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BBAX vs. EPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBAX vs. EPP - 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 Pacific ex Japan ETF (EPP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBAX achieves a 9.34% return, which is significantly higher than EPP's 8.29% return.


BBAX

1D
-0.16%
1M
-0.57%
YTD
9.34%
6M
9.12%
1Y
19.42%
3Y*
13.11%
5Y*
5.38%
10Y*

EPP

1D
-0.19%
1M
-0.60%
YTD
8.29%
6M
8.03%
1Y
16.65%
3Y*
13.17%
5Y*
5.00%
10Y*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBAX vs. EPP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
9.34%20.21%2.50%5.60%-4.80%5.53%8.02%18.66%-9.65%
EPP
iShares MSCI Pacific ex Japan ETF
8.29%19.70%4.76%5.76%-6.59%4.26%6.04%18.30%-10.06%

Correlation

The correlation between BBAX and EPP is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2018

0.99

The correlation between BBAX and EPP has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

BBAX vs. EPP - Sectors Allocation Comparison


Sectors
BBAX
EPP

Financial Services

45.0%
44.9%

Basic Materials

17.5%
17.0%

Real Estate

8.4%
7.4%

Industrials

8.0%
8.5%

Consumer Cyclical

5.2%
6.2%

Healthcare

4.1%
3.3%

Utilities

3.2%
3.5%

Consumer Defensive

3.1%
2.9%

Energy

2.7%
2.7%

Communication Services

2.7%
2.6%

Technology

0.2%
1.0%

Financial Services

BBAX
45.0%
EPP
44.9%

Basic Materials

BBAX
17.5%
EPP
17.0%

Real Estate

BBAX
8.4%
EPP
7.4%

Industrials

BBAX
8.0%
EPP
8.5%

Consumer Cyclical

BBAX
5.2%
EPP
6.2%

Healthcare

BBAX
4.1%
EPP
3.3%

Utilities

BBAX
3.2%
EPP
3.5%

Consumer Defensive

BBAX
3.1%
EPP
2.9%

Energy

BBAX
2.7%
EPP
2.7%

Communication Services

BBAX
2.7%
EPP
2.6%

Technology

BBAX
0.2%
EPP
1.0%

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Return for Risk

BBAX vs. EPP — Risk / Return Rank

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

BBAX
BBAX Risk / Return Rank: 4040
Overall Rank
BBAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BBAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
BBAX Omega Ratio Rank: 3636
Omega Ratio Rank
BBAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
BBAX Martin Ratio Rank: 4242
Martin Ratio Rank

EPP
EPP Risk / Return Rank: 3434
Overall Rank
EPP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 3030
Sortino Ratio Rank
EPP Omega Ratio Rank: 3030
Omega Ratio Rank
EPP Calmar Ratio Rank: 4040
Calmar Ratio Rank
EPP Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBAX vs. EPP - Risk-Adjusted Trends Comparison

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


BBAXEPPDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.24

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

2.17

1.90

+0.26

Martin ratioReturn relative to average drawdown

6.68

5.62

+1.06

BBAX vs. EPP - Sharpe Ratio Comparison

The current BBAX Sharpe Ratio is 1.31, which is comparable to the EPP Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BBAX and EPP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBAX vs. EPP - Drawdown Comparison

The maximum BBAX drawdown since its inception was -39.64%, smaller than the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for BBAX and EPP.


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Drawdown Indicators


BBAXEPPDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-66.01%

+26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-8.79%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-19.29%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-23.21%

-24.79%

+1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-4.19%

-3.93%

-0.26%

Average Drawdown

Average peak-to-trough decline

-7.20%

-10.61%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.97%

-0.06%

Volatility

BBAX vs. EPP - Volatility Comparison

JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) and iShares MSCI Pacific ex Japan ETF (EPP) have volatilities of 5.21% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBAXEPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

5.22%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

12.75%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

15.14%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

17.51%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

19.12%

+0.57%

BBAX vs. EPP - Expense Ratio Comparison

BBAX has a 0.19% expense ratio, which is lower than EPP's 0.48% expense ratio.


Dividends

BBAX vs. EPP - Dividend Comparison

BBAX's dividend yield for the trailing twelve months is around 3.62%, more than EPP's 3.47% yield.


PositionTTM20252024202320222021202020192018201720162015
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
3.62%3.86%4.13%4.17%5.06%5.47%2.57%4.07%1.36%0.00%0.00%0.00%
EPP
iShares MSCI Pacific ex Japan ETF
3.47%3.77%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%

Frequently Asked Questions


With a correlation of 0.98, BBAX and EPP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EPP has higher volatility (5.22%) compared to BBAX (5.21%). In terms of maximum drawdown, BBAX dropped -39.64% vs EPP's -66.01%.

On 5-year performance, BBAX leads with 5.38% vs 5.00% for EPP. On fees, BBAX is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBAX has performed better with a 5.38% return vs 5.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBAX is cheaper with a 0.19% expense ratio, compared with 0.48% for EPP.

BBAX has the higher dividend yield at 3.62%, compared with 3.47% for EPP.

BBAX tracks Morningstar Developed Asia Pacific ex-Japan Target Market Exposure Index, while EPP tracks MSCI Pacific ex-Japan Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for BBAX and 0.48% for EPP.

BBAX currently has the higher Sharpe Ratio (1.31 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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