BBDD.L vs. JEIP.L

Last updated Jun 5, 2026

BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) and JEIP.L (JPM US 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 JEIP.L is a Derivative Income fund actively managed by JPMorgan. BBDD.L is passively managed, while JEIP.L is actively managed. Over the past year, BBDD.L returned 28.61% vs 9.32% for JEIP.L. A 0.62 correlation means they provide meaningful diversification when combined. BBDD.L charges 0.05%/yr vs 0.35%/yr for JEIP.L.

Performance

BBDD.L vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBDD.L achieves a 10.30% return, which is significantly higher than JEIP.L's 0.23% 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*: —

JEIP.L

• 1D: 0.14%
• 1M: -0.02%
• YTD: 0.23%
• 6M: 0.29%
• 1Y: 9.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BBDD.L vs. JEIP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist)	10.30%	9.41%	3.42%
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist	0.23%	0.86%	0.59%

Correlation

The correlation between BBDD.L and JEIP.L is 0.51, 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	0.51
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024	0.62

The correlation between BBDD.L and JEIP.L shifts across timeframes, from 0.51 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

BBDD.L vs. JEIP.L - Sectors Allocation Comparison

Sectors	BBDD.L	JEIP.L
Technology	35.4%	22.0%
Financial Services	11.8%	9.6%
Communication Services	11.5%	7.6%
Consumer Cyclical	10.1%	11.4%
Healthcare	8.6%	13.5%
Industrials	8.4%	13.2%
Consumer Defensive	4.8%	8.6%
Energy	3.6%	3.3%
Utilities	2.3%	5.2%
Real Estate	1.8%	3.3%
Basic Materials	1.7%	1.6%

Return for Risk

BBDD.L vs. JEIP.L — Risk / Return Rank

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

BBDD.L

BBDD.L Risk / Return Rank: 79
BBDD.L Sharpe Ratio Rank: 84
BBDD.L Sortino Ratio Rank: 81
BBDD.L Omega Ratio Rank: 84
BBDD.L Calmar Ratio Rank: 74
BBDD.L Martin Ratio Rank: 70

JEIP.L

JEIP.L Risk / Return Rank: 30
JEIP.L Sharpe Ratio Rank: 31
JEIP.L Sortino Ratio Rank: 30
JEIP.L Omega Ratio Rank: 29
JEIP.L Calmar Ratio Rank: 31
JEIP.L Martin Ratio Rank: 31

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.

BBDD.L vs. JEIP.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 US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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	JEIP.L	Difference
Sharpe ratio: Return per unit of total volatility	2.69	1.11	+1.59
Sortino ratio: Return per unit of downside risk	3.60	1.59	+2.01
Omega ratio: Gain probability vs. loss probability	1.50	1.19	+0.31
Calmar ratio: Return relative to maximum drawdown	3.66	1.50	+2.16
Martin ratio: Return relative to average drawdown	12.78	4.37	+8.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBDD.L vs. JEIP.L - Sharpe Ratio Comparison

The current BBDD.L Sharpe Ratio is 2.69, which is higher than the JEIP.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BBDD.L and JEIP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBDD.L	JEIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	1.11	+1.59
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	0.10	+0.86

Drawdowns

BBDD.L vs. JEIP.L - Drawdown Comparison

The maximum BBDD.L drawdown since its inception was -25.72%, which is greater than JEIP.L's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for BBDD.L and JEIP.L.

Drawdown Indicators

	BBDD.L	JEIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.72%	-15.73%	-9.99%
Max Drawdown (1Y) Largest decline over 1 year	-7.78%	-6.18%	-1.60%
Max Drawdown (3Y) Largest decline over 3 years	-21.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.41%	—	—
Current Drawdown Current decline from peak	-0.16%	-4.46%	+4.30%
Average Drawdown Average peak-to-trough decline	-3.72%	-5.25%	+1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.13%	+0.10%

Volatility

BBDD.L vs. JEIP.L - Volatility Comparison

JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) have volatilities of 2.63% and 2.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBDD.L	JEIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	2.64%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	7.24%	6.23%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	10.57%	8.39%	+2.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	11.22%	+3.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.17%	11.22%	+4.95%

BBDD.L vs. JEIP.L - Expense Ratio Comparison

BBDD.L has a 0.05% expense ratio, which is lower than JEIP.L's 0.35% expense ratio.

Dividends

BBDD.L vs. JEIP.L - Dividend Comparison

BBDD.L's dividend yield for the trailing twelve months is around 0.99%, less than JEIP.L's 8.32% 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%
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist	8.32%	7.18%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BBDD.L and JEIP.L in my portfolio?

BBDD.L and JEIP.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BBDD.L or JEIP.L?

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.

Which ETF is cheaper, BBDD.L or JEIP.L?

BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.35% for JEIP.L.

What is the main difference between BBDD.L and JEIP.L?

BBDD.L is categorized as Large Cap Blend Equities, while JEIP.L is Derivative Income. Their fees differ too: 0.05% for BBDD.L and 0.35% for JEIP.L.