BBAX vs. EPP
Compare and contrast key facts about JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) and iShares MSCI Pacific ex Japan ETF (EPP).
BBAX and EPP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBAX is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Asia Pacific ex-Japan Target Market Exposure Index. It was launched on Aug 7, 2018. EPP is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex-Japan Index. It was launched on Oct 25, 2001. Both BBAX and EPP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBAX or EPP.
Performance
BBAX vs. EPP - Performance Comparison
Returns By Period
In the year-to-date period, BBAX achieves a 7.47% return, which is significantly lower than EPP's 9.60% return.
BBAX
7.47%
-2.66%
4.76%
16.29%
4.98%
N/A
EPP
9.60%
-2.32%
5.76%
18.94%
4.33%
4.06%
Key characteristics
| BBAX | EPP | |
|---|---|---|
| Sharpe Ratio | 1.11 | 1.28 |
| Sortino Ratio | 1.61 | 1.86 |
| Omega Ratio | 1.19 | 1.22 |
| Calmar Ratio | 1.17 | 1.19 |
| Martin Ratio | 5.15 | 6.21 |
| Ulcer Index | 3.36% | 3.22% |
| Daily Std Dev | 15.67% | 15.58% |
| Max Drawdown | -39.64% | -66.01% |
| Current Drawdown | -5.22% | -4.78% |
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BBAX vs. EPP - Expense Ratio Comparison
BBAX has a 0.19% expense ratio, which is lower than EPP's 0.48% expense ratio.
Correlation
The correlation between BBAX and EPP is 0.99, 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.
Risk-Adjusted Performance
BBAX vs. EPP - 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 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.
Dividends
BBAX vs. EPP - Dividend Comparison
BBAX's dividend yield for the trailing twelve months is around 4.35%, more than EPP's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBAX JPMorgan BetaBuilders Developed Asia ex-Japan ETF | 4.35% | 4.17% | 5.06% | 5.47% | 2.57% | 4.07% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPP iShares MSCI Pacific ex Japan ETF | 3.56% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% | 4.08% |
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. For additional features, visit the drawdowns tool.
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 5.05% and 4.94%, 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.