PortfoliosLab logoPortfoliosLab logo
BABW vs. JELM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BABW vs. JELM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BABA WeeklyPay ETF (BABW) and Janus Henderson Equity Linked Moderate Income ETF (JELM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BABW

1D
1.55%
1M
40.41%
6M
-26.50%
YTD
-16.68%
1Y
3Y*
5Y*
10Y*
ALL TIME*

JELM

1D
0.20%
1M
1.29%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$110.31K$74.82K$59.98K
$199.95K$786.17K$963.17K

BABW vs. JELM - Yearly Performance Comparison


Correlation

The correlation between BABW and JELM is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 22, 2026

-0.14

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BABW vs. JELM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BABA WeeklyPay ETF (BABW) and Janus Henderson Equity Linked Moderate Income ETF (JELM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BABW vs. JELM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BABW vs. JELM - Drawdown Comparison

The maximum BABW drawdown since its inception was -54.76%, which is greater than JELM's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for BABW and JELM.


Loading charts...

Drawdown Indicators


BABWJELMDifference

Max Drawdown

Largest peak-to-trough decline

-54.76%

-0.69%

-54.07%

Current Drawdown

Current decline from peak

-35.40%

-0.25%

-35.15%

Average Drawdown

Average peak-to-trough decline

-27.02%

-0.21%

-26.81%

Volatility

BABW vs. JELM - Volatility Comparison


Loading charts...

Volatility by Period


BABWJELMDifference

Volatility (1Y)

Calculated over the trailing 1-year period

50.46%

3.69%

+46.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.46%

3.69%

+46.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.46%

3.69%

+46.77%

BABW vs. JELM - Expense Ratio Comparison

BABW has a 0.99% expense ratio, which is higher than JELM's 0.59% expense ratio.


Dividends

BABW vs. JELM - Dividend Comparison

BABW's dividend yield for the trailing twelve months is around 45.79%, more than JELM's 1.21% yield.


Frequently Asked Questions


BABW and JELM have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JELM is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JELM is cheaper with a 0.59% expense ratio, compared with 0.99% for BABW.

BABW has the higher dividend yield at 45.79%, compared with 1.21% for JELM.

They also come from different issuers: Roundhill and Janus Henderson. Their fees differ too: 0.99% for BABW and 0.59% for JELM.

Portfolio Optimizer

Find the right allocation for BABW and JELM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer