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BBEM vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBEM vs. EEM - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with BBEM having a 18.28% return and EEM slightly higher at 18.51%.


BBEM

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

EEM

1D
-3.59%
1M
-4.49%
6M
11.90%
YTD
18.51%
1Y
36.27%
3Y*
19.09%
5Y*
6.13%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEM vs. EEM - Yearly Performance Comparison


2026 (YTD)202520242023
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
18.28%32.43%5.61%6.01%
EEM
iShares MSCI Emerging Markets ETF
18.51%33.98%6.49%5.47%

Correlation

The correlation between BBEM and EEM is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.98

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

0.98

The correlation between BBEM and EEM has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

BBEM vs. EEM — 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

EEM
EEM Risk / Return Rank: 6161
Overall Rank
EEM Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 5252
Sortino Ratio Rank
EEM Omega Ratio Rank: 6262
Omega Ratio Rank
EEM Calmar Ratio Rank: 6767
Calmar Ratio Rank
EEM Martin Ratio Rank: 6565
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. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and iShares MSCI Emerging Markets ETF (EEM). 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.


BBEMEEMDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

2.73

2.69

+0.04

Martin ratioReturn relative to average drawdown

9.53

9.20

+0.34

BBEM vs. EEM - Sharpe Ratio Comparison

The current BBEM Sharpe Ratio is 1.55, which is comparable to the EEM Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of BBEM and EEM, 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. EEM - Drawdown Comparison

The maximum BBEM drawdown since its inception was -17.42%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for BBEM and EEM.


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Drawdown Indicators


BBEMEEMDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-66.43%

+49.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-13.52%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-17.29%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-35.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

Current Drawdown

Current decline from peak

-8.67%

-9.42%

+0.75%

Average Drawdown

Average peak-to-trough decline

-3.74%

-15.97%

+12.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.95%

-0.20%

Volatility

BBEM vs. EEM - Volatility Comparison

JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and iShares MSCI Emerging Markets ETF (EEM) have volatilities of 11.10% and 11.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEMEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.10%

11.27%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

21.20%

21.57%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

23.57%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

19.71%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

20.70%

-2.04%

BBEM vs. EEM - Expense Ratio Comparison

BBEM has a 0.15% expense ratio, which is lower than EEM's 0.72% expense ratio.


Dividends

BBEM vs. EEM - Dividend Comparison

BBEM's dividend yield for the trailing twelve months is around 4.90%, more than EEM's 1.73% yield.


PositionTTM20252024202320222021202020192018201720162015
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
4.90%5.86%2.73%1.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF
1.73%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

Frequently Asked Questions


With a correlation of 0.98, BBEM and EEM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EEM has higher volatility (11.27%) compared to BBEM (11.10%). In terms of maximum drawdown, BBEM dropped -17.42% vs EEM's -66.43%.

On 3-year performance, EEM leads with 19.09% vs 18.48% for BBEM. On fees, BBEM is cheaper at 0.15% per year. On volatility, BBEM has been the lower-risk option at 11.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EEM has performed better with a 19.09% return vs 18.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBEM is cheaper with a 0.15% expense ratio, compared with 0.72% for EEM.

BBEM has the higher dividend yield at 4.90%, compared with 1.73% for EEM.

BBEM tracks Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net, while EEM tracks MSCI Emerging Markets Index (Net). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.15% for BBEM and 0.72% for EEM.

BBEM currently has the higher Sharpe Ratio (1.55 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

Find the right allocation for BBEM and EEM

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