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JPMorgan BetaBuilders Canada ETF (BBCA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q6961

CUSIP

46641Q696

Inception Date

Aug 7, 2018

Region

North America (Canada)

Leveraged

1x

Index Tracked

Morningstar Canada Target Market Exposure Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

BBCA has an expense ratio of 0.19%, which is considered low.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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S&P 500

Returns By Period

JPMorgan BetaBuilders Canada ETF (BBCA) returned 11.33% year-to-date (YTD) and 23.33% over the past 12 months.


BBCA

YTD

11.33%

1M

5.17%

6M

5.75%

1Y

23.33%

3Y*

8.92%

5Y*

15.13%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of BBCA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.42%0.48%-1.21%4.12%5.17%11.33%
2024-0.86%1.31%4.12%-3.67%3.67%-1.98%4.79%4.16%2.56%-2.06%6.57%-5.69%12.79%
20239.29%-4.97%0.44%3.11%-5.46%6.34%3.10%-3.86%-3.61%-5.12%10.04%6.57%14.93%
2022-0.85%-0.03%5.59%-7.78%1.73%-10.14%4.63%-4.10%-8.66%7.30%6.73%-5.56%-12.54%
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%28.16%
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%6.19%
201913.36%3.07%-0.62%3.64%-4.28%5.53%-0.64%-0.73%2.62%-0.60%2.98%2.38%28.94%
2018-0.12%-0.17%-7.89%0.71%-8.53%-15.40%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, BBCA is among the top 13% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BBCA is 8787
Overall Rank
The Sharpe Ratio Rank of BBCA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BBCA is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BBCA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BBCA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BBCA is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan BetaBuilders Canada ETF (BBCA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan BetaBuilders Canada ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.44
  • 5-Year: 0.88
  • All Time: 0.46

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan BetaBuilders Canada ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

JPMorgan BetaBuilders Canada ETF provided a 2.10% dividend yield over the last twelve months, with an annual payout of $1.65 per share. The fund has been increasing its distributions for 6 consecutive years.


1.50%2.00%2.50%$0.00$0.50$1.00$1.502018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$1.65$1.67$1.61$1.52$1.46$1.29$1.21$0.50

Dividend yield

2.10%2.37%2.51%2.65%2.17%2.40%2.32%1.21%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan BetaBuilders Canada ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.22$0.00$0.00$0.22
2024$0.00$0.00$0.24$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.57$1.67
2023$0.00$0.00$0.22$0.00$0.00$0.43$0.00$0.00$0.40$0.00$0.00$0.56$1.61
2022$0.00$0.00$0.20$0.00$0.00$0.39$0.00$0.00$0.43$0.00$0.00$0.51$1.52
2021$0.00$0.00$0.21$0.00$0.00$0.34$0.00$0.00$0.36$0.00$0.00$0.55$1.46
2020$0.00$0.00$0.23$0.00$0.00$0.32$0.00$0.00$0.30$0.00$0.00$0.44$1.29
2019$0.00$0.00$0.16$0.00$0.00$0.30$0.00$0.00$0.33$0.00$0.00$0.41$1.21
2018$0.10$0.00$0.00$0.40$0.50

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan BetaBuilders Canada ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan BetaBuilders Canada ETF was 42.81%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current JPMorgan BetaBuilders Canada ETF drawdown is 0.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.81%Feb 20, 202023Mar 23, 2020172Nov 24, 2020195
-24.44%Mar 31, 2022135Oct 12, 2022401May 17, 2024536
-19.61%Aug 30, 201880Dec 24, 201878Apr 17, 2019158
-12.37%Dec 6, 202483Apr 8, 202517May 2, 2025100
-7.66%Nov 15, 202125Dec 20, 202116Jan 12, 202241
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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