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JPMorgan BetaBuilders Japan ETF (BBJP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q7126

CUSIP

46641Q712

Issuer

JPMorgan Chase

Inception Date

Jun 15, 2018

Region

Developed Asia Pacific (Japan)

Leveraged

1x

Index Tracked

Morningstar Japan Target Market Exposure Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BBJP has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for BBJP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

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:
BBJP vs. FLJP BBJP vs. BBAX BBJP vs. EWJ BBJP vs. HEWJ BBJP vs. DXJ BBJP vs. VOO BBJP vs. FLJH BBJP vs. DBJP BBJP vs. EWJV BBJP vs. CIBR
Popular comparisons:
BBJP vs. FLJP BBJP vs. BBAX BBJP vs. EWJ BBJP vs. HEWJ BBJP vs. DXJ BBJP vs. VOO BBJP vs. FLJH BBJP vs. DBJP BBJP vs. EWJV BBJP vs. CIBR

Performance

Performance Chart

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


20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
28.39%
115.29%
BBJP (JPMorgan BetaBuilders Japan ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan BetaBuilders Japan ETF had a return of 5.90% year-to-date (YTD) and 7.67% in the last 12 months.


BBJP

YTD

5.90%

1M

-0.18%

6M

1.79%

1Y

7.67%

5Y*

4.12%

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 BBJP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.24%4.37%3.46%-5.48%2.55%-0.56%4.11%1.34%-0.44%-4.98%2.34%5.90%
20237.64%-4.51%4.88%0.41%0.72%5.29%2.50%-2.71%-2.26%-2.09%6.04%3.86%20.65%
2022-4.14%-1.65%-2.29%-8.06%1.76%-7.16%6.26%-4.42%-8.78%2.20%11.62%-2.14%-17.24%
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%1.21%
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%15.42%
20196.58%0.31%0.62%1.36%-4.99%4.25%-0.31%-0.70%5.14%3.50%1.30%0.85%18.85%
2018-0.25%0.12%-0.74%3.53%-8.90%0.84%-7.24%-12.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BBJP is 36, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BBJP is 3636
Overall Rank
The Sharpe Ratio Rank of BBJP is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of BBJP is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BBJP is 3232
Omega Ratio Rank
The Calmar Ratio Rank of BBJP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BBJP is 3535
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 Japan ETF (BBJP) 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 BBJP, currently valued at 0.55, compared to the broader market0.002.004.000.552.10
The chart of Sortino ratio for BBJP, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.000.852.80
The chart of Omega ratio for BBJP, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.39
The chart of Calmar ratio for BBJP, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.803.09
The chart of Martin ratio for BBJP, currently valued at 2.27, compared to the broader market0.0020.0040.0060.0080.00100.002.2713.49
BBJP
^GSPC

The current JPMorgan BetaBuilders Japan ETF Sharpe ratio is 0.55. 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 Japan 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.55
2.10
BBJP (JPMorgan BetaBuilders Japan ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan BetaBuilders Japan ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.00$1.60$0.68$1.59$0.63$1.13$0.28

Dividend yield

0.00%3.05%1.51%2.89%1.12%2.31%0.65%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan BetaBuilders Japan 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.60$1.60
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.59$1.59
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2018$0.28$0.28

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.99%
-2.62%
BBJP (JPMorgan BetaBuilders Japan ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan BetaBuilders Japan 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 Japan ETF was 32.66%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current JPMorgan BetaBuilders Japan ETF drawdown is 7.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.66%Sep 16, 2021273Oct 14, 2022345Mar 1, 2024618
-28.67%Dec 17, 201961Mar 16, 2020162Nov 3, 2020223
-18.16%Oct 2, 201858Dec 24, 2018217Nov 4, 2019275
-12%Jul 17, 202415Aug 6, 202413Aug 23, 202428
-8.74%Feb 17, 202160May 12, 202180Sep 3, 2021140

Volatility

Volatility Chart

The current JPMorgan BetaBuilders Japan ETF volatility is 4.95%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.95%
3.79%
BBJP (JPMorgan BetaBuilders Japan 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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