PortfoliosLab logoPortfoliosLab logo
JUHE.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUHE.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.

Loading charts...

Returns By Period

In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly higher than BBLL.DE's 4.73% return.


JUHE.DE

1D
0.12%
1M
0.05%
6M
8.27%
YTD
7.89%
1Y
17.77%
3Y*
17.13%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUHE.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JUHE.DE
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc
7.89%14.34%23.03%25.17%-19.09%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
4.73%-7.36%11.29%1.33%3.91%

Correlation

The correlation between JUHE.DE and BBLL.DE is -0.33, 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

-0.33

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

-0.27

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2022

-0.33

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

JUHE.DE
JUHE.DE Risk / Return Rank: 5858
Overall Rank
JUHE.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JUHE.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
JUHE.DE Omega Ratio Rank: 5555
Omega Ratio Rank
JUHE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
JUHE.DE Martin Ratio Rank: 6262
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 3030
Overall Rank
BBLL.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 2626
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.


JUHE.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.28

1.16

+0.13

Calmar ratioReturn relative to maximum drawdown

2.20

1.59

+0.62

Martin ratioReturn relative to average drawdown

8.94

3.76

+5.18

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

The current JUHE.DE Sharpe Ratio is 1.58, which is higher than the BBLL.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JUHE.DE and BBLL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JUHE.DE vs. BBLL.DE - Drawdown Comparison

The maximum JUHE.DE drawdown since its inception was -23.01%, 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 JUHE.DE and BBLL.DE.


Loading charts...

Drawdown Indicators


JUHE.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.01%

-17.24%

-5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-3.38%

-5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-11.65%

-7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

Current Drawdown

Current decline from peak

-0.72%

-5.34%

+4.62%

Average Drawdown

Average peak-to-trough decline

-5.99%

-8.29%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.43%

+0.68%

Volatility

JUHE.DE vs. BBLL.DE - Volatility Comparison

JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) has a higher volatility of 2.70% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 1.57%. This indicates that JUHE.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.


Loading charts...

Volatility by Period


JUHE.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

1.57%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

4.28%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

6.06%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

7.45%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

8.26%

+7.83%

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

JUHE.DE has a 0.20% expense ratio, which is higher than BBLL.DE'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

JUHE.DE vs. BBLL.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


JUHE.DE and BBLL.DE have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BBLL.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for JUHE.DE.

JUHE.DE is categorized as Large Cap Blend Equities, while BBLL.DE is Government Bonds. Their fees differ too: 0.20% for JUHE.DE and 0.07% for BBLL.DE.

Portfolio Optimizer

Find the right allocation for JUHE.DE and BBLL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer