BBDD.L vs. XHYD
Compare and contrast key facts about JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) and BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD).
BBDD.L and XHYD 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. XHYD is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Consumer Non-Cyclical. It was launched on Feb 15, 2022. Both BBDD.L and XHYD 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 XHYD.
Key characteristics
| BBDD.L | XHYD | |
|---|---|---|
| YTD Return | 24.01% | 6.94% |
| 1Y Return | 30.64% | 12.14% |
| Sharpe Ratio | 2.60 | 2.63 |
| Sortino Ratio | 3.78 | 4.35 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 4.47 | 6.57 |
| Martin Ratio | 17.54 | 22.81 |
| Ulcer Index | 1.72% | 0.56% |
| Daily Std Dev | 11.56% | 4.80% |
| Max Drawdown | -25.72% | -11.02% |
| Current Drawdown | 0.00% | -0.21% |
Correlation
The correlation between BBDD.L and XHYD is 0.48, 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. XHYD - Performance Comparison
In the year-to-date period, BBDD.L achieves a 24.01% return, which is significantly higher than XHYD's 6.94% 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. XHYD - Expense Ratio Comparison
BBDD.L has a 0.05% expense ratio, which is lower than XHYD's 0.35% expense ratio.
Risk-Adjusted Performance
BBDD.L vs. XHYD - 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 US High Yield Consumer Non-Cyclicals Sector ETF (XHYD). 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. XHYD - Dividend Comparison
BBDD.L has not paid dividends to shareholders, while XHYD's dividend yield for the trailing twelve months is around 6.34%.
| 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% |
XHYD BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF | 6.34% | 5.80% | 5.01% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBDD.L vs. XHYD - Drawdown Comparison
The maximum BBDD.L drawdown since its inception was -25.72%, which is greater than XHYD's maximum drawdown of -11.02%. Use the drawdown chart below to compare losses from any high point for BBDD.L and XHYD. For additional features, visit the drawdowns tool.
Volatility
BBDD.L vs. XHYD - Volatility Comparison
JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) has a higher volatility of 3.33% compared to BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) at 1.55%. This indicates that BBDD.L's price experiences larger fluctuations and is considered to be riskier than XHYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.