BBCA vs. VSGX
Compare and contrast key facts about JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard ESG International Stock ETF (VSGX).
BBCA and VSGX 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 that tracks the performance of the Morningstar Canada Target Market Exposure Index. It was launched on Aug 7, 2018. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018. Both BBCA and VSGX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BBCA vs. VSGX - Performance Comparison
Loading graphics...
BBCA vs. VSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BBCA JPMorgan BetaBuilders Canada ETF | 2.04% | 34.40% | 12.79% | 14.92% | -12.53% | 28.16% | 6.20% | 28.93% | -15.91% |
VSGX Vanguard ESG International Stock ETF | 2.12% | 30.77% | 5.72% | 15.62% | -18.61% | 7.24% | 13.01% | 23.04% | -12.87% |
Returns By Period
The year-to-date returns for both investments are quite close, with BBCA having a 2.04% return and VSGX slightly higher at 2.12%.
BBCA
- 1D
- 0.61%
- 1M
- -5.11%
- YTD
- 2.04%
- 6M
- 9.55%
- 1Y
- 33.51%
- 3Y*
- 19.44%
- 5Y*
- 12.18%
- 10Y*
- —
VSGX
- 1D
- 1.37%
- 1M
- -5.98%
- YTD
- 2.12%
- 6M
- 5.93%
- 1Y
- 27.25%
- 3Y*
- 15.24%
- 5Y*
- 6.27%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BBCA vs. VSGX - Expense Ratio Comparison
BBCA has a 0.19% expense ratio, which is higher than VSGX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BBCA vs. VSGX — Risk / Return Rank
BBCA
VSGX
BBCA vs. VSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard ESG International Stock ETF (VSGX). 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 | VSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 1.56 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.77 | 2.11 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.15 | +1.20 |
Martin ratioReturn relative to average drawdown | 15.51 | 8.41 | +7.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BBCA | VSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.56 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.39 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.42 | +0.15 |
Correlation
The correlation between BBCA and VSGX is 0.80, 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.
Dividends
BBCA vs. VSGX - Dividend Comparison
BBCA's dividend yield for the trailing twelve months is around 1.85%, less than VSGX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BBCA JPMorgan BetaBuilders Canada ETF | 1.85% | 1.83% | 2.36% | 2.51% | 2.65% | 2.17% | 2.41% | 2.32% | 1.21% |
VSGX Vanguard ESG International Stock ETF | 3.23% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% |
Drawdowns
BBCA vs. VSGX - Drawdown Comparison
The maximum BBCA drawdown since its inception was -42.81%, which is greater than VSGX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for BBCA and VSGX.
Loading graphics...
Drawdown Indicators
| BBCA | VSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -33.09% | -9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -12.84% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.43% | -32.14% | +7.71% |
Current DrawdownCurrent decline from peak | -5.11% | -8.51% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -7.90% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 3.28% | -1.03% |
Volatility
BBCA vs. VSGX - Volatility Comparison
The current volatility for JPMorgan BetaBuilders Canada ETF (BBCA) is 5.60%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 8.22%. This indicates that BBCA experiences smaller price fluctuations and is considered to be less risky than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BBCA | VSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 8.22% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 12.24% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 17.53% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 15.98% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.27% | 17.95% | +2.32% |