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BBCB vs. JPIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBCB vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBCB achieves a 2.82% return, which is significantly higher than JPIE's 1.43% return.


BBCB

1D
-0.11%
1M
0.66%
YTD
2.82%
6M
2.66%
1Y
8.37%
3Y*
5.98%
5Y*
0.84%
10Y*

JPIE

1D
-0.13%
1M
0.37%
YTD
1.43%
6M
1.83%
1Y
5.90%
3Y*
6.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBCB vs. JPIE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
2.82%7.69%1.97%8.42%-15.72%-0.54%
JPIE
JPMorgan Income ETF
1.43%7.39%6.32%7.07%-6.13%0.30%

Correlation

The correlation between BBCB and JPIE is 0.74, 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

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

0.70

The correlation between BBCB and JPIE has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.

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Return for Risk

BBCB vs. JPIE — Risk / Return Rank

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

BBCB
BBCB Risk / Return Rank: 5656
Overall Rank
BBCB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BBCB Sortino Ratio Rank: 6060
Sortino Ratio Rank
BBCB Omega Ratio Rank: 5555
Omega Ratio Rank
BBCB Calmar Ratio Rank: 5858
Calmar Ratio Rank
BBCB Martin Ratio Rank: 5858
Martin Ratio Rank

JPIE
JPIE Risk / Return Rank: 9393
Overall Rank
JPIE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9696
Omega Ratio Rank
JPIE Calmar Ratio Rank: 8888
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9393
Martin Ratio Rank
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.

BBCB vs. JPIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) and JPMorgan Income ETF (JPIE). 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.


BBCBJPIEDifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-3.07

Omega ratioGain probability vs. loss probability

1.34

1.84

-0.50

Calmar ratioReturn relative to maximum drawdown

2.85

5.16

-2.31

Martin ratioReturn relative to average drawdown

10.09

25.53

-15.44

BBCB vs. JPIE - Sharpe Ratio Comparison

The current BBCB Sharpe Ratio is 1.71, which is lower than the JPIE Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of BBCB and JPIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBCBJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

3.73

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.98

-0.52

Drawdowns

BBCB vs. JPIE - Drawdown Comparison

The maximum BBCB drawdown since its inception was -22.48%, which is greater than JPIE's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for BBCB and JPIE.


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Drawdown Indicators


BBCBJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-9.96%

-12.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-1.15%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-6.46%

-2.40%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

Current Drawdown

Current decline from peak

-0.34%

-0.13%

-0.21%

Average Drawdown

Average peak-to-trough decline

-6.66%

-2.10%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.23%

+0.60%

Volatility

BBCB vs. JPIE - Volatility Comparison

JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) has a higher volatility of 1.41% compared to JPMorgan Income ETF (JPIE) at 0.60%. This indicates that BBCB's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCBJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

0.60%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

1.28%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

1.59%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.25%

3.52%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

3.52%

+3.98%

BBCB vs. JPIE - Expense Ratio Comparison

BBCB has a 0.09% expense ratio, which is lower than JPIE's 0.41% expense ratio.


Dividends

BBCB vs. JPIE - Dividend Comparison

BBCB's dividend yield for the trailing twelve months is around 7.15%, more than JPIE's 5.62% yield.


PositionTTM20252024202320222021202020192018
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
7.15%5.02%5.22%4.22%3.39%3.47%4.59%5.25%0.20%
JPIE
JPMorgan Income ETF
5.62%5.65%6.11%5.70%4.49%0.63%0.00%0.00%0.00%

Frequently Asked Questions


BBCB and JPIE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBCB has higher volatility (1.41%) compared to JPIE (0.60%). In terms of maximum drawdown, BBCB dropped -22.48% vs JPIE's -9.96%.

On 3-year performance, JPIE leads with 6.43% vs 5.98% for BBCB. On fees, BBCB is cheaper at 0.09% per year. On volatility, JPIE has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JPIE has performed better with a 6.43% return vs 5.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBCB is cheaper with a 0.09% expense ratio, compared with 0.41% for JPIE.

BBCB has the higher dividend yield at 7.15%, compared with 5.62% for JPIE.

BBCB is categorized as Corporate Bonds, while JPIE is Multisector Bonds. Their fees differ too: 0.09% for BBCB and 0.41% for JPIE.

JPIE currently has the higher Sharpe Ratio (3.73 vs 1.71), 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.

Portfolio Optimizer

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