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BBAX vs. AAXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBAX and AAXJ is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

BBAX vs. AAXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) and iShares MSCI All Country Asia ex-Japan ETF (AAXJ). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
30.12%
14.62%
BBAX
AAXJ

Key characteristics

Sharpe Ratio

BBAX:

0.54

AAXJ:

0.54

Sortino Ratio

BBAX:

0.89

AAXJ:

0.91

Omega Ratio

BBAX:

1.12

AAXJ:

1.12

Calmar Ratio

BBAX:

0.53

AAXJ:

0.36

Martin Ratio

BBAX:

1.77

AAXJ:

1.55

Ulcer Index

BBAX:

5.99%

AAXJ:

7.21%

Daily Std Dev

BBAX:

19.79%

AAXJ:

20.68%

Max Drawdown

BBAX:

-39.64%

AAXJ:

-49.37%

Current Drawdown

BBAX:

-6.62%

AAXJ:

-22.51%

Returns By Period

In the year-to-date period, BBAX achieves a 3.31% return, which is significantly higher than AAXJ's 1.30% return.


BBAX

YTD

3.31%

1M

1.57%

6M

-1.56%

1Y

10.90%

5Y*

9.47%

10Y*

N/A

AAXJ

YTD

1.30%

1M

-2.82%

6M

-3.91%

1Y

10.02%

5Y*

5.00%

10Y*

2.40%

*Annualized

Compare stocks, funds, or ETFs

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BBAX vs. AAXJ - Expense Ratio Comparison

BBAX has a 0.19% expense ratio, which is lower than AAXJ's 0.68% expense ratio.


Expense ratio chart for AAXJ: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AAXJ: 0.68%
Expense ratio chart for BBAX: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBAX: 0.19%

Risk-Adjusted Performance

BBAX vs. AAXJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBAX
The Risk-Adjusted Performance Rank of BBAX is 5959
Overall Rank
The Sharpe Ratio Rank of BBAX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of BBAX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BBAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of BBAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BBAX is 5555
Martin Ratio Rank

AAXJ
The Risk-Adjusted Performance Rank of AAXJ is 5555
Overall Rank
The Sharpe Ratio Rank of AAXJ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AAXJ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AAXJ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AAXJ is 5050
Calmar Ratio Rank
The Martin Ratio Rank of AAXJ is 5151
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.

BBAX vs. AAXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) and iShares MSCI All Country Asia ex-Japan ETF (AAXJ). 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.


The chart of Sharpe ratio for BBAX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
BBAX: 0.54
AAXJ: 0.54
The chart of Sortino ratio for BBAX, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.00
BBAX: 0.89
AAXJ: 0.91
The chart of Omega ratio for BBAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
BBAX: 1.12
AAXJ: 1.12
The chart of Calmar ratio for BBAX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
BBAX: 0.53
AAXJ: 0.36
The chart of Martin ratio for BBAX, currently valued at 1.77, compared to the broader market0.0020.0040.0060.00
BBAX: 1.77
AAXJ: 1.55

The current BBAX Sharpe Ratio is 0.54, which is comparable to the AAXJ Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BBAX and AAXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.54
0.54
BBAX
AAXJ

Dividends

BBAX vs. AAXJ - Dividend Comparison

BBAX's dividend yield for the trailing twelve months is around 4.13%, more than AAXJ's 1.83% yield.


TTM20242023202220212020201920182017201620152014
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
4.13%4.13%4.17%5.06%5.47%2.57%4.07%1.36%0.00%0.00%0.00%0.00%
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.83%1.86%2.26%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%1.78%

Drawdowns

BBAX vs. AAXJ - Drawdown Comparison

The maximum BBAX drawdown since its inception was -39.64%, smaller than the maximum AAXJ drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for BBAX and AAXJ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-6.62%
-22.51%
BBAX
AAXJ

Volatility

BBAX vs. AAXJ - Volatility Comparison

JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) has a higher volatility of 13.32% compared to iShares MSCI All Country Asia ex-Japan ETF (AAXJ) at 11.84%. This indicates that BBAX's price experiences larger fluctuations and is considered to be riskier than AAXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.32%
11.84%
BBAX
AAXJ