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

Correlation

The correlation between BBAX and BBEU is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

BBAX vs. BBEU - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
30.12%
58.56%
BBAX
BBEU

Key characteristics

Sharpe Ratio

BBAX:

0.54

BBEU:

0.73

Sortino Ratio

BBAX:

0.89

BBEU:

1.13

Omega Ratio

BBAX:

1.12

BBEU:

1.15

Calmar Ratio

BBAX:

0.53

BBEU:

0.89

Martin Ratio

BBAX:

1.77

BBEU:

2.50

Ulcer Index

BBAX:

5.99%

BBEU:

5.08%

Daily Std Dev

BBAX:

19.79%

BBEU:

17.44%

Max Drawdown

BBAX:

-39.64%

BBEU:

-36.27%

Current Drawdown

BBAX:

-6.62%

BBEU:

-1.29%

Returns By Period

In the year-to-date period, BBAX achieves a 3.31% return, which is significantly lower than BBEU's 15.06% return.


BBAX

YTD

3.31%

1M

1.57%

6M

-1.56%

1Y

10.90%

5Y*

9.47%

10Y*

N/A

BBEU

YTD

15.06%

1M

1.65%

6M

8.09%

1Y

13.41%

5Y*

13.98%

10Y*

N/A

*Annualized

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BBAX vs. BBEU - Expense Ratio Comparison

BBAX has a 0.19% expense ratio, which is higher than BBEU's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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%
Expense ratio chart for BBEU: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBEU: 0.09%

Risk-Adjusted Performance

BBAX vs. BBEU — 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

BBEU
The Risk-Adjusted Performance Rank of BBEU is 7171
Overall Rank
The Sharpe Ratio Rank of BBEU is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BBEU is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BBEU is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BBEU is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BBEU is 6767
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. BBEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) and JPMorgan BetaBuilders Europe ETF (BBEU). 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
BBEU: 0.73
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
BBEU: 1.13
The chart of Omega ratio for BBAX, currently valued at 1.12, compared to the broader market0.501.001.502.00
BBAX: 1.12
BBEU: 1.15
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
BBEU: 0.89
The chart of Martin ratio for BBAX, currently valued at 1.77, compared to the broader market0.0020.0040.0060.00
BBAX: 1.77
BBEU: 2.50

The current BBAX Sharpe Ratio is 0.54, which is comparable to the BBEU Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BBAX and BBEU, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.54
0.73
BBAX
BBEU

Dividends

BBAX vs. BBEU - Dividend Comparison

BBAX's dividend yield for the trailing twelve months is around 4.13%, more than BBEU's 3.62% yield.


TTM2024202320222021202020192018
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
4.13%4.13%4.17%5.06%5.47%2.57%4.07%1.36%
BBEU
JPMorgan BetaBuilders Europe ETF
3.62%4.16%2.94%4.72%2.63%2.29%3.24%0.49%

Drawdowns

BBAX vs. BBEU - Drawdown Comparison

The maximum BBAX drawdown since its inception was -39.64%, which is greater than BBEU's maximum drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for BBAX and BBEU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.62%
-1.29%
BBAX
BBEU

Volatility

BBAX vs. BBEU - Volatility Comparison

JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) has a higher volatility of 13.32% compared to JPMorgan BetaBuilders Europe ETF (BBEU) at 11.47%. This indicates that BBAX's price experiences larger fluctuations and is considered to be riskier than BBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.32%
11.47%
BBAX
BBEU