BBDD.L vs. XEMD
Compare and contrast key facts about JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD).
BBDD.L and XEMD 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. XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022. Both BBDD.L and XEMD 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 XEMD.
Key characteristics
| BBDD.L | XEMD | |
|---|---|---|
| YTD Return | 25.32% | 8.63% |
| 1Y Return | 31.21% | 14.05% |
| Sharpe Ratio | 2.62 | 2.72 |
| Sortino Ratio | 3.80 | 4.08 |
| Omega Ratio | 1.51 | 1.52 |
| Calmar Ratio | 4.51 | 5.96 |
| Martin Ratio | 17.68 | 19.45 |
| Ulcer Index | 1.72% | 0.79% |
| Daily Std Dev | 11.55% | 5.65% |
| Max Drawdown | -25.72% | -10.01% |
| Current Drawdown | 0.00% | -0.78% |
Correlation
The correlation between BBDD.L and XEMD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BBDD.L vs. XEMD - Performance Comparison
In the year-to-date period, BBDD.L achieves a 25.32% return, which is significantly higher than XEMD's 8.63% return. 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. XEMD - Expense Ratio Comparison
BBDD.L has a 0.05% expense ratio, which is lower than XEMD's 0.29% expense ratio.
Risk-Adjusted Performance
BBDD.L vs. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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. XEMD - Dividend Comparison
BBDD.L has not paid dividends to shareholders, while XEMD's dividend yield for the trailing twelve months is around 6.22%.
| 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% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.22% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBDD.L vs. XEMD - Drawdown Comparison
The maximum BBDD.L drawdown since its inception was -25.72%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for BBDD.L and XEMD. For additional features, visit the drawdowns tool.
Volatility
BBDD.L vs. XEMD - Volatility Comparison
JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) has a higher volatility of 3.27% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 1.59%. This indicates that BBDD.L's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.