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JPMorgan BetaBuilders Europe ETF (BBEU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q7209

CUSIP

46641Q720

Issuer

JPMorgan Chase

Inception Date

Jun 15, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Morningstar Developed Europe Target Market Exposure Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BBEU has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for BBEU: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Popular comparisons:
BBEU vs. SCHD BBEU vs. SCHY BBEU vs. TTAI BBEU vs. ^GSPC BBEU vs. VOO BBEU vs. VOOG BBEU vs. JEPI BBEU vs. FSPSX BBEU vs. DXJ BBEU vs. RIO
Popular comparisons:
BBEU vs. SCHD BBEU vs. SCHY BBEU vs. TTAI BBEU vs. ^GSPC BBEU vs. VOO BBEU vs. VOOG BBEU vs. JEPI BBEU vs. FSPSX BBEU vs. DXJ BBEU vs. RIO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan BetaBuilders Europe ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
39.06%
114.32%
BBEU (JPMorgan BetaBuilders Europe ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan BetaBuilders Europe ETF had a return of 1.59% year-to-date (YTD) and 2.27% in the last 12 months.


BBEU

YTD

1.59%

1M

-1.29%

6M

-4.70%

1Y

2.27%

5Y*

5.40%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.92%2.57%3.64%-2.39%5.95%-2.50%1.99%4.00%0.29%-5.39%-1.93%1.59%
20239.34%-1.73%2.64%4.29%-5.19%4.49%2.57%-3.77%-4.30%-2.81%9.43%5.16%20.38%
2022-3.45%-4.91%0.35%-6.45%2.42%-9.32%4.93%-7.38%-9.26%8.21%13.57%-1.64%-14.67%
2021-0.84%2.63%3.45%4.60%4.36%-1.18%1.64%1.55%-5.11%4.99%-4.62%5.50%17.50%
2020-2.74%-8.00%-15.49%5.33%5.75%4.38%2.93%4.12%-3.10%-5.29%16.20%4.48%5.00%
20196.18%3.48%1.03%3.69%-5.44%6.08%-2.28%-2.08%2.63%3.74%1.19%4.15%23.96%
2018-0.24%2.73%-2.93%0.38%-7.74%-0.18%-5.25%-12.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BBEU is 22, meaning it’s performing worse than 78% of other 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 BBEU is 2222
Overall Rank
The Sharpe Ratio Rank of BBEU is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of BBEU is 2121
Sortino Ratio Rank
The Omega Ratio Rank of BBEU is 2020
Omega Ratio Rank
The Calmar Ratio Rank of BBEU is 2828
Calmar Ratio Rank
The Martin Ratio Rank of BBEU is 2121
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 Europe ETF (BBEU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BBEU, currently valued at 0.29, compared to the broader market0.002.004.000.292.10
The chart of Sortino ratio for BBEU, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.482.80
The chart of Omega ratio for BBEU, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.39
The chart of Calmar ratio for BBEU, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.343.09
The chart of Martin ratio for BBEU, currently valued at 0.97, compared to the broader market0.0020.0040.0060.0080.00100.000.9713.49
BBEU
^GSPC

The current JPMorgan BetaBuilders Europe ETF Sharpe ratio is 0.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan BetaBuilders Europe ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.29
2.10
BBEU (JPMorgan BetaBuilders Europe ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan BetaBuilders Europe ETF provided a 2.70% dividend yield over the last twelve months, with an annual payout of $1.52 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$1.52$1.66$2.29$1.57$1.20$1.66$0.21

Dividend yield

2.70%2.94%4.72%2.63%2.29%3.24%0.49%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.20$0.00$0.00$1.03$0.00$0.00$0.29$0.00$0.00$0.00$1.52
2023$0.00$0.00$0.10$0.00$0.00$1.01$0.00$0.00$0.30$0.00$0.00$0.26$1.66
2022$0.00$0.00$0.16$0.00$0.00$1.55$0.00$0.00$0.36$0.00$0.00$0.23$2.29
2021$0.00$0.00$0.24$0.00$0.00$0.51$0.00$0.00$0.29$0.00$0.00$0.53$1.57
2020$0.00$0.00$0.34$0.00$0.00$0.19$0.00$0.00$0.29$0.00$0.00$0.37$1.20
2019$0.00$0.00$0.27$0.00$0.00$0.85$0.00$0.00$0.29$0.00$0.00$0.25$1.66
2018$0.07$0.00$0.00$0.14$0.21

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.93%
-2.62%
BBEU (JPMorgan BetaBuilders Europe ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan BetaBuilders Europe 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 Europe ETF was 36.26%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current JPMorgan BetaBuilders Europe ETF drawdown is 10.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.26%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-31.04%Nov 4, 2021225Sep 27, 2022306Dec 14, 2023531
-17.32%Aug 1, 2018101Dec 24, 2018214Oct 30, 2019315
-10.93%Sep 27, 202460Dec 20, 2024
-6.62%Jun 7, 202440Aug 5, 202412Aug 21, 202452

Volatility

Volatility Chart

The current JPMorgan BetaBuilders Europe ETF volatility is 3.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.38%
3.79%
BBEU (JPMorgan BetaBuilders Europe ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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