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BBCA vs. DVYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBCA and DVYA is 0.65, 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.


Performance

BBCA vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Canada ETF (BBCA) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
79.94%
20.25%
BBCA
DVYA

Key characteristics

Sharpe Ratio

BBCA:

1.07

DVYA:

0.31

Sortino Ratio

BBCA:

1.56

DVYA:

0.55

Omega Ratio

BBCA:

1.21

DVYA:

1.07

Calmar Ratio

BBCA:

1.43

DVYA:

0.28

Martin Ratio

BBCA:

5.55

DVYA:

0.87

Ulcer Index

BBCA:

3.19%

DVYA:

6.07%

Daily Std Dev

BBCA:

16.57%

DVYA:

16.97%

Max Drawdown

BBCA:

-42.81%

DVYA:

-45.62%

Current Drawdown

BBCA:

0.00%

DVYA:

-4.20%

Returns By Period

In the year-to-date period, BBCA achieves a 6.90% return, which is significantly higher than DVYA's 3.97% return.


BBCA

YTD

6.90%

1M

13.30%

6M

5.01%

1Y

16.28%

5Y*

14.84%

10Y*

N/A

DVYA

YTD

3.97%

1M

15.42%

6M

0.84%

1Y

4.61%

5Y*

9.40%

10Y*

2.72%

*Annualized

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BBCA vs. DVYA - Expense Ratio Comparison

BBCA has a 0.19% expense ratio, which is lower than DVYA's 0.49% expense ratio.


Risk-Adjusted Performance

BBCA vs. DVYA — Risk-Adjusted Performance Rank

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

BBCA
The Risk-Adjusted Performance Rank of BBCA is 8484
Overall Rank
The Sharpe Ratio Rank of BBCA is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BBCA is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BBCA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BBCA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BBCA is 8686
Martin Ratio Rank

DVYA
The Risk-Adjusted Performance Rank of DVYA is 4040
Overall Rank
The Sharpe Ratio Rank of DVYA is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 3939
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 3838
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.

BBCA vs. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Canada ETF (BBCA) and iShares Asia/Pacific Dividend ETF (DVYA). 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 current BBCA Sharpe Ratio is 1.07, which is higher than the DVYA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BBCA and DVYA, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.99
0.27
BBCA
DVYA

Dividends

BBCA vs. DVYA - Dividend Comparison

BBCA's dividend yield for the trailing twelve months is around 2.19%, less than DVYA's 5.77% yield.


TTM20242023202220212020201920182017201620152014
BBCA
JPMorgan BetaBuilders Canada ETF
2.19%2.37%2.51%2.65%2.17%2.40%2.32%1.21%0.00%0.00%0.00%0.00%
DVYA
iShares Asia/Pacific Dividend ETF
5.77%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%5.28%

Drawdowns

BBCA vs. DVYA - Drawdown Comparison

The maximum BBCA drawdown since its inception was -42.81%, smaller than the maximum DVYA drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for BBCA and DVYA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-4.20%
BBCA
DVYA

Volatility

BBCA vs. DVYA - Volatility Comparison

JPMorgan BetaBuilders Canada ETF (BBCA) and iShares Asia/Pacific Dividend ETF (DVYA) have volatilities of 7.51% and 7.47%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
7.51%
7.47%
BBCA
DVYA