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JPLG.L vs. BB3M.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPLG.L vs. BB3M.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) and JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPLG.L is traded in GBp, while BB3M.L is traded in USD. To make them comparable, the BB3M.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPLG.L achieves a 10.76% return, which is significantly higher than BB3M.L's 1.80% return.


JPLG.L

1D
0.68%
1M
3.55%
YTD
10.76%
6M
11.53%
1Y
23.08%
3Y*
13.92%
5Y*
10.40%
10Y*

BB3M.L

1D
0.28%
1M
1.36%
YTD
1.80%
6M
1.34%
1Y
4.65%
3Y*
2.09%
5Y*
4.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPLG.L vs. BB3M.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JPLG.L
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating
10.76%10.11%12.09%7.05%0.72%24.04%
BB3M.L
JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD
1.80%-3.15%7.08%-0.30%13.53%4.28%

Correlation

The correlation between JPLG.L and BB3M.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.21

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

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.10

The correlation between JPLG.L and BB3M.L shifts across timeframes, from 0.10 (all time) to 0.21 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

JPLG.L vs. BB3M.L — Risk / Return Rank

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

JPLG.L
JPLG.L Risk / Return Rank: 8383
Overall Rank
JPLG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JPLG.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
JPLG.L Omega Ratio Rank: 8585
Omega Ratio Rank
JPLG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
JPLG.L Martin Ratio Rank: 7979
Martin Ratio Rank

BB3M.L
BB3M.L Risk / Return Rank: 9898
Overall Rank
BB3M.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BB3M.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
BB3M.L Omega Ratio Rank: 9898
Omega Ratio Rank
BB3M.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
BB3M.L Martin Ratio Rank: 9999
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.

JPLG.L vs. BB3M.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) and JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.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.


JPLG.LBB3M.LDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.52

1.12

+0.40

Calmar ratioReturn relative to maximum drawdown

4.11

0.89

+3.22

Martin ratioReturn relative to average drawdown

15.36

2.40

+12.96

JPLG.L vs. BB3M.L - Sharpe Ratio Comparison

The current JPLG.L Sharpe Ratio is 2.92, which is higher than the BB3M.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of JPLG.L and BB3M.L, 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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Sharpe Ratios by Period


JPLG.LBB3M.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

0.70

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.54

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.51

+0.18

Drawdowns

JPLG.L vs. BB3M.L - Drawdown Comparison

The maximum JPLG.L drawdown since its inception was -27.53%, which is greater than BB3M.L's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for JPLG.L and BB3M.L.


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Drawdown Indicators


JPLG.LBB3M.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.53%

-15.92%

-11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-5.16%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.65%

-9.76%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-13.65%

-15.92%

+2.27%

Current Drawdown

Current decline from peak

0.00%

-6.17%

+6.17%

Average Drawdown

Average peak-to-trough decline

-3.30%

-6.72%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

1.92%

-0.42%

Volatility

JPLG.L vs. BB3M.L - Volatility Comparison

JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) has a higher volatility of 1.96% compared to JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) at 1.75%. This indicates that JPLG.L's price experiences larger fluctuations and is considered to be riskier than BB3M.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPLG.LBB3M.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.75%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

5.88%

4.94%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

6.62%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.90%

8.45%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

8.36%

+5.39%

JPLG.L vs. BB3M.L - Expense Ratio Comparison

JPLG.L has a 0.20% expense ratio, which is higher than BB3M.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%.


Dividends

JPLG.L vs. BB3M.L - Dividend Comparison

Neither JPLG.L nor BB3M.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPLG.L and BB3M.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BB3M.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BB3M.L is cheaper with a 0.07% expense ratio, compared with 0.20% for JPLG.L.

JPLG.L is categorized as Global Equities, while BB3M.L is Ultrashort Bond. Their fees differ too: 0.20% for JPLG.L and 0.07% for BB3M.L.

Portfolio Optimizer

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