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

Performance

JREM.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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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JREM.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JREM.DE
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
8.08%19.77%12.75%4.21%-15.62%4.87%8.43%8.32%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
2.12%-7.37%11.29%1.32%7.29%8.35%-8.23%1.14%

Returns By Period

In the year-to-date period, JREM.DE achieves a 8.08% return, which is significantly higher than BBLL.DE's 2.12% return.


JREM.DE

1D
3.73%
1M
-5.07%
YTD
8.08%
6M
11.86%
1Y
27.32%
3Y*
14.05%
5Y*
4.32%
10Y*

BBLL.DE

1D
-0.80%
1M
0.87%
YTD
2.12%
6M
2.84%
1Y
-3.26%
3Y*
2.40%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

JREM.DE has a 0.30% expense ratio, which is higher than BBLL.DE's 0.07% expense ratio.


Return for Risk

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

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

JREM.DE
JREM.DE Risk / Return Rank: 7676
Overall Rank
JREM.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JREM.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
JREM.DE Omega Ratio Rank: 7171
Omega Ratio Rank
JREM.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
JREM.DE Martin Ratio Rank: 7777
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 55
Overall Rank
BBLL.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 44
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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.


JREM.DEBBLL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.45

-0.45

+1.90

Sortino ratio

Return per unit of downside risk

1.96

-0.57

+2.53

Omega ratio

Gain probability vs. loss probability

1.28

0.93

+0.35

Calmar ratio

Return relative to maximum drawdown

2.61

-0.43

+3.04

Martin ratio

Return relative to average drawdown

9.27

-0.66

+9.93

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

The current JREM.DE Sharpe Ratio is 1.45, which is higher than the BBLL.DE Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of JREM.DE and BBLL.DE, 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


JREM.DEBBLL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

-0.45

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.46

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.29

+0.14

Correlation

The correlation between JREM.DE and BBLL.DE is -0.04. 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

JREM.DE vs. BBLL.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

JREM.DE vs. BBLL.DE - Drawdown Comparison

The maximum JREM.DE drawdown since its inception was -30.28%, 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 JREM.DE and BBLL.DE.


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Drawdown Indicators


JREM.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.28%

-13.03%

-17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-6.93%

-6.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-11.65%

-14.10%

Current Drawdown

Current decline from peak

-6.84%

-7.70%

+0.86%

Average Drawdown

Average peak-to-trough decline

-10.90%

-6.10%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

4.23%

-1.19%

Volatility

JREM.DE vs. BBLL.DE - Volatility Comparison

JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a higher volatility of 7.90% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 2.03%. This indicates that JREM.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


JREM.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

2.03%

+5.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

4.08%

+9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

7.14%

+11.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

7.47%

+8.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

7.27%

+11.53%