PortfoliosLab logoPortfoliosLab logo
J13U.L vs. TRSX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

J13U.L vs. TRSX.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 SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

J13U.L is traded in GBP, while TRSX.L is traded in USD. To make them comparable, the TRSX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, J13U.L achieves a 0.63% return, which is significantly higher than TRSX.L's -0.40% return.


J13U.L

1D
0.08%
1M
1.09%
YTD
0.63%
6M
0.21%
1Y
4.33%
3Y*
1.44%
5Y*
2.87%
10Y*

TRSX.L

1D
0.23%
1M
0.92%
YTD
-0.40%
6M
-1.27%
1Y
4.92%
3Y*
0.12%
5Y*
0.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

J13U.L vs. TRSX.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
J13U.L
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc)
0.63%-1.99%5.72%-1.65%7.69%0.64%-0.32%0.42%6.70%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
-0.40%1.27%0.18%-1.46%-5.42%-1.98%4.83%4.02%11.14%

Correlation

The correlation between J13U.L and TRSX.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.30

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2018

0.19

The correlation between J13U.L and TRSX.L shifts across timeframes, from 0.19 (all time) to 0.32 (1 year), 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

J13U.L vs. TRSX.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: 2121
Overall Rank
J13U.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
J13U.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
J13U.L Omega Ratio Rank: 2020
Omega Ratio Rank
J13U.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
J13U.L Martin Ratio Rank: 2121
Martin Ratio Rank

TRSX.L
TRSX.L Risk / Return Rank: 3333
Overall Rank
TRSX.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TRSX.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
TRSX.L Omega Ratio Rank: 3333
Omega Ratio Rank
TRSX.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
TRSX.L Martin Ratio Rank: 3030
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.

J13U.L vs. TRSX.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 SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.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.LTRSX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratioReturn relative to maximum drawdown

0.96

1.40

-0.44

Martin ratioReturn relative to average drawdown

2.40

3.13

-0.73

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

The current J13U.L Sharpe Ratio is 0.70, which is comparable to the TRSX.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of J13U.L and TRSX.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.


Loading charts...

Sharpe Ratios by Period


J13U.LTRSX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.92

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.02

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.06

+0.20

Drawdowns

J13U.L vs. TRSX.L - Drawdown Comparison

The maximum J13U.L drawdown since its inception was -18.81%, smaller than the maximum TRSX.L drawdown of -26.56%. Use the drawdown chart below to compare losses from any high point for J13U.L and TRSX.L.


Loading charts...

Drawdown Indicators


J13U.LTRSX.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-26.56%

+7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-5.90%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-8.92%

-7.30%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-14.25%

-2.05%

Current Drawdown

Current decline from peak

-7.77%

-21.26%

+13.49%

Average Drawdown

Average peak-to-trough decline

-9.16%

-18.09%

+8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

3.07%

-1.27%

Volatility

J13U.L vs. TRSX.L - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.L) is 1.72%, while SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) has a volatility of 1.99%. This indicates that J13U.L experiences smaller price fluctuations and is considered to be less risky than TRSX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


J13U.LTRSX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.99%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.51%

5.73%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

8.93%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

15.33%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

18.68%

-10.11%

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

J13U.L has a 0.07% expense ratio, which is higher than TRSX.L's 0.05% 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

J13U.L vs. TRSX.L - Dividend Comparison

J13U.L has not paid dividends to shareholders, while TRSX.L's dividend yield for the trailing twelve months is around 4.09%.


PositionTTM20252024202320222021202020192018
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%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.09%3.93%3.59%2.71%1.65%1.02%1.56%0.00%0.00%

Frequently Asked Questions


J13U.L and TRSX.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRSX.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRSX.L is cheaper with a 0.05% expense ratio, compared with 0.07% for J13U.L.

J13U.L tracks J.P. Morgan Government Bond US 1-3 Index, while TRSX.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.07% for J13U.L and 0.05% for TRSX.L.

Portfolio Optimizer

Find the right allocation for J13U.L and TRSX.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