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J13U.L vs. UB74.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

J13U.L vs. UB74.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 UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

J13U.L is traded in GBP, while UB74.L is traded in GBp. To make them comparable, the UB74.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with J13U.L having a 0.63% return and UB74.L slightly higher at 0.66%.


J13U.L

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

UB74.L

1D
0.12%
1M
1.13%
YTD
0.66%
6M
0.25%
1Y
4.37%
3Y*
1.43%
5Y*
2.86%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

J13U.L vs. UB74.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%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
0.66%-2.06%5.76%-1.65%7.62%0.57%-0.46%0.26%6.47%

Correlation

The correlation between J13U.L and UB74.L is 1.00 - 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

1.00

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

1.00

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

1.00

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

1.00

The correlation between J13U.L and UB74.L has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

J13U.L vs. UB74.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

UB74.L
UB74.L Risk / Return Rank: 2121
Overall Rank
UB74.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 2020
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
UB74.L Martin Ratio Rank: 2121
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. UB74.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 UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.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.LUB74.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.12

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

0.96

0.94

+0.01

Martin ratioReturn relative to average drawdown

2.40

2.39

+0.01

J13U.L vs. UB74.L - Sharpe Ratio Comparison

The current J13U.L Sharpe Ratio is 0.70, which is comparable to the UB74.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of J13U.L and UB74.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


J13U.LUB74.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.71

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.35

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.27

-0.02

Drawdowns

J13U.L vs. UB74.L - Drawdown Comparison

The maximum J13U.L drawdown since its inception was -18.81%, roughly equal to the maximum UB74.L drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for J13U.L and UB74.L.


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Drawdown Indicators


J13U.LUB74.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-18.81%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-4.61%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-8.92%

-8.93%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-16.33%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

Current Drawdown

Current decline from peak

-7.77%

-7.81%

+0.04%

Average Drawdown

Average peak-to-trough decline

-9.16%

-8.27%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.82%

-0.02%

Volatility

J13U.L vs. UB74.L - Volatility Comparison

JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.L) and UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) have volatilities of 1.72% and 1.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


J13U.LUB74.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.70%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.51%

4.49%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

6.14%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

8.08%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

9.27%

-0.70%

J13U.L vs. UB74.L - Expense Ratio Comparison

J13U.L has a 0.07% expense ratio, which is higher than UB74.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. UB74.L - Dividend Comparison

J13U.L has not paid dividends to shareholders, while UB74.L's dividend yield for the trailing twelve months is around 3.69%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.69%4.94%3.67%2.23%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%

Frequently Asked Questions


With a correlation of 1.00, J13U.L and UB74.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.

On fees, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB74.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 UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.07% for J13U.L and 0.05% for UB74.L.

Portfolio Optimizer

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