JER5.DE vs. BBLL.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) are both exchange-traded funds — JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while BBLL.DE is a Government Bonds fund tracking the ICE US Treasury 0-1 Year Index. Both are passively managed. Over the past 5 years, JER5.DE returned 1.05%/yr vs 3.57%/yr for BBLL.DE. At -0.09, they often move in opposite directions. JER5.DE charges 0.04%/yr vs 0.07%/yr for BBLL.DE.
Performance
JER5.DE vs. BBLL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JER5.DE achieves a 0.02% return, which is significantly lower than BBLL.DE's 0.67% return.
JER5.DE
- 1D
- 0.06%
- 1M
- 0.34%
- YTD
- 0.02%
- 6M
- -0.01%
- 1Y
- 2.38%
- 3Y*
- 4.30%
- 5Y*
- 1.05%
- 10Y*
- —
BBLL.DE
- 1D
- 0.02%
- 1M
- -2.38%
- YTD
- 0.67%
- 6M
- 0.46%
- 1Y
- -0.33%
- 3Y*
- 2.24%
- 5Y*
- 3.57%
- 10Y*
- —
JER5.DE vs. BBLL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.02% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | -0.15% |
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 0.67% | -7.37% | 11.29% | 1.32% | 7.29% | 8.35% | -8.23% | 1.14% |
Correlation
The correlation between JER5.DE and BBLL.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management — when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | -0.09 |
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Return for Risk
JER5.DE vs. BBLL.DE — Risk / Return Rank
JER5.DE
BBLL.DE
JER5.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). 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.
| JER5.DE | BBLL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | -0.05 | +1.33 |
Sortino ratioReturn per unit of downside risk | 1.95 | -0.03 | +1.97 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.05 | +1.25 |
Martin ratioReturn relative to average drawdown | 5.55 | 0.09 | +5.46 |
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
| JER5.DE | BBLL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | -0.05 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.47 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.26 | +0.12 |
Drawdowns
JER5.DE vs. BBLL.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum BBLL.DE drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for JER5.DE and BBLL.DE.
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Drawdown Indicators
| JER5.DE | BBLL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -13.03% | +2.86% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -5.14% | +3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -11.65% | +1.48% |
Current DrawdownCurrent decline from peak | -0.91% | -9.02% | +8.11% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -6.11% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.87% | -2.40% |
Volatility
JER5.DE vs. BBLL.DE - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 1.17%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) has a volatility of 1.97%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than BBLL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JER5.DE | BBLL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.97% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 4.19% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 6.63% | -4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 7.49% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 7.27% | -4.16% |
JER5.DE vs. BBLL.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than BBLL.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JER5.DE vs. BBLL.DE - Dividend Comparison
Neither JER5.DE nor BBLL.DE has paid dividends to shareholders.