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BBEM vs. BBUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBEM vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBEM achieves a 18.28% return, which is significantly higher than BBUS's 10.07% return.


BBEM

1D
-3.47%
1M
-3.97%
6M
11.88%
YTD
18.28%
1Y
35.68%
3Y*
18.48%
5Y*
10Y*

BBUS

1D
-0.78%
1M
1.32%
6M
7.98%
YTD
10.07%
1Y
20.96%
3Y*
20.14%
5Y*
12.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEM vs. BBUS - Yearly Performance Comparison


2026 (YTD)202520242023
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
18.28%32.43%5.61%6.01%
BBUS
JPMorgan BetaBuilders U.S. Equity ETF
10.07%17.77%24.89%17.22%

Correlation

The correlation between BBEM and BBUS is 0.75, 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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since May 11, 2023

0.67

The correlation between BBEM and BBUS has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

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Return for Risk

BBEM vs. BBUS — Risk / Return Rank

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

BBEM
BBEM Risk / Return Rank: 6262
Overall Rank
BBEM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BBEM Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBEM Omega Ratio Rank: 6262
Omega Ratio Rank
BBEM Calmar Ratio Rank: 6969
Calmar Ratio Rank
BBEM Martin Ratio Rank: 6767
Martin Ratio Rank

BBUS
BBUS Risk / Return Rank: 6363
Overall Rank
BBUS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 6363
Sortino Ratio Rank
BBUS Omega Ratio Rank: 6363
Omega Ratio Rank
BBUS Calmar Ratio Rank: 5757
Calmar Ratio Rank
BBUS Martin Ratio Rank: 6868
Martin Ratio Rank
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.

BBEM vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBEMBBUSDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

2.73

2.29

+0.45

Martin ratioReturn relative to average drawdown

9.53

9.85

-0.32

BBEM vs. BBUS - Sharpe Ratio Comparison

The current BBEM Sharpe Ratio is 1.55, which is comparable to the BBUS Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of BBEM and BBUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBEM vs. BBUS - Drawdown Comparison

The maximum BBEM drawdown since its inception was -17.42%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for BBEM and BBUS.


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Drawdown Indicators


BBEMBBUSDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-35.35%

+17.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.21%

-3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-19.01%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

Current Drawdown

Current decline from peak

-8.67%

-1.22%

-7.45%

Average Drawdown

Average peak-to-trough decline

-3.74%

-5.41%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.13%

+1.62%

Volatility

BBEM vs. BBUS - Volatility Comparison

JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has a higher volatility of 11.10% compared to JPMorgan BetaBuilders U.S. Equity ETF (BBUS) at 4.10%. This indicates that BBEM's price experiences larger fluctuations and is considered to be riskier than BBUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEMBBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.10%

4.10%

+7.00%

Volatility (6M)

Calculated over the trailing 6-month period

21.20%

10.02%

+11.18%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

12.60%

+10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

17.15%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

19.54%

-0.88%

BBEM vs. BBUS - Expense Ratio Comparison

BBEM has a 0.15% expense ratio, which is higher than BBUS's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBEM vs. BBUS - Dividend Comparison

BBEM's dividend yield for the trailing twelve months is around 4.90%, more than BBUS's 1.01% yield.


PositionTTM2025202420232022202120202019
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
4.90%5.86%2.73%1.94%0.00%0.00%0.00%0.00%
BBUS
JPMorgan BetaBuilders U.S. Equity ETF
1.01%1.07%1.21%1.38%1.57%1.11%1.43%1.37%

Frequently Asked Questions


BBEM and BBUS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBEM has higher volatility (11.10%) compared to BBUS (4.10%). In terms of maximum drawdown, BBEM dropped -17.42% vs BBUS's -35.35%.

On 3-year performance, BBUS leads with 20.14% vs 18.48% for BBEM. On fees, BBUS is cheaper at 0.02% per year. On volatility, BBUS has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BBUS has performed better with a 20.14% return vs 18.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBUS is cheaper with a 0.02% expense ratio, compared with 0.15% for BBEM.

BBEM has the higher dividend yield at 4.90%, compared with 1.01% for BBUS.

BBEM is categorized as Emerging Markets Diversified, while BBUS is Large Cap Blend Equities. BBEM tracks Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net, while BBUS tracks Morningstar US Target Market Exposure Index. Their fees differ too: 0.15% for BBEM and 0.02% for BBUS.

BBUS currently has the higher Sharpe Ratio (1.67 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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