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BBEM vs. DGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBEM vs. DGS - Performance Comparison

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

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BBEM vs. DGS - Yearly Performance Comparison


2026 (YTD)202520242023
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
3.56%32.43%5.61%6.01%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
5.34%21.18%1.13%13.69%

Returns By Period

In the year-to-date period, BBEM achieves a 3.56% return, which is significantly lower than DGS's 5.34% return.


BBEM

1D
3.57%
1M
-8.72%
YTD
3.56%
6M
8.15%
1Y
32.42%
3Y*
5Y*
10Y*

DGS

1D
2.72%
1M
-6.99%
YTD
5.34%
6M
6.67%
1Y
29.07%
3Y*
13.78%
5Y*
7.49%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBEM vs. DGS - Expense Ratio Comparison

BBEM has a 0.15% expense ratio, which is lower than DGS's 0.58% expense ratio.


Return for Risk

BBEM vs. DGS — Risk / Return Rank

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

BBEM
BBEM Risk / Return Rank: 8484
Overall Rank
BBEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BBEM Sortino Ratio Rank: 8585
Sortino Ratio Rank
BBEM Omega Ratio Rank: 8484
Omega Ratio Rank
BBEM Calmar Ratio Rank: 8383
Calmar Ratio Rank
BBEM Martin Ratio Rank: 8484
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 8787
Overall Rank
DGS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 8888
Sortino Ratio Rank
DGS Omega Ratio Rank: 8787
Omega Ratio Rank
DGS Calmar Ratio Rank: 8686
Calmar Ratio Rank
DGS Martin Ratio Rank: 8686
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. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.


BBEMDGSDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.76

-0.12

Sortino ratio

Return per unit of downside risk

2.27

2.37

-0.10

Omega ratio

Gain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratio

Return relative to maximum drawdown

2.43

2.56

-0.13

Martin ratio

Return relative to average drawdown

9.61

9.49

+0.12

BBEM vs. DGS - Sharpe Ratio Comparison

The current BBEM Sharpe Ratio is 1.65, which is comparable to the DGS Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BBEM and DGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBEMDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.76

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.21

+0.76

Correlation

The correlation between BBEM and DGS is 0.86, 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.


Dividends

BBEM vs. DGS - Dividend Comparison

BBEM's dividend yield for the trailing twelve months is around 5.63%, more than DGS's 3.49% yield.


TTM20252024202320222021202020192018201720162015
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
5.63%5.86%2.73%1.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.49%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%

Drawdowns

BBEM vs. DGS - Drawdown Comparison

The maximum BBEM drawdown since its inception was -17.42%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for BBEM and DGS.


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Drawdown Indicators


BBEMDGSDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-61.83%

+44.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-10.99%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

-10.02%

-7.62%

-2.40%

Average Drawdown

Average peak-to-trough decline

-3.80%

-12.68%

+8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.96%

+0.36%

Volatility

BBEM vs. DGS - Volatility Comparison

JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has a higher volatility of 10.26% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 8.48%. This indicates that BBEM's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEMDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

8.48%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

11.46%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

16.59%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

14.66%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

17.25%

-0.54%