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BBAX vs. EWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBAX vs. EWM - 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 Malaysia ETF (EWM). The values are adjusted to include any dividend payments, if applicable.

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BBAX vs. EWM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
6.46%20.21%2.50%5.60%-4.80%5.53%8.02%18.66%-9.65%
EWM
iShares MSCI Malaysia ETF
3.84%15.74%19.46%-3.61%-6.00%-7.40%3.12%-1.41%-8.61%

Returns By Period

In the year-to-date period, BBAX achieves a 6.46% return, which is significantly higher than EWM's 3.84% return.


BBAX

1D
2.53%
1M
-6.56%
YTD
6.46%
6M
7.42%
1Y
27.09%
3Y*
11.01%
5Y*
5.39%
10Y*

EWM

1D
1.68%
1M
-2.77%
YTD
3.84%
6M
11.36%
1Y
27.73%
3Y*
12.55%
5Y*
4.95%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBAX vs. EWM - Expense Ratio Comparison

BBAX has a 0.19% expense ratio, which is lower than EWM's 0.49% expense ratio.


Return for Risk

BBAX vs. EWM — Risk / Return Rank

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

BBAX
BBAX Risk / Return Rank: 8080
Overall Rank
BBAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BBAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
BBAX Omega Ratio Rank: 8080
Omega Ratio Rank
BBAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
BBAX Martin Ratio Rank: 8484
Martin Ratio Rank

EWM
EWM Risk / Return Rank: 8787
Overall Rank
EWM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EWM Sortino Ratio Rank: 8888
Sortino Ratio Rank
EWM Omega Ratio Rank: 8282
Omega Ratio Rank
EWM Calmar Ratio Rank: 9090
Calmar Ratio Rank
EWM Martin Ratio Rank: 9090
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. EWM - 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 Malaysia ETF (EWM). 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.


BBAXEWMDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.76

-0.28

Sortino ratio

Return per unit of downside risk

2.02

2.41

-0.39

Omega ratio

Gain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratio

Return relative to maximum drawdown

1.96

3.10

-1.14

Martin ratio

Return relative to average drawdown

9.34

11.53

-2.19

BBAX vs. EWM - Sharpe Ratio Comparison

The current BBAX Sharpe Ratio is 1.47, which is comparable to the EWM Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BBAX and EWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBAXEWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.76

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.37

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.07

+0.26

Correlation

The correlation between BBAX and EWM is 0.56, 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.


Dividends

BBAX vs. EWM - Dividend Comparison

BBAX's dividend yield for the trailing twelve months is around 3.72%, more than EWM's 3.29% yield.


TTM20252024202320222021202020192018201720162015
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
3.72%3.86%4.13%4.17%5.06%5.47%2.57%4.07%1.36%0.00%0.00%0.00%
EWM
iShares MSCI Malaysia ETF
3.29%3.41%3.32%3.47%3.00%6.48%1.89%2.91%3.84%5.58%5.97%37.54%

Drawdowns

BBAX vs. EWM - Drawdown Comparison

The maximum BBAX drawdown since its inception was -39.64%, smaller than the maximum EWM drawdown of -89.19%. Use the drawdown chart below to compare losses from any high point for BBAX and EWM.


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Drawdown Indicators


BBAXEWMDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-89.19%

+49.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-9.09%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

-23.84%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-43.81%

Current Drawdown

Current decline from peak

-6.71%

-8.24%

+1.53%

Average Drawdown

Average peak-to-trough decline

-7.32%

-31.98%

+24.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.44%

+0.41%

Volatility

BBAX vs. EWM - Volatility Comparison

JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) has a higher volatility of 7.10% compared to iShares MSCI Malaysia ETF (EWM) at 5.96%. This indicates that BBAX's price experiences larger fluctuations and is considered to be riskier than EWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBAXEWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

5.96%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

10.29%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

15.87%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

13.62%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

16.36%

+3.39%