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JPSA.L vs. BBLL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPSA.L vs. BBLL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with JPSA.L having a 1.40% return and BBLL.L slightly lower at 1.34%.


JPSA.L

1D
0.01%
1M
0.25%
YTD
1.40%
6M
1.71%
1Y
4.50%
3Y*
5.11%
5Y*
3.58%
10Y*

BBLL.L

1D
-0.12%
1M
0.63%
YTD
1.34%
6M
1.61%
1Y
3.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSA.L vs. BBLL.L - Yearly Performance Comparison


Correlation

The correlation between JPSA.L and BBLL.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

-0.05

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Return for Risk

JPSA.L vs. BBLL.L — Risk / Return Rank

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

JPSA.L
JPSA.L Risk / Return Rank: 9999
Overall Rank
JPSA.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPSA.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPSA.L Omega Ratio Rank: 9999
Omega Ratio Rank
JPSA.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPSA.L Martin Ratio Rank: 9999
Martin Ratio Rank

BBLL.L
BBLL.L Risk / Return Rank: 2121
Overall Rank
BBLL.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BBLL.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
BBLL.L Omega Ratio Rank: 1919
Omega Ratio Rank
BBLL.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
BBLL.L Martin Ratio Rank: 2121
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.

JPSA.L vs. BBLL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.


JPSA.LBBLL.LDifference
Sharpe ratioReturn per unit of total volatility

+5.62

Sortino ratioReturn per unit of downside risk

+11.43

Omega ratioGain probability vs. loss probability

2.80

1.17

+1.63

Calmar ratioReturn relative to maximum drawdown

21.41

4.41

+17.00

Martin ratioReturn relative to average drawdown

107.48

13.55

+93.93

JPSA.L vs. BBLL.L - Sharpe Ratio Comparison

The current JPSA.L Sharpe Ratio is 6.56, which is higher than the BBLL.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JPSA.L and BBLL.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


JPSA.LBBLL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.56

0.94

+5.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.69

Sharpe Ratio (All Time)

Calculated using the full available price history

3.98

0.84

+3.14

Drawdowns

JPSA.L vs. BBLL.L - Drawdown Comparison

The maximum JPSA.L drawdown since its inception was -2.92%, which is greater than BBLL.L's maximum drawdown of -0.88%. Use the drawdown chart below to compare losses from any high point for JPSA.L and BBLL.L.


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Drawdown Indicators


JPSA.LBBLL.LDifference

Max Drawdown

Largest peak-to-trough decline

-2.92%

-0.88%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.21%

-0.88%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-0.86%

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-0.11%

-0.23%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.29%

-0.25%

Volatility

JPSA.L vs. BBLL.L - Volatility Comparison

The current volatility for JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L) is 0.22%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) has a volatility of 1.60%. This indicates that JPSA.L experiences smaller price fluctuations and is considered to be less risky than BBLL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSA.LBBLL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

1.60%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.50%

3.52%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.68%

4.16%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.63%

4.24%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.80%

4.24%

-3.44%

JPSA.L vs. BBLL.L - Expense Ratio Comparison

JPSA.L has a 0.18% expense ratio, which is higher than BBLL.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

JPSA.L vs. BBLL.L - Dividend Comparison

Neither JPSA.L nor BBLL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPSA.L and BBLL.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BBLL.L is cheaper with a 0.07% expense ratio, compared with 0.18% for JPSA.L.

JPSA.L is categorized as Ultrashort Bond, while BBLL.L is Government Bonds. Their fees differ too: 0.18% for JPSA.L and 0.07% for BBLL.L.

Portfolio Optimizer

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