JPGL.DE vs. BBLL.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) are both exchange-traded funds - JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity, 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, JPGL.DE returned 10.25%/yr vs 4.31%/yr for BBLL.DE. At a 0.10 correlation, their price movements are largely independent. JPGL.DE charges 0.20%/yr vs 0.07%/yr for BBLL.DE.
Performance
JPGL.DE vs. BBLL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPGL.DE achieves a 11.57% return, which is significantly higher than BBLL.DE's 2.66% return.
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
BBLL.DE
- 1D
- -0.11%
- 1M
- 1.43%
- YTD
- 2.66%
- 6M
- 1.86%
- 1Y
- 2.34%
- 3Y*
- 1.85%
- 5Y*
- 4.31%
- 10Y*
- —
JPGL.DE vs. BBLL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 2.66% | -7.37% | 11.29% | 1.32% | 7.29% | 8.35% | -8.23% | 1.14% |
Correlation
The correlation between JPGL.DE and BBLL.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.10 |
The correlation between JPGL.DE and BBLL.DE shifts across timeframes, from 0.08 (5 years) to 0.18 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPGL.DE vs. BBLL.DE — Risk / Return Rank
JPGL.DE
BBLL.DE
JPGL.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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.
| JPGL.DE | BBLL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.06 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 0.62 | +3.49 |
| Martin ratioReturn relative to average drawdown | 15.50 | 1.30 | +14.20 |
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
| JPGL.DE | BBLL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.34 | +1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.57 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.29 | +0.38 |
Drawdowns
JPGL.DE vs. BBLL.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than BBLL.DE's maximum drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and BBLL.DE.
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Drawdown Indicators
| JPGL.DE | BBLL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -13.03% | -22.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -3.38% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -11.65% | -5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | -11.65% | -5.69% |
Current DrawdownCurrent decline from peak | -0.10% | -7.22% | +7.12% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -6.14% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.61% | -0.35% |
Volatility
JPGL.DE vs. BBLL.DE - Volatility Comparison
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) has a higher volatility of 2.06% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 1.28%. This indicates that JPGL.DE's price experiences larger fluctuations and is considered to be riskier 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
| JPGL.DE | BBLL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 1.28% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 4.12% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 6.07% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 7.46% | +4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 7.22% | +7.79% |
JPGL.DE vs. BBLL.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is higher than BBLL.DE's 0.07% 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
JPGL.DE vs. BBLL.DE - Dividend Comparison
Neither JPGL.DE nor BBLL.DE has paid dividends to shareholders.
Frequently Asked Questions
JPGL.DE and BBLL.DE have a correlation of 0.14, 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 0.20% for JPGL.DE.
JPGL.DE is categorized as Global Equities, while BBLL.DE is Government Bonds. JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. Their fees differ too: 0.20% for JPGL.DE and 0.07% for BBLL.DE.
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