JRUE.DE vs. BBLL.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) are both exchange-traded funds - JRUE.DE is a Corporate Bonds fund actively managed by JPMorgan, while BBLL.DE is a Government Bonds fund tracking the ICE US Treasury 0-1 Year Index. JRUE.DE is actively managed, while BBLL.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 4.01%/yr for BBLL.DE. At a correlation of -0.33, they often move in opposite directions. JRUE.DE charges 0.04%/yr vs 0.07%/yr for BBLL.DE.
Performance
JRUE.DE vs. BBLL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.85% return, which is significantly lower than BBLL.DE's 4.73% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
BBLL.DE
- 1D
- 0.06%
- 1M
- 1.70%
- 6M
- 3.71%
- YTD
- 4.73%
- 1Y
- 5.38%
- 3Y*
- 4.01%
- 5Y*
- 4.11%
- 10Y*
- —
JRUE.DE vs. BBLL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 4.73% | -7.36% | 11.29% | 1.33% | 7.29% | 2.22% |
Correlation
The correlation between JRUE.DE and BBLL.DE is -0.39, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | -0.33 |
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Return for Risk
JRUE.DE vs. BBLL.DE — Risk / Return Rank
JRUE.DE
BBLL.DE
JRUE.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRUE.DE | BBLL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.59 | -0.59 |
| Martin ratioReturn relative to average drawdown | 2.54 | 3.76 | -1.22 |
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Drawdowns
JRUE.DE vs. BBLL.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than BBLL.DE's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and BBLL.DE.
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Drawdown Indicators
| JRUE.DE | BBLL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -17.24% | -6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.38% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -11.65% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.65% | — |
Current DrawdownCurrent decline from peak | -9.83% | -5.34% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -8.29% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.43% | -0.19% |
Volatility
JRUE.DE vs. BBLL.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.11%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) has a volatility of 1.57%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky 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
| JRUE.DE | BBLL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.57% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 4.28% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 6.06% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 7.45% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 8.26% | -0.46% |
JRUE.DE vs. BBLL.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than BBLL.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JRUE.DE vs. BBLL.DE - Dividend Comparison
Neither JRUE.DE nor BBLL.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUE.DE and BBLL.DE have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.07% for BBLL.DE.
JRUE.DE is categorized as Corporate Bonds, while BBLL.DE is Government Bonds. Their fees differ too: 0.04% for JRUE.DE and 0.07% for BBLL.DE.
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