BBCA vs. EFV
Compare and contrast key facts about JPMorgan BetaBuilders Canada ETF (BBCA) and iShares MSCI EAFE Value ETF (EFV).
BBCA and EFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBCA is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Canada Target Market Exposure Index. It was launched on Aug 7, 2018. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. Both BBCA and EFV 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: BBCA or EFV.
Key characteristics
| BBCA | EFV | |
|---|---|---|
| YTD Return | 3.69% | 5.70% |
| 1Y Return | 9.65% | 14.73% |
| 3Y Return (Ann) | 3.81% | 5.04% |
| 5Y Return (Ann) | 9.21% | 6.79% |
| Sharpe Ratio | 0.67 | 1.19 |
| Daily Std Dev | 14.77% | 12.38% |
| Max Drawdown | -42.81% | -63.94% |
| Current Drawdown | -1.30% | 0.00% |
Correlation
The correlation between BBCA and EFV is 0.82, 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.
Performance
BBCA vs. EFV - Performance Comparison
In the year-to-date period, BBCA achieves a 3.69% return, which is significantly lower than EFV's 5.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBCA vs. EFV - Expense Ratio Comparison
BBCA has a 0.19% expense ratio, which is lower than EFV's 0.39% expense ratio.
Risk-Adjusted Performance
BBCA vs. EFV - Risk-Adjusted Performance 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.
Dividends
BBCA vs. EFV - Dividend Comparison
BBCA's dividend yield for the trailing twelve months is around 2.46%, less than EFV's 4.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBCA JPMorgan BetaBuilders Canada ETF | 2.46% | 2.51% | 2.65% | 2.17% | 2.41% | 2.32% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFV iShares MSCI EAFE Value ETF | 4.13% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% | 4.87% | 3.19% |
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. For additional features, visit the drawdowns tool.
Volatility
BBCA vs. EFV - Volatility Comparison
JPMorgan BetaBuilders Canada ETF (BBCA) has a higher volatility of 4.22% compared to iShares MSCI EAFE Value ETF (EFV) at 3.81%. This indicates that BBCA's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.