J13U.L vs. VUTY.L
J13U.L (JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc)) and VUTY.L (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - J13U.L tracks the J.P. Morgan Government Bond US 1-3 Index while VUTY.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, J13U.L returned 2.87%/yr vs 0.61%/yr for VUTY.L. Their correlation of 0.88 suggests significant overlap in exposure. J13U.L charges 0.07%/yr vs 0.05%/yr for VUTY.L.
Performance
J13U.L vs. VUTY.L - Performance Comparison
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Returns By Period
In the year-to-date period, J13U.L achieves a 0.63% return, which is significantly higher than VUTY.L's -0.16% 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*
- —
VUTY.L
- 1D
- 0.07%
- 1M
- 0.78%
- YTD
- -0.16%
- 6M
- -0.78%
- 1Y
- 4.55%
- 3Y*
- 0.23%
- 5Y*
- 0.61%
- 10Y*
- 1.68%
J13U.L vs. VUTY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | -0.16% | -1.13% | 2.55% | -1.94% | -1.87% | -1.11% | 3.99% | 3.70% | 7.56% |
Correlation
The correlation between J13U.L and VUTY.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2018 | 0.88 |
The correlation between J13U.L and VUTY.L has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
J13U.L vs. VUTY.L — Risk / Return Rank
J13U.L
VUTY.L
J13U.L vs. VUTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.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.L | VUTY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.83 | +0.13 |
| Martin ratioReturn relative to average drawdown | 2.40 | 1.98 | +0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| J13U.L | VUTY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.73 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.07 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.13 | +0.13 |
Drawdowns
J13U.L vs. VUTY.L - Drawdown Comparison
The maximum J13U.L drawdown since its inception was -18.81%, smaller than the maximum VUTY.L drawdown of -22.63%. Use the drawdown chart below to compare losses from any high point for J13U.L and VUTY.L.
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Drawdown Indicators
| J13U.L | VUTY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.81% | -22.63% | +3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -4.52% | -5.25% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -8.92% | -8.27% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -16.30% | -16.17% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.63% | — |
Current DrawdownCurrent decline from peak | -7.77% | -17.85% | +10.08% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -12.63% | +3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.20% | -0.40% |
Volatility
J13U.L vs. VUTY.L - Volatility Comparison
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.L) has a higher volatility of 1.72% compared to Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) at 1.43%. This indicates that J13U.L's price experiences larger fluctuations and is considered to be riskier than VUTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J13U.L | VUTY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 1.43% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.51% | 4.36% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.15% | 5.96% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.06% | 8.71% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 10.00% | -1.43% |
J13U.L vs. VUTY.L - Expense Ratio Comparison
J13U.L has a 0.07% expense ratio, which is higher than VUTY.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. VUTY.L - Dividend Comparison
J13U.L has not paid dividends to shareholders, while VUTY.L's dividend yield for the trailing twelve months is around 4.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 4.27% | 4.40% | 4.00% | 3.47% | 2.06% | 1.19% | 1.64% | 2.42% | 2.24% | 1.64% | 0.92% |
Frequently Asked Questions
J13U.L and VUTY.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUTY.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 VUTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.07% for J13U.L and 0.05% for VUTY.L.
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