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JPMorgan BetaBuilders International Equity ETF (BB...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46641Q3737
CUSIP
46641Q373
Issuer
JPMorgan
Inception Date
Dec 5, 2019
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Morningstar Developed Markets ex-North America Target Market Exposure Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

JPMorgan BetaBuilders International Equity ETF (BBIN) has returned 1.46% so far this year and 23.80% over the past 12 months.


JPMorgan BetaBuilders International Equity ETF

1D
3.01%
1M
-7.94%
YTD
1.46%
6M
6.60%
1Y
23.80%
3Y*
14.75%
5Y*
8.31%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 5, 2019, BBIN's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BBIN closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.32%4.65%-7.94%1.46%
20254.73%2.93%0.26%3.76%4.61%2.58%-2.07%4.36%2.07%1.28%1.10%2.60%31.86%
2024-0.30%3.03%3.17%-3.28%5.06%-1.86%2.73%3.30%0.94%-5.52%-0.20%-2.87%3.65%
20239.09%-3.23%3.06%2.78%-3.88%4.73%2.79%-3.85%-3.56%-2.84%8.30%5.01%18.54%
2022-3.72%-3.40%0.55%-6.91%2.07%-8.76%5.31%-6.02%-9.27%5.77%13.27%-1.73%-14.29%
2021-0.85%2.65%2.39%2.86%3.47%-1.13%0.64%1.43%-3.01%3.04%-4.63%4.76%11.74%

Benchmark Metrics

JPMorgan BetaBuilders International Equity ETF has an annualized alpha of -0.08%, beta of 0.78, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 06, 2019.

  • This ETF participated in 90.00% of S&P 500 Index downside but only 79.42% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.08%
Beta
0.78
0.71
Upside Capture
79.42%
Downside Capture
90.00%

Expense Ratio

BBIN has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

BBIN ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BBIN Risk / Return Rank: 7272
Overall Rank
BBIN Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BBIN Sortino Ratio Rank: 7373
Sortino Ratio Rank
BBIN Omega Ratio Rank: 7070
Omega Ratio Rank
BBIN Calmar Ratio Rank: 7373
Calmar Ratio Rank
BBIN Martin Ratio Rank: 7070
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 International Equity ETF (BBIN) and compare them to a chosen benchmark (S&P 500 Index).


BBINBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.90

+0.43

Sortino ratio

Return per unit of downside risk

1.89

1.39

+0.50

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.95

1.40

+0.55

Martin ratio

Return relative to average drawdown

7.52

6.61

+0.91

Explore BBIN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

JPMorgan BetaBuilders International Equity ETF provided a 3.89% dividend yield over the last twelve months, with an annual payout of $2.84 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.00$2.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$2.84$2.80$1.95$1.82$1.40$2.11$0.59$0.05

Dividend yield

3.89%3.87%3.41%3.20%2.83%3.54%1.07%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan BetaBuilders International 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$0.26$0.26
2025$0.00$0.00$0.21$0.00$0.00$0.95$0.00$0.00$0.28$0.00$0.00$1.36$2.80
2024$0.00$0.00$0.20$0.00$0.00$0.88$0.00$0.00$0.26$0.00$0.00$0.60$1.95
2023$0.00$0.00$0.13$0.00$0.00$0.85$0.00$0.00$0.22$0.00$0.00$0.62$1.82
2022$0.00$0.00$0.20$0.00$0.00$0.86$0.00$0.00$0.17$0.00$0.00$0.18$1.40
2021$0.00$0.00$0.20$0.00$0.00$0.64$0.00$0.00$0.33$0.00$0.00$0.94$2.11

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 International 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 International Equity ETF was 33.37%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current JPMorgan BetaBuilders International Equity ETF drawdown is 8.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.37%Jan 21, 202044Mar 23, 2020163Nov 11, 2020207
-29.24%Sep 8, 2021266Sep 27, 2022338Feb 1, 2024604
-13.98%Mar 20, 202514Apr 8, 202514Apr 29, 202528
-11.57%Feb 26, 202617Mar 20, 2026
-10.39%Sep 27, 202473Jan 13, 202535Mar 5, 2025108

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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