BBDD.L vs. JRIE.L

Last updated Jun 5, 2026

BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) and JRIE.L (JPMorgan Japan Research Enhanced Index Equity (ESG) 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 JRIE.L is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 3 years, BBDD.L returned 19.09%/yr vs 17.01%/yr for JRIE.L. At a 0.16 correlation, their price movements are largely independent. BBDD.L charges 0.05%/yr vs 0.25%/yr for JRIE.L.

Performance

BBDD.L vs. JRIE.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 JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.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 lower than JRIE.L's 16.88% 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*: —

JRIE.L

• 1D: -0.38%
• 1M: 6.24%
• YTD: 16.88%
• 6M: 15.92%
• 1Y: 34.73%
• 3Y*: 17.01%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist)	10.30%	9.41%	27.20%	20.72%	3.91%
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)	16.88%	14.41%	12.30%	14.34%	4.72%

Correlation

The correlation between BBDD.L and JRIE.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jun 23, 2022	0.16

Return for Risk

BBDD.L vs. JRIE.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

JRIE.L

JRIE.L Risk / Return Rank: 97
JRIE.L Sharpe Ratio Rank: 97
JRIE.L Sortino Ratio Rank: 96
JRIE.L Omega Ratio Rank: 97
JRIE.L Calmar Ratio Rank: 98
JRIE.L Martin Ratio Rank: 97

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. JRIE.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 JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.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	JRIE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.69	4.92	-2.22
Sortino ratio: Return per unit of downside risk	3.60	5.71	-2.11
Omega ratio: Gain probability vs. loss probability	1.50	1.84	-0.34
Calmar ratio: Return relative to maximum drawdown	3.66	16.64	-12.98
Martin ratio: Return relative to average drawdown	12.78	46.46	-33.68
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. JRIE.L - Sharpe Ratio Comparison

The current BBDD.L Sharpe Ratio is 2.69, which is lower than the JRIE.L Sharpe Ratio of 4.92. The chart below compares the historical Sharpe Ratios of BBDD.L and JRIE.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	JRIE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	4.92	-2.22
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	3.80	-2.84

Drawdowns

BBDD.L vs. JRIE.L - Drawdown Comparison

The maximum BBDD.L drawdown since its inception was -25.72%, which is greater than JRIE.L's maximum drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for BBDD.L and JRIE.L.

Drawdown Indicators

	BBDD.L	JRIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.72%	-13.10%	-12.62%
Max Drawdown (1Y) Largest decline over 1 year	-7.78%	-10.14%	+2.36%
Max Drawdown (3Y) Largest decline over 3 years	-21.41%	-13.10%	-8.31%
Max Drawdown (5Y) Largest decline over 5 years	-21.41%	—	—
Current Drawdown Current decline from peak	-0.16%	-0.38%	+0.22%
Average Drawdown Average peak-to-trough decline	-3.72%	-2.88%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	—	—

Volatility

BBDD.L vs. JRIE.L - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) is 2.63%, while JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) has a volatility of 3.86%. This indicates that BBDD.L experiences smaller price fluctuations and is considered to be less risky than JRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBDD.L	JRIE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	3.86%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	7.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.57%	34.53%	-23.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	35.66%	-21.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.17%	35.66%	-19.49%

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

BBDD.L has a 0.05% expense ratio, which is lower than JRIE.L's 0.25% 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%.

Dividends

BBDD.L vs. JRIE.L - Dividend Comparison

BBDD.L's dividend yield for the trailing twelve months is around 0.99%, less than JRIE.L's 1.52% 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%
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)	1.52%	1.81%	1.53%	1.72%	2.14%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

BBDD.L and JRIE.L have a correlation of 0.23, 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 JRIE.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 JRIE.L?

BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.25% for JRIE.L.

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

BBDD.L is categorized as Large Cap Blend Equities, while JRIE.L is Japan Equities. BBDD.L tracks Russell 1000 TR USD, while JRIE.L tracks TOPIX TR JPY. Their fees differ too: 0.05% for BBDD.L and 0.25% for JRIE.L.