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JGHY.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGHY.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JGHY.DE having a 4.92% return and BBLL.DE slightly lower at 4.73%.


JGHY.DE

1D
-0.21%
1M
1.20%
6M
3.93%
YTD
4.92%
1Y
8.73%
3Y*
7.91%
5Y*
4.39%
10Y*

BBLL.DE

1D
0.06%
1M
1.70%
6M
3.71%
YTD
4.73%
1Y
5.38%
3Y*
4.01%
5Y*
4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGHY.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JGHY.DE
JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
4.92%-0.68%12.22%7.50%-4.77%10.40%-13.43%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
4.73%-7.36%11.29%1.33%7.29%8.35%-9.45%

Correlation

The correlation between JGHY.DE and BBLL.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.69

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

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.56

The correlation between JGHY.DE and BBLL.DE shifts across timeframes, from 0.56 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JGHY.DE vs. BBLL.DE — Risk / Return Rank

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

JGHY.DE
JGHY.DE Risk / Return Rank: 8585
Overall Rank
JGHY.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JGHY.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
JGHY.DE Omega Ratio Rank: 8585
Omega Ratio Rank
JGHY.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
JGHY.DE Martin Ratio Rank: 8585
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 3030
Overall Rank
BBLL.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 2626
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 3232
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.

JGHY.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JGHY.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.41

1.16

+0.25

Calmar ratioReturn relative to maximum drawdown

4.15

1.59

+2.56

Martin ratioReturn relative to average drawdown

13.75

3.76

+9.99

JGHY.DE vs. BBLL.DE - Sharpe Ratio Comparison

The current JGHY.DE Sharpe Ratio is 2.12, which is higher than the BBLL.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JGHY.DE and BBLL.DE, 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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Drawdowns

JGHY.DE vs. BBLL.DE - Drawdown Comparison

The maximum JGHY.DE drawdown since its inception was -24.72%, which is greater than BBLL.DE's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for JGHY.DE and BBLL.DE.


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Drawdown Indicators


JGHY.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.72%

-17.24%

-7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-3.38%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-11.65%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-11.65%

+1.16%

Current Drawdown

Current decline from peak

-0.52%

-5.34%

+4.82%

Average Drawdown

Average peak-to-trough decline

-6.58%

-8.29%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

1.43%

-0.73%

Volatility

JGHY.DE vs. BBLL.DE - Volatility Comparison

The current volatility for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) is 1.21%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) has a volatility of 1.57%. This indicates that JGHY.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


JGHY.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.57%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

4.28%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

6.06%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

7.45%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.78%

8.26%

+0.52%

JGHY.DE vs. BBLL.DE - Expense Ratio Comparison

JGHY.DE has a 0.35% expense ratio, which is higher than BBLL.DE's 0.07% expense ratio.


Dividends

JGHY.DE vs. BBLL.DE - Dividend Comparison

Neither JGHY.DE nor BBLL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JGHY.DE and BBLL.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBLL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBLL.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for JGHY.DE.

JGHY.DE is categorized as High Yield Bonds, while BBLL.DE is Government Bonds. Their fees differ too: 0.35% for JGHY.DE and 0.07% for BBLL.DE.

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