BBEM vs. EVLU
BBEM (JPMorgan Betabuilders Emerging Markets Equity ETF) and EVLU (iShares MSCI Emerging Markets Value Factor ETF) are both Emerging Markets Equities funds - BBEM tracks the Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net while EVLU tracks the MSCI Emerging Markets Value Factor Select Index (Net). Both are passively managed. Over the past year, BBEM returned 34.07% vs 52.71% for EVLU. Their correlation of 0.92 means they have usually moved in the same direction. BBEM charges 0.15%/yr vs 0.35%/yr for EVLU.
Performance
BBEM vs. EVLU - Performance Comparison
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Returns By Period
In the year-to-date period, BBEM achieves a 17.16% return, which is significantly lower than EVLU's 26.39% return.
BBEM
- 1D
- 0.49%
- 1M
- -2.28%
- 6M
- 9.39%
- YTD
- 17.16%
- 1Y
- 34.07%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.69%
EVLU
- 1D
- 0.12%
- 1M
- 0.50%
- 6M
- 16.81%
- YTD
- 26.39%
- 1Y
- 52.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 35.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.42M | $2.79M | $2.95M | |
| $154.42K | $144.62K | $121.49K |
BBEM vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 17.16% | 32.43% | -1.04% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 26.39% | 38.54% | 1.21% |
Correlation
The correlation between BBEM and EVLU is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.92 |
The correlation between BBEM and EVLU has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
BBEM vs. EVLU — Risk / Return Rank
BBEM
EVLU
BBEM vs. EVLU - 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 Value Factor ETF (EVLU). 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.
| BBEM | EVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 4.01 | -1.50 |
| Martin ratioReturn relative to average drawdown | 7.64 | 11.62 | -3.98 |
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Drawdowns
BBEM vs. EVLU - Drawdown Comparison
The maximum BBEM drawdown since its inception was -17.42%, roughly equal to the maximum EVLU drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for BBEM and EVLU.
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Drawdown Indicators
| BBEM | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.42% | -17.17% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -12.90% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -17.42% | — | — |
Current DrawdownCurrent decline from peak | -9.54% | -7.82% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -3.75% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.44% | -0.07% |
Volatility
BBEM vs. EVLU - Volatility Comparison
JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has a higher volatility of 8.89% compared to iShares MSCI Emerging Markets Value Factor ETF (EVLU) at 6.36%. This indicates that BBEM's price experiences larger fluctuations and is considered to be riskier than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBEM | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 6.36% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 21.92% | 18.46% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.91% | 20.91% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 20.37% | -1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 20.37% | -1.51% |
BBEM vs. EVLU - Expense Ratio Comparison
BBEM has a 0.15% expense ratio, which is lower than EVLU's 0.35% expense ratio.
Dividends
BBEM vs. EVLU - Dividend Comparison
BBEM's dividend yield for the trailing twelve months is around 4.95%, more than EVLU's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 4.95% | 5.86% | 2.73% | 1.94% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.85% | 5.20% | 1.03% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, BBEM and EVLU 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.
BBEM has higher volatility (8.89%) compared to EVLU (6.36%). In terms of maximum drawdown, BBEM dropped -17.42% vs EVLU's -17.17%.
On 1-year performance, EVLU leads with 52.71% vs 34.07% for BBEM. On fees, BBEM is cheaper at 0.15% per year. On volatility, EVLU has been the lower-risk option at 6.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 52.71% return vs 34.07%. 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 0.35% for EVLU.
BBEM has the higher dividend yield at 4.95%, compared with 3.85% for EVLU.
BBEM tracks Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net, while EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.15% for BBEM and 0.35% for EVLU.
EVLU currently has the higher Sharpe Ratio (2.47 vs 1.40), 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.
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