BBDD.L vs. JEGP.L
BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - BBDD.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. BBDD.L is passively managed, while JEGP.L is actively managed. Over the past year, BBDD.L returned 28.61% vs 2.35% for JEGP.L. At a 0.27 correlation, their price movements are largely independent. BBDD.L charges 0.05%/yr vs 0.35%/yr for JEGP.L.
Performance
BBDD.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, BBDD.L achieves a 10.30% return, which is significantly higher than JEGP.L's -1.87% return.
BBDD.L
- 1D
- 0.06%
- 1M
- 5.57%
- YTD
- 10.30%
- 6M
- 10.10%
- 1Y
- 28.61%
- 3Y*
- 19.09%
- 5Y*
- 14.50%
- 10Y*
- —
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBDD.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 10.30% | 9.41% | 27.20% | 3.63% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between BBDD.L and JEGP.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.27 |
The correlation between BBDD.L and JEGP.L shifts across timeframes, from 0.10 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BBDD.L vs. JEGP.L — Risk / Return Rank
BBDD.L
JEGP.L
BBDD.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). 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.
| BBDD.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.42 | ||
| Sortino ratioReturn per unit of downside risk | +3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.05 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 0.25 | +3.41 |
| Martin ratioReturn relative to average drawdown | 12.78 | 0.75 | +12.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBDD.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 0.28 | +2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.54 | +0.42 |
Drawdowns
BBDD.L vs. JEGP.L - Drawdown Comparison
The maximum BBDD.L drawdown since its inception was -25.72%, which is greater than JEGP.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for BBDD.L and JEGP.L.
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Drawdown Indicators
| BBDD.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.72% | -9.25% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.78% | -9.25% | +1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.41% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.41% | — | — |
Current DrawdownCurrent decline from peak | -0.16% | -7.31% | +7.15% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -2.69% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.14% | -0.91% |
Volatility
BBDD.L vs. JEGP.L - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) is 2.63%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.79%. This indicates that BBDD.L experiences smaller price fluctuations and is considered to be less risky than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBDD.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.79% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 6.65% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.57% | 8.46% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 9.29% | +5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 9.29% | +6.88% |
BBDD.L vs. JEGP.L - Expense Ratio Comparison
BBDD.L has a 0.05% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
BBDD.L vs. JEGP.L - Dividend Comparison
BBDD.L's dividend yield for the trailing twelve months is around 0.99%, less than JEGP.L's 8.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 0.99% | 1.12% | 0.99% | 1.31% | 1.44% | 0.94% | 1.46% | 0.79% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BBDD.L and JEGP.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBDD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.35% for JEGP.L.
BBDD.L is categorized as Large Cap Blend Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.05% for BBDD.L and 0.35% for JEGP.L.
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