BBDD.L vs. JPSC.DE
Compare and contrast key facts about JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE).
BBDD.L and JPSC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBDD.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 3, 2019. JPSC.DE is a passively managed fund by JPMorgan that tracks the performance of the Morningstar US Small Cap Target Market Exposure. It was launched on Aug 16, 2022. Both BBDD.L and JPSC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBDD.L or JPSC.DE.
Key characteristics
| BBDD.L | JPSC.DE | |
|---|---|---|
| YTD Return | 24.01% | 24.20% |
| 1Y Return | 30.64% | 43.88% |
| Sharpe Ratio | 2.60 | 2.16 |
| Sortino Ratio | 3.78 | 3.13 |
| Omega Ratio | 1.51 | 1.41 |
| Calmar Ratio | 4.47 | 2.96 |
| Martin Ratio | 17.54 | 10.97 |
| Ulcer Index | 1.72% | 3.38% |
| Daily Std Dev | 11.56% | 17.35% |
| Max Drawdown | -25.72% | -18.15% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BBDD.L and JPSC.DE is 0.76, 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.
Performance
BBDD.L vs. JPSC.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with BBDD.L having a 24.01% return and JPSC.DE slightly higher at 24.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBDD.L vs. JPSC.DE - Expense Ratio Comparison
BBDD.L has a 0.05% expense ratio, which is lower than JPSC.DE's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
BBDD.L vs. JPSC.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) 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.
Dividends
BBDD.L vs. JPSC.DE - Dividend Comparison
Neither BBDD.L nor JPSC.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBDD.L vs. JPSC.DE - Drawdown Comparison
The maximum BBDD.L drawdown since its inception was -25.72%, 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 BBDD.L and JPSC.DE. For additional features, visit the drawdowns tool.
Volatility
BBDD.L vs. JPSC.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) is 3.33%, while JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 5.48%. This indicates that BBDD.L 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.