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ISIN
US46654Q8078
Issuer
JPMorgan
Inception Date
May 10, 2023
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$852M

Share Price Chart


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Performance

BBEM Performance Chart

JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) is up 29.5% since the beginning of the year. BBEM is currently trading at $82 per share.


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S&P 500 Index

Returns By Period

JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has returned 29.51% so far this year and 54.15% over the past 12 months.


JPMorgan Betabuilders Emerging Markets Equity ETF

1D
0.32%
1M
8.39%
YTD
29.51%
6M
29.97%
1Y
54.15%
3Y*
23.89%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEM Monthly Returns History

Based on dividend-adjusted daily data since May 11, 2023, BBEM's average daily return is +0.09%, while the average monthly return is +1.82%. At this rate, an investment would double in approximately 3.2 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +12.0%, while the worst month was Mar 2026 at -8.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BBEM closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Jun 5, 2026 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.10%5.92%-8.72%11.97%7.32%4.08%29.51%
20251.86%0.46%1.20%0.68%3.72%6.70%0.84%2.42%6.39%3.92%-1.93%2.48%32.43%
2024-4.38%4.01%2.37%-0.38%1.83%3.27%1.17%0.45%5.46%-3.43%-2.36%-2.02%5.61%
2023-1.81%4.01%5.91%-6.10%-3.12%-3.21%7.33%3.71%6.01%

Benchmark Metrics

JPMorgan Betabuilders Emerging Markets Equity ETF has an annualized alpha of 5.76%, beta of 0.85, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since May 11, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.84%) than losses (44.40%) - typical of diversified or defensive assets.
  • R2 of 0.48 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
5.76%
Beta
0.85
0.48
Upside Capture
82.84%
Downside Capture
44.40%

Expense Ratio

BBEM has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

BBEM ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BBEM Risk / Return Rank: 8181
Overall Rank
BBEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BBEM Sortino Ratio Rank: 7676
Sortino Ratio Rank
BBEM Omega Ratio Rank: 8383
Omega Ratio Rank
BBEM Calmar Ratio Rank: 8181
Calmar Ratio Rank
BBEM Martin Ratio Rank: 8181
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and compare them to S&P 500 Index.

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.


BBEMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.47

1.37

+0.11

Calmar ratioReturn relative to maximum drawdown

4.15

2.78

+1.36

Martin ratioReturn relative to average drawdown

15.54

12.44

+3.11

Dividends

Dividend History

JPMorgan Betabuilders Emerging Markets Equity ETF provided a 4.50% dividend yield over the last twelve months, with an annual payout of $3.70 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$3.70$3.73$1.39$0.96

Dividend yield

4.50%5.86%2.73%1.94%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.15$0.00$0.00$0.00$0.15
2025$0.00$0.00$0.17$0.00$0.00$0.49$0.00$0.00$0.61$0.00$0.00$2.46$3.73
2024$0.00$0.00$0.05$0.00$0.00$0.46$0.00$0.00$0.50$0.00$0.00$0.39$1.39
2023$0.02$0.00$0.00$0.61$0.00$0.00$0.34$0.96

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 Emerging Markets Equity 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 Emerging Markets Equity ETF was 17.42%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-17.42%Apr 2025
6mo 2d1mo 29d
8mo 1dOct 2024 - Jun 2025
2026 correction2026
-13.12%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2023 correction2023
-12.37%Oct 2023
2mo 27d4mo 17d
7mo 14dAug 2023 - Mar 2024
2026 pullback2026
-8.73%Jun 2026
2d13d
15dJun 2026 - Jun 2026
2024 pullback2024
-8.42%Aug 2024
21d1mo 20d
2mo 11dJul 2024 - Sep 2024

Drawdown Indicators


BBEMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-56.78%

+39.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.10%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-18.90%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-3.70%

-10.71%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.03%

+1.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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