See what your fund actually adds
JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF BBLB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BBLB | Replication |
|---|---|---|
| Annualized growth | -4.0% | -2.9% |
| Annualized volatility | 13.2% | 12.2% |
| Sharpe ratio | -0.25 | -0.18 |
| Maximum drawdown | 20.3% | 18.9% |
| Replication fit (R²) | 0.99 · Tracking error 1.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model BBLB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 100.0% |