0.89%

-6.30%

Average Drawdown

Average peak-to-trough decline

-9.18%

-1.56%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

Volatility

J13U.L vs. BBLL.L - Volatility Comparison


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Volatility by Period


J13U.LBBLL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

6.75%

6.30%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

6.30%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.61%

6.30%

+2.31%