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BBCK.DE vs. JPSC.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBCK.DE and JPSC.DE is 0.75, 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.


-0.50.00.51.00.8

Performance

BBCK.DE vs. JPSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%OctoberNovemberDecember2025FebruaryMarch
35.38%
10.59%
BBCK.DE
JPSC.DE

Key characteristics

Sharpe Ratio

BBCK.DE:

1.55

JPSC.DE:

0.29

Sortino Ratio

BBCK.DE:

2.08

JPSC.DE:

0.54

Omega Ratio

BBCK.DE:

1.30

JPSC.DE:

1.07

Calmar Ratio

BBCK.DE:

2.60

JPSC.DE:

0.33

Martin Ratio

BBCK.DE:

9.37

JPSC.DE:

1.17

Ulcer Index

BBCK.DE:

2.06%

JPSC.DE:

4.56%

Daily Std Dev

BBCK.DE:

12.63%

JPSC.DE:

18.09%

Max Drawdown

BBCK.DE:

-33.23%

JPSC.DE:

-18.15%

Current Drawdown

BBCK.DE:

-6.15%

JPSC.DE:

-15.17%

Returns By Period

In the year-to-date period, BBCK.DE achieves a 2.82% return, which is significantly higher than JPSC.DE's -8.17% return.


BBCK.DE

YTD

2.82%

1M

-2.87%

6M

12.26%

1Y

16.79%

5Y*

17.40%

10Y*

14.84%

JPSC.DE

YTD

-8.17%

1M

-11.34%

6M

5.74%

1Y

5.42%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BBCK.DE vs. JPSC.DE - Expense Ratio Comparison

BBCK.DE has a 0.39% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.


BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
Expense ratio chart for BBCK.DE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for JPSC.DE: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

BBCK.DE vs. JPSC.DE — Risk-Adjusted Performance Rank

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

BBCK.DE
The Risk-Adjusted Performance Rank of BBCK.DE is 8585
Overall Rank
The Sharpe Ratio Rank of BBCK.DE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BBCK.DE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BBCK.DE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BBCK.DE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BBCK.DE is 8686
Martin Ratio Rank

JPSC.DE
The Risk-Adjusted Performance Rank of JPSC.DE is 2525
Overall Rank
The Sharpe Ratio Rank of JPSC.DE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JPSC.DE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of JPSC.DE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JPSC.DE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of JPSC.DE is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBCK.DE vs. JPSC.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for BBCK.DE, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.005.000.960.03
The chart of Sortino ratio for BBCK.DE, currently valued at 1.36, compared to the broader market-2.000.002.004.006.008.0010.0012.001.360.17
The chart of Omega ratio for BBCK.DE, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.02
The chart of Calmar ratio for BBCK.DE, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.690.04
The chart of Martin ratio for BBCK.DE, currently valued at 4.88, compared to the broader market0.0020.0040.0060.0080.00100.004.880.12
BBCK.DE
JPSC.DE

The current BBCK.DE Sharpe Ratio is 1.55, which is higher than the JPSC.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of BBCK.DE and JPSC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.96
0.03
BBCK.DE
JPSC.DE

Dividends

BBCK.DE vs. JPSC.DE - Dividend Comparison

BBCK.DE's dividend yield for the trailing twelve months is around 1.74%, while JPSC.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
1.79%1.79%1.75%1.97%1.18%1.61%1.84%1.35%1.18%1.63%1.28%0.12%
JPSC.DE
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBCK.DE vs. JPSC.DE - Drawdown Comparison

The maximum BBCK.DE drawdown since its inception was -33.23%, which is greater than JPSC.DE's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for BBCK.DE and JPSC.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-5.29%
-16.89%
BBCK.DE
JPSC.DE

Volatility

BBCK.DE vs. JPSC.DE - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) is 4.64%, while JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 6.02%. This indicates that BBCK.DE experiences smaller price fluctuations and is considered to be less risky than JPSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
4.64%
6.02%
BBCK.DE
JPSC.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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