PortfoliosLab logo

JPMorgan BetaBuilders Japan ETF (BBJP)

ETF · Currency in USD · Last updated Dec 7, 2022

BBJP is a passive ETF by JPMorgan Chase tracking the investment results of the Morningstar Japan Target Market Exposure Index. BBJP launched on Jun 15, 2018 and has a 0.19% expense ratio.

ETF Info

ISINUS46641Q7126
CUSIP46641Q712
IssuerJPMorgan Chase
Inception DateJun 15, 2018
RegionDeveloped Asia Pacific (Japan)
CategoryJapan Equities
Expense Ratio0.19%
Index TrackedMorningstar Japan Target Market Exposure Index
ETF Home Pageam.jpmorgan.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$45.68
Year Range$40.50 - $55.97
EMA (50)$44.19
EMA (200)$46.63
Average Volume$589.59K

BBJPShare Price Chart


Loading data...

BBJPPerformance

The chart shows the growth of $10,000 invested in JPMorgan BetaBuilders Japan ETF in Jun 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,882 for a total return of roughly -1.18%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-2.00%
-1.91%
BBJP (JPMorgan BetaBuilders Japan ETF)
Benchmark (^GSPC)

BBJPCompare to other instruments

Search for stocks, ETFs, and funds to compare with BBJP

BBJPReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.13%4.53%
6M-3.58%-4.37%
YTD-17.30%-17.31%
1Y-16.61%-13.16%
5Y-0.27%8.06%
10Y-0.27%8.06%

BBJPMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.14%-1.65%-2.29%-8.06%1.76%-7.16%6.26%-4.42%-8.78%2.20%11.62%-2.21%
2021-0.89%2.02%0.60%-1.69%1.86%-0.96%-0.53%1.99%2.50%-2.60%-3.23%2.38%
2020-2.57%-8.41%-6.53%4.49%7.29%-0.09%-1.40%7.12%1.86%-1.42%10.49%5.41%
20196.58%0.31%0.62%1.36%-4.99%4.25%-0.31%-0.70%5.14%3.50%1.30%0.85%
2018-1.82%0.12%-0.74%3.53%-8.90%0.84%-7.24%

BBJPSharpe 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 Japan ETF Sharpe ratio is -0.85. 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.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.85
-0.59
BBJP (JPMorgan BetaBuilders Japan ETF)
Benchmark (^GSPC)

BBJPDividend History

JPMorgan BetaBuilders Japan ETF granted a 3.49% dividend yield in the last twelve months. The annual payout for that period amounted to $1.59 per share.


PeriodTTM2021202020192018
Dividend$1.59$1.59$0.63$1.13$0.28

Dividend yield

3.49%2.89%1.16%2.40%0.70%

BBJPDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-24.27%
-17.83%
BBJP (JPMorgan BetaBuilders Japan ETF)
Benchmark (^GSPC)

BBJPWorst Drawdowns

The table below shows the maximum drawdowns of the JPMorgan BetaBuilders Japan 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 Japan ETF is 32.66%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.66%Sep 16, 2021273Oct 14, 2022
-28.67%Dec 17, 201961Mar 16, 2020157Nov 3, 2020218
-18.16%Oct 2, 201858Dec 24, 2018215Nov 4, 2019273
-8.74%Feb 17, 202160May 12, 202180Sep 3, 2021140
-5.02%Jun 20, 201840Aug 15, 201824Sep 19, 201864
-4.08%Jan 15, 202110Jan 29, 20216Feb 8, 202116
-2.89%Nov 30, 20201Nov 30, 202011Dec 15, 202012
-1.54%Dec 18, 20202Dec 21, 20205Dec 29, 20207
-1.51%Nov 12, 20201Nov 12, 20201Nov 13, 20202
-1.32%Jan 4, 20211Jan 4, 20212Jan 6, 20213

BBJPVolatility Chart

Current JPMorgan BetaBuilders Japan ETF volatility is 17.32%. 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%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
17.32%
23.28%
BBJP (JPMorgan BetaBuilders Japan ETF)
Benchmark (^GSPC)