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JPMorgan BetaBuilders Canada ETF (BBCA)

ETF · Currency in USD · Last updated Oct 5, 2022

BBCA is a passive ETF by JPMorgan Chase tracking the investment results of the Morningstar Canada Target Market Exposure Index. BBCA launched on Aug 7, 2018 and has a 0.19% expense ratio.

ETF Info

ISINUS46641Q6961
CUSIP46641Q696
IssuerJPMorgan Chase
Inception DateAug 7, 2018
RegionNorth America (Canada)
CategoryForeign Large Cap Equities
Expense Ratio0.19%
Index TrackedMorningstar Canada Target Market Exposure Index
ETF Home Pageam.jpmorgan.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Trading Data

Previous Close$57.38
Year Range$53.44 - $69.80
EMA (50)$58.41
EMA (200)$61.74
Average Volume$230.00K

BBCAShare Price Chart


Chart placeholderClick Calculate to get results

BBCAPerformance

The chart shows the growth of $10,000 invested in JPMorgan BetaBuilders Canada ETF in Aug 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,889 for a total return of roughly 28.89%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-16.13%
-15.76%
BBCA (JPMorgan BetaBuilders Canada ETF)
Benchmark (^GSPC)

BBCAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.81%-3.40%
6M-17.70%-17.28%
YTD-13.19%-20.46%
1Y-7.23%-12.99%
5Y6.31%7.09%
10Y6.31%7.09%

BBCAMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.85%-0.03%5.60%-7.78%1.73%-10.14%4.63%-4.10%-8.66%7.35%
2021-0.97%5.38%5.91%4.43%6.34%-0.89%0.22%0.15%-2.53%7.98%-4.36%4.27%
2020-0.19%-7.09%-20.59%11.26%3.64%3.88%5.35%4.95%-4.00%-3.35%14.10%2.86%
201913.36%3.07%-0.63%3.64%-4.28%5.53%-0.64%-0.73%2.62%-0.60%2.98%2.38%
2018-0.12%-0.17%-7.89%0.71%-8.53%

BBCASharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current JPMorgan BetaBuilders Canada ETF Sharpe ratio is -0.35. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
-0.35
-0.54
BBCA (JPMorgan BetaBuilders Canada ETF)
Benchmark (^GSPC)

BBCADividend History

JPMorgan BetaBuilders Canada ETF granted a 2.73% dividend yield in the last twelve months. The annual payout for that period amounted to $1.56 per share.


PeriodTTM2021202020192018
Dividend$1.56$1.46$1.29$1.20$0.50

Dividend yield

2.73%2.21%2.50%2.48%1.32%

BBCADrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctober
-17.80%
-20.97%
BBCA (JPMorgan BetaBuilders Canada ETF)
Benchmark (^GSPC)

BBCAWorst Drawdowns

The table below shows the maximum drawdowns of the JPMorgan BetaBuilders Canada ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the JPMorgan BetaBuilders Canada ETF is 42.81%, recorded on Mar 23, 2020. It took 172 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.81%Feb 20, 202023Mar 23, 2020172Nov 24, 2020195
-23.44%Mar 31, 2022124Sep 27, 2022
-19.61%Aug 30, 201880Dec 24, 201878Apr 17, 2019158
-7.66%Nov 15, 202125Dec 20, 202116Jan 12, 202241
-6.37%Jun 16, 202123Jul 19, 202133Sep 2, 202156
-5.72%Jan 13, 202210Jan 27, 202234Mar 17, 202244
-5.43%Jul 12, 201925Aug 15, 201921Sep 16, 201946
-5.24%Sep 7, 202110Sep 20, 202117Oct 13, 202127
-5.04%Jan 21, 20217Jan 29, 20216Feb 8, 202113
-4.55%Apr 23, 201928May 31, 201914Jun 20, 201942

BBCAVolatility Chart

Current JPMorgan BetaBuilders Canada ETF volatility is 40.05%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptemberOctober
40.05%
31.31%
BBCA (JPMorgan BetaBuilders Canada ETF)
Benchmark (^GSPC)