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JPGL.L vs. BBRT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPGL.L vs. BBRT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L). The values are adjusted to include any dividend payments, if applicable.

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JPGL.L vs. BBRT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
5.05%18.22%10.35%13.26%-10.20%23.30%6.18%5.88%
BBRT.L
JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)
-0.27%6.61%0.51%3.18%-12.92%-2.10%7.65%2.97%
Different Trading Currencies

JPGL.L is traded in USD, while BBRT.L is traded in GBP. To make them comparable, the BBRT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPGL.L achieves a 5.05% return, which is significantly higher than BBRT.L's -0.22% return.


JPGL.L

1D
2.09%
1M
-1.21%
YTD
5.05%
6M
9.02%
1Y
19.42%
3Y*
14.57%
5Y*
9.65%
10Y*

BBRT.L

1D
0.04%
1M
-1.56%
YTD
-0.22%
6M
0.76%
1Y
2.91%
3Y*
2.64%
5Y*
-0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPGL.L vs. BBRT.L - Expense Ratio Comparison

JPGL.L has a 0.19% expense ratio, which is higher than BBRT.L'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%.


Return for Risk

JPGL.L vs. BBRT.L — Risk / Return Rank

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

JPGL.L
JPGL.L Risk / Return Rank: 7676
Overall Rank
JPGL.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JPGL.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
JPGL.L Omega Ratio Rank: 7878
Omega Ratio Rank
JPGL.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPGL.L Martin Ratio Rank: 8181
Martin Ratio Rank

BBRT.L
BBRT.L Risk / Return Rank: 1111
Overall Rank
BBRT.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BBRT.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
BBRT.L Omega Ratio Rank: 1010
Omega Ratio Rank
BBRT.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
BBRT.L Martin Ratio Rank: 1313
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.

JPGL.L vs. BBRT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.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.


JPGL.LBBRT.LDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.51

+0.97

Sortino ratio

Return per unit of downside risk

2.02

0.78

+1.24

Omega ratio

Gain probability vs. loss probability

1.31

1.09

+0.22

Calmar ratio

Return relative to maximum drawdown

2.14

0.95

+1.18

Martin ratio

Return relative to average drawdown

10.12

2.34

+7.79

JPGL.L vs. BBRT.L - Sharpe Ratio Comparison

The current JPGL.L Sharpe Ratio is 1.48, which is higher than the BBRT.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of JPGL.L and BBRT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPGL.LBBRT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.51

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

-0.05

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.12

+0.51

Correlation

The correlation between JPGL.L and BBRT.L is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JPGL.L vs. BBRT.L - Dividend Comparison

Neither JPGL.L nor BBRT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JPGL.L vs. BBRT.L - Drawdown Comparison

The maximum JPGL.L drawdown since its inception was -35.87%, which is greater than BBRT.L's maximum drawdown of -20.37%. Use the drawdown chart below to compare losses from any high point for JPGL.L and BBRT.L.


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Drawdown Indicators


JPGL.LBBRT.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.87%

-24.57%

-11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-7.56%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-16.20%

-4.84%

Current Drawdown

Current decline from peak

-3.99%

-19.09%

+15.10%

Average Drawdown

Average peak-to-trough decline

-4.57%

-16.73%

+12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

4.37%

-2.45%

Volatility

JPGL.L vs. BBRT.L - Volatility Comparison

JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) has a higher volatility of 4.31% compared to JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L) at 2.05%. This indicates that JPGL.L's price experiences larger fluctuations and is considered to be riskier than BBRT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPGL.LBBRT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

2.05%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

3.63%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

5.70%

+7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

7.26%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

7.52%

+8.77%