BBCA vs. EFV

Last updated Jun 24, 2026

BBCA (JPMorgan BetaBuilders Canada ETF) and EFV (iShares MSCI EAFE Value ETF) are both exchange-traded funds - BBCA is a Canada Equities fund tracking the Morningstar Canada Target Market Exposure Index, while EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net). Both are passively managed. Over the past 5 years, BBCA returned 11.27%/yr vs 12.57%/yr for EFV. A 0.79 correlation means they provide meaningful diversification when combined. BBCA charges 0.19%/yr vs 0.31%/yr for EFV.

Performance

BBCA vs. EFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Canada ETF (BBCA) and iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBCA achieves a 7.18% return, which is significantly lower than EFV's 9.13% return.

BBCA

• 1D: -0.69%
• 1M: -1.14%
• YTD: 7.18%
• 6M: 6.09%
• 1Y: 27.27%
• 3Y*: 21.37%
• 5Y*: 11.27%
• 10Y*: —

EFV

• 1D: -1.18%
• 1M: -0.92%
• YTD: 9.13%
• 6M: 8.96%
• 1Y: 28.26%
• 3Y*: 21.91%
• 5Y*: 12.57%
• 10Y*: 10.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBCA vs. EFV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BBCA JPMorgan BetaBuilders Canada ETF	7.18%	34.40%	12.79%	14.92%	-12.53%	28.16%	6.20%	28.93%	-15.39%
EFV iShares MSCI EAFE Value ETF	9.13%	42.22%	5.35%	18.85%	-5.22%	11.08%	-2.97%	15.80%	-12.45%

Correlation

The correlation between BBCA and EFV is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Aug 8, 2018	0.79

The correlation between BBCA and EFV shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

BBCA vs. EFV - Sectors Allocation Comparison

Sectors	BBCA	EFV
Financial Services	39.2%	37.7%
Energy	17.9%	6.8%
Basic Materials	14.9%	6.4%
Industrials	9.7%	10.4%
Technology	8.4%	3.0%
Consumer Cyclical	3.6%	6.1%
Consumer Defensive	3.1%	9.2%
Utilities	1.9%	5.9%
Communication Services	1.2%	4.4%
Healthcare	0.2%	7.4%
Real Estate	0.2%	2.8%

Return for Risk

BBCA vs. EFV — Risk / Return Rank

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

BBCA

BBCA Risk / Return Rank: 65
BBCA Sharpe Ratio Rank: 63
BBCA Sortino Ratio Rank: 59
BBCA Omega Ratio Rank: 59
BBCA Calmar Ratio Rank: 68
BBCA Martin Ratio Rank: 74

EFV

EFV Risk / Return Rank: 59
EFV Sharpe Ratio Rank: 62
EFV Sortino Ratio Rank: 61
EFV Omega Ratio Rank: 60
EFV Calmar Ratio Rank: 55
EFV Martin Ratio Rank: 57

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.

BBCA vs. EFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Canada ETF (BBCA) and iShares MSCI EAFE Value ETF (EFV). 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.

	BBCA	EFV	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.96	+0.02
Sortino ratio: Return per unit of downside risk	2.63	2.72	-0.09
Omega ratio: Gain probability vs. loss probability	1.35	1.35	-0.01
Calmar ratio: Return relative to maximum drawdown	3.25	2.61	+0.64
Martin ratio: Return relative to average drawdown	13.15	9.60	+3.55

BBCA vs. EFV - Sharpe Ratio Comparison

The current BBCA Sharpe Ratio is 1.98, which is comparable to the EFV Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BBCA and EFV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BBCA vs. EFV - Drawdown Comparison

The maximum BBCA drawdown since its inception was -42.81%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for BBCA and EFV.

Drawdown Indicators

	BBCA	EFV	Difference
Max Drawdown Largest peak-to-trough decline	-42.81%	-63.94%	+21.13%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-10.90%	+2.47%
Max Drawdown (3Y) Largest decline over 3 years	-12.77%	-13.72%	+0.95%
Max Drawdown (5Y) Largest decline over 5 years	-24.43%	-25.84%	+1.41%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.16%	—
Current Drawdown Current decline from peak	-2.75%	-2.52%	-0.23%
Average Drawdown Average peak-to-trough decline	-5.84%	-14.79%	+8.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	2.95%	-0.87%

Volatility

BBCA vs. EFV - Volatility Comparison

JPMorgan BetaBuilders Canada ETF (BBCA) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 4.14% and 4.20%, 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.

Volatility by Period

	BBCA	EFV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.14%	4.20%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	12.01%	-0.79%
Volatility (1Y) Calculated over the trailing 1-year period	13.87%	14.50%	-0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	15.98%	+0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.11%	17.53%	+2.58%

BBCA vs. EFV - Expense Ratio Comparison

BBCA has a 0.19% expense ratio, which is lower than EFV's 0.31% expense ratio.

Dividends

BBCA vs. EFV - Dividend Comparison

BBCA's dividend yield for the trailing twelve months is around 1.76%, less than EFV's 4.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBCA JPMorgan BetaBuilders Canada ETF	1.76%	1.83%	2.36%	2.51%	2.65%	2.17%	2.41%	2.32%	1.21%	0.00%	0.00%	0.00%
EFV iShares MSCI EAFE Value ETF	4.81%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%

Frequently Asked Questions

Can I hold both BBCA and EFV in my portfolio?

BBCA and EFV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBCA or EFV?

EFV has higher volatility (4.20%) compared to BBCA (4.14%). In terms of maximum drawdown, BBCA dropped -42.81% vs EFV's -63.94%.

Which ETF is better, BBCA or EFV?

On 5-year performance, EFV leads with 12.57% vs 11.27% for BBCA. On fees, BBCA 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.

Which ETF has performed better, BBCA or EFV?

Over the 5-year period, EFV has performed better with a 12.57% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBCA or EFV?

BBCA is cheaper with a 0.19% expense ratio, compared with 0.31% for EFV.

Which ETF pays a higher dividend yield, BBCA or EFV?

EFV has the higher dividend yield at 4.81%, compared with 1.76% for BBCA.

What is the main difference between BBCA and EFV?

BBCA is categorized as Canada Equities, while EFV is Foreign Large Cap Equities. BBCA tracks Morningstar Canada Target Market Exposure Index, while EFV tracks MSCI EAFE Value Index (Net). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for BBCA and 0.31% for EFV.

Which has better risk-adjusted returns?

BBCA currently has the higher Sharpe Ratio (1.98 vs 1.96), 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.