BBEM vs. JMOM
Compare and contrast key facts about JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and JPMorgan U.S. Momentum Factor ETF (JMOM).
BBEM and JMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBEM is a passively managed fund by JPMorgan that tracks the performance of the Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net. It was launched on May 10, 2023. JMOM is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017. Both BBEM and JMOM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BBEM vs. JMOM - Performance Comparison
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BBEM vs. JMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 4.52% | 32.43% | 5.61% | 6.01% |
JMOM JPMorgan U.S. Momentum Factor ETF | 1.15% | 18.02% | 28.47% | 18.27% |
Returns By Period
In the year-to-date period, BBEM achieves a 4.52% return, which is significantly higher than JMOM's 1.15% return.
BBEM
- 1D
- 0.93%
- 1M
- -6.45%
- YTD
- 4.52%
- 6M
- 8.20%
- 1Y
- 32.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMOM
- 1D
- 1.31%
- 1M
- -3.52%
- YTD
- 1.15%
- 6M
- 1.77%
- 1Y
- 22.38%
- 3Y*
- 21.30%
- 5Y*
- 12.68%
- 10Y*
- —
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BBEM vs. JMOM - Expense Ratio Comparison
BBEM has a 0.15% expense ratio, which is higher than JMOM's 0.12% 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%.
Return for Risk
BBEM vs. JMOM — Risk / Return Rank
BBEM
JMOM
BBEM vs. JMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and JPMorgan U.S. Momentum Factor ETF (JMOM). 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.
| BBEM | JMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.14 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.70 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.89 | +0.68 |
Martin ratioReturn relative to average drawdown | 9.99 | 9.75 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBEM | JMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.14 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.70 | +0.29 |
Correlation
The correlation between BBEM and JMOM is 0.62, 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.
Dividends
BBEM vs. JMOM - Dividend Comparison
BBEM's dividend yield for the trailing twelve months is around 5.58%, more than JMOM's 0.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 5.58% | 5.86% | 2.73% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMOM JPMorgan U.S. Momentum Factor ETF | 0.87% | 0.86% | 0.75% | 1.21% | 1.39% | 0.64% | 0.85% | 1.11% | 1.38% | 0.29% |
Drawdowns
BBEM vs. JMOM - Drawdown Comparison
The maximum BBEM drawdown since its inception was -17.42%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BBEM and JMOM.
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Drawdown Indicators
| BBEM | JMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.42% | -34.31% | +16.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -12.28% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.26% | — |
Current DrawdownCurrent decline from peak | -9.18% | -3.52% | -5.66% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -6.43% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.38% | +0.99% |
Volatility
BBEM vs. JMOM - Volatility Comparison
JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has a higher volatility of 9.07% compared to JPMorgan U.S. Momentum Factor ETF (JMOM) at 6.53%. This indicates that BBEM's price experiences larger fluctuations and is considered to be riskier than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBEM | JMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 6.53% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | 11.39% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.78% | 19.79% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 18.62% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 20.20% | -3.50% |