BBCA vs. JEPI

Last updated Jun 4, 2026

BBCA (JPMorgan BetaBuilders Canada ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - BBCA is a Canada Equities fund tracking the Morningstar Canada Target Market Exposure Index, while JEPI is a Dividend fund actively managed by JPMorgan. BBCA is passively managed, while JEPI is actively managed. Over the past 5 years, BBCA returned 11.39%/yr vs 7.26%/yr for JEPI. A 0.65 correlation means they provide meaningful diversification when combined. BBCA charges 0.19%/yr vs 0.35%/yr for JEPI.

Performance

BBCA vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Canada ETF (BBCA) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBCA achieves a 8.72% return, which is significantly higher than JEPI's 0.15% return.

BBCA

• 1D: -1.27%
• 1M: 1.57%
• YTD: 8.72%
• 6M: 12.76%
• 1Y: 29.69%
• 3Y*: 21.63%
• 5Y*: 11.39%
• 10Y*: —

JEPI

• 1D: 0.14%
• 1M: -1.54%
• YTD: 0.15%
• 6M: 0.47%
• 1Y: 7.70%
• 3Y*: 8.88%
• 5Y*: 7.26%
• 10Y*: —

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

BBCA vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BBCA JPMorgan BetaBuilders Canada ETF	8.72%	34.40%	12.79%	14.92%	-12.53%	28.16%	29.07%
JEPI JPMorgan Equity Premium Income ETF	0.15%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between BBCA and JEPI is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.65

The correlation between BBCA and JEPI has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

BBCA vs. JEPI - Sectors Allocation Comparison

Sectors	BBCA	JEPI
Financial Services	38.4%	9.8%
Energy	18.8%	3.5%
Basic Materials	14.4%	1.9%
Industrials	9.9%	13.8%
Technology	8.4%	19.1%
Consumer Cyclical	3.8%	11.7%
Consumer Defensive	3.2%	9.6%
Utilities	2.0%	6.2%
Communication Services	1.1%	6.9%
Healthcare	0.2%	14.1%
Real Estate	0.2%	3.5%

Return for Risk

BBCA vs. JEPI — Risk / Return Rank

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

BBCA

BBCA Risk / Return Rank: 67
BBCA Sharpe Ratio Rank: 65
BBCA Sortino Ratio Rank: 62
BBCA Omega Ratio Rank: 63
BBCA Calmar Ratio Rank: 70
BBCA Martin Ratio Rank: 76

JEPI

JEPI Risk / Return Rank: 26
JEPI Sharpe Ratio Rank: 27
JEPI Sortino Ratio Rank: 26
JEPI Omega Ratio Rank: 26
JEPI Calmar Ratio Rank: 24
JEPI Martin Ratio Rank: 26

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. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Canada ETF (BBCA) and JPMorgan Equity Premium Income ETF (JEPI). 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.

	BBCA	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	2.21	0.99	+1.23
Sortino ratio: Return per unit of downside risk	2.94	1.47	+1.47
Omega ratio: Gain probability vs. loss probability	1.39	1.18	+0.20
Calmar ratio: Return relative to maximum drawdown	3.54	1.16	+2.38
Martin ratio: Return relative to average drawdown	14.56	3.73	+10.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBCA vs. JEPI - Sharpe Ratio Comparison

The current BBCA Sharpe Ratio is 2.21, which is higher than the JEPI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BBCA and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBCA	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	0.99	+1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.66	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	1.01	-0.40

Drawdowns

BBCA vs. JEPI - Drawdown Comparison

The maximum BBCA drawdown since its inception was -42.81%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BBCA and JEPI.

Drawdown Indicators

	BBCA	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-42.81%	-13.71%	-29.10%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-6.68%	-1.75%
Max Drawdown (3Y) Largest decline over 3 years	-12.77%	-13.26%	+0.49%
Max Drawdown (5Y) Largest decline over 5 years	-24.43%	-13.71%	-10.72%
Current Drawdown Current decline from peak	-1.27%	-4.83%	+3.56%
Average Drawdown Average peak-to-trough decline	-5.87%	-2.12%	-3.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.07%	-0.03%

Volatility

BBCA vs. JEPI - Volatility Comparison

JPMorgan BetaBuilders Canada ETF (BBCA) has a higher volatility of 3.38% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.35%. This indicates that BBCA's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBCA	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.38%	1.35%	+2.03%
Volatility (6M) Calculated over the trailing 6-month period	10.85%	6.07%	+4.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.49%	7.85%	+5.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.69%	11.06%	+5.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.14%	10.80%	+9.34%

BBCA vs. JEPI - Expense Ratio Comparison

BBCA has a 0.19% expense ratio, which is lower than JEPI's 0.35% expense ratio.

Dividends

BBCA vs. JEPI - Dividend Comparison

BBCA's dividend yield for the trailing twelve months is around 1.74%, less than JEPI's 8.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BBCA JPMorgan BetaBuilders Canada ETF	1.74%	1.83%	2.36%	2.51%	2.65%	2.17%	2.41%	2.32%	1.21%
JEPI JPMorgan Equity Premium Income ETF	8.27%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BBCA and JEPI in my portfolio?

BBCA and JEPI have a correlation of 0.57, 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 JEPI?

BBCA has higher volatility (3.38%) compared to JEPI (1.35%). In terms of maximum drawdown, BBCA dropped -42.81% vs JEPI's -13.71%.

Which ETF is better, BBCA or JEPI?

On 5-year performance, BBCA leads with 11.39% vs 7.26% for JEPI. On fees, BBCA is cheaper at 0.19% per year. On volatility, JEPI has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBCA or JEPI?

Over the 5-year period, BBCA has performed better with a 11.39% return vs 7.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBCA or JEPI?

BBCA is cheaper with a 0.19% expense ratio, compared with 0.35% for JEPI.

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

JEPI has the higher dividend yield at 8.27%, compared with 1.74% for BBCA.

What is the main difference between BBCA and JEPI?

BBCA is categorized as Canada Equities, while JEPI is Dividend. Their fees differ too: 0.19% for BBCA and 0.35% for JEPI.

Which has better risk-adjusted returns?

BBCA currently has the higher Sharpe Ratio (2.21 vs 0.99), 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.