BBCA vs. VSGX

Last updated Aug 4, 2026

BBCA (JPMorgan BetaBuilders Canada ETF) and VSGX (Vanguard ESG International Stock ETF) are both exchange-traded funds - BBCA is a Canada Equities fund tracking the Morningstar Canada Target Market Exposure Index, while VSGX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Choice Index. Both are passively managed. Over the past 5 years, BBCA returned 12.37%/yr vs 7.83%/yr for VSGX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. BBCA charges 0.19%/yr vs 0.10%/yr for VSGX.

Performance

BBCA vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBCA achieves a 11.48% return, which is significantly lower than VSGX's 14.03% return.

BBCA

• 1D: 0.50%
• 1M: 3.24%
• 6M: 10.32%
• YTD: 11.48%
• 1Y: 31.11%
• 3Y*: 21.73%
• 5Y*: 12.37%
• 10Y*: —
• ALL TIME*: 12.28%

VSGX

• 1D: 0.50%
• 1M: -0.75%
• 6M: 7.48%
• YTD: 14.03%
• 1Y: 28.80%
• 3Y*: 18.27%
• 5Y*: 7.83%
• 10Y*: —
• ALL TIME*: 8.74%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BBCA JPMorgan BetaBuilders Canada ETF	$26.64M	$22.26M	$27.98M
VSGX Vanguard ESG International Stock ETF	$9.15M	$12.12M	$14.40M

BBCA vs. VSGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BBCA JPMorgan BetaBuilders Canada ETF	11.48%	34.40%	12.79%	14.92%	-12.53%	28.16%	6.20%	28.93%	-15.43%
VSGX Vanguard ESG International Stock ETF	14.03%	30.77%	5.72%	15.62%	-18.61%	7.24%	13.01%	23.04%	-12.59%

Correlation

The correlation between BBCA and VSGX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.67
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.78
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018	0.79

The correlation between BBCA and VSGX shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

BBCA vs. VSGX - Sectors Allocation Comparison

Sectors	BBCA	VSGX
Financial Services	41.4%	26.8%
Energy	17.6%	0.0%
Basic Materials	11.3%	5.3%
Industrials	9.2%	9.2%
Technology	7.0%	29.1%
Consumer Cyclical	3.3%	8.5%
Consumer Defensive	3.1%	4.7%
Utilities	2.4%	0.7%
Communication Services	0.4%	4.1%
Healthcare	0.2%	8.9%
Real Estate	0.2%	2.8%

Return for Risk

BBCA vs. VSGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBCA

BBCA Risk / Return Rank: 88
BBCA Sharpe Ratio Rank: 89
BBCA Sortino Ratio Rank: 86
BBCA Omega Ratio Rank: 87
BBCA Calmar Ratio Rank: 88
BBCA Martin Ratio Rank: 90

VSGX

VSGX Risk / Return Rank: 65
VSGX Sharpe Ratio Rank: 67
VSGX Sortino Ratio Rank: 65
VSGX Omega Ratio Rank: 67
VSGX Calmar Ratio Rank: 63
VSGX Martin Ratio Rank: 65

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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	VSGX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	1.58	+0.69
Sortino ratio: Return per unit of downside risk	2.95	2.20	+0.75
Omega ratio: Gain probability vs. loss probability	1.40	1.29	+0.11
Calmar ratio: Return relative to maximum drawdown	3.71	2.25	+1.45
Martin ratio: Return relative to average drawdown	14.88	8.11	+6.77

BBCA vs. VSGX - Sharpe Ratio Comparison

The current BBCA Sharpe Ratio is 2.27, which is higher than the VSGX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BBCA and VSGX, 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. 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.

Drawdown Indicators

	BBCA	VSGX	Difference
Max Drawdown Largest peak-to-trough decline	-42.81%	-33.09%	-9.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-12.84%	+4.41%
Max Drawdown (3Y) Largest decline over 3 years	-12.37%	-13.83%	+1.46%
Max Drawdown (5Y) Largest decline over 5 years	-24.43%	-32.14%	+7.71%
Current Drawdown Current decline from peak	-0.38%	-3.78%	+3.40%
Average Drawdown Average peak-to-trough decline	-5.77%	-7.68%	+1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	3.56%	-1.46%

Volatility

BBCA vs. VSGX - Volatility Comparison

The current volatility for JPMorgan BetaBuilders Canada ETF (BBCA) is 3.05%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 5.98%. 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.

Volatility by Period

	BBCA	VSGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	5.98%	-2.93%
Volatility (6M) Calculated over the trailing 6-month period	10.49%	16.47%	-5.98%
Volatility (1Y) Calculated over the trailing 1-year period	13.82%	18.39%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	16.73%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.00%	18.17%	+1.83%

BBCA vs. VSGX - Expense Ratio Comparison

BBCA has a 0.19% expense ratio, which is higher than VSGX's 0.10% 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%.

Dividends

BBCA vs. VSGX - Dividend Comparison

BBCA's dividend yield for the trailing twelve months is around 1.72%, less than VSGX's 2.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BBCA JPMorgan BetaBuilders Canada ETF	1.72%	1.83%	2.36%	2.51%	2.65%	2.17%	2.41%	2.32%	1.21%
VSGX Vanguard ESG International Stock ETF	2.98%	3.23%	3.10%	2.77%	2.61%	2.49%	1.67%	2.28%	0.38%

Frequently Asked Questions

Can I hold both BBCA and VSGX in my portfolio?

BBCA and VSGX have a correlation of 0.67, 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 VSGX?

VSGX has higher volatility (5.98%) compared to BBCA (3.05%). In terms of maximum drawdown, BBCA dropped -42.81% vs VSGX's -33.09%.

Which ETF is better, BBCA or VSGX?

On 5-year performance, BBCA leads with 12.37% vs 7.83% for VSGX. On fees, VSGX is cheaper at 0.10% per year. On volatility, BBCA has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBCA or VSGX?

Over the 5-year period, BBCA has performed better with a 12.37% return vs 7.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBCA or VSGX?

VSGX is cheaper with a 0.10% expense ratio, compared with 0.19% for BBCA.

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

VSGX has the higher dividend yield at 2.98%, compared with 1.72% for BBCA.

What is the main difference between BBCA and VSGX?

BBCA is categorized as Canada Equities, while VSGX is Foreign Large Cap Equities. BBCA tracks Morningstar Canada Target Market Exposure Index, while VSGX tracks FTSE Global All Cap ex US Choice Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.19% for BBCA and 0.10% for VSGX.

Which has better risk-adjusted returns?

BBCA currently has the higher Sharpe Ratio (2.27 vs 1.58), 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.