BBEM vs. JPLD

Last updated Jun 5, 2026

BBEM (JPMorgan Betabuilders Emerging Markets Equity ETF) and JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF) are both exchange-traded funds - BBEM is a Emerging Markets Diversified fund tracking the Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net, while JPLD is a Short-Term Bond fund actively managed by JPMorgan. BBEM is passively managed, while JPLD is actively managed. Over the past year, BBEM returned 49.80% vs 4.61% for JPLD. At a 0.10 correlation, their price movements are largely independent. BBEM charges 0.15%/yr vs 0.24%/yr for JPLD.

Performance

BBEM vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBEM achieves a 25.45% return, which is significantly higher than JPLD's 1.12% return.

BBEM

• 1D: -1.24%
• 1M: 5.92%
• YTD: 25.45%
• 6M: 27.96%
• 1Y: 49.80%
• 3Y*: 22.47%
• 5Y*: —
• 10Y*: —

JPLD

• 1D: 0.08%
• 1M: 0.20%
• YTD: 1.12%
• 6M: 1.52%
• 1Y: 4.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEM vs. JPLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF	25.45%	32.43%	5.61%	-1.99%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	1.12%	6.01%	6.49%	3.23%

Correlation

The correlation between BBEM and JPLD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.10

BBEM vs. JPLD - Sectors Allocation Comparison

Sectors	BBEM	JPLD
Technology	36.5%	7.4%
Financial Services	19.0%	13.7%
Consumer Cyclical	10.0%	1.6%
Industrials	8.1%	0.1%
Communication Services	6.7%	10.1%
Basic Materials	6.2%	1.4%
Energy	4.2%	0.1%
Consumer Defensive	3.0%	0.1%
Healthcare	2.8%	5.6%
Utilities	2.5%	0.4%
Real Estate	1.0%	7.8%

Return for Risk

BBEM vs. JPLD — Risk / Return Rank

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

BBEM

BBEM Risk / Return Rank: 79
BBEM Sharpe Ratio Rank: 80
BBEM Sortino Ratio Rank: 78
BBEM Omega Ratio Rank: 80
BBEM Calmar Ratio Rank: 76
BBEM Martin Ratio Rank: 79

JPLD

JPLD Risk / Return Rank: 91
JPLD Sharpe Ratio Rank: 91
JPLD Sortino Ratio Rank: 95
JPLD Omega Ratio Rank: 94
JPLD Calmar Ratio Rank: 85
JPLD Martin Ratio Rank: 91

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. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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	JPLD	Difference
Sharpe ratio: Return per unit of total volatility	2.56	3.17	-0.60
Sortino ratio: Return per unit of downside risk	3.42	5.18	-1.75
Omega ratio: Gain probability vs. loss probability	1.47	1.66	-0.19
Calmar ratio: Return relative to maximum drawdown	3.81	4.61	-0.79
Martin ratio: Return relative to average drawdown	15.02	21.36	-6.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBEM vs. JPLD - Sharpe Ratio Comparison

The current BBEM Sharpe Ratio is 2.56, which is comparable to the JPLD Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of BBEM and JPLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBEM	JPLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	3.17	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	1.29	3.26	-1.97

Drawdowns

BBEM vs. JPLD - Drawdown Comparison

The maximum BBEM drawdown since its inception was -17.42%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for BBEM and JPLD.

Drawdown Indicators

	BBEM	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	-17.42%	-1.17%	-16.25%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-1.00%	-12.12%
Max Drawdown (3Y) Largest decline over 3 years	-17.42%	—	—
Current Drawdown Current decline from peak	-2.53%	-0.04%	-2.49%
Average Drawdown Average peak-to-trough decline	-3.70%	-0.15%	-3.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	0.22%	+3.10%

Volatility

BBEM vs. JPLD - Volatility Comparison

JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has a higher volatility of 8.57% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.37%. This indicates that BBEM's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBEM	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.57%	0.37%	+8.20%
Volatility (6M) Calculated over the trailing 6-month period	17.26%	0.97%	+16.29%
Volatility (1Y) Calculated over the trailing 1-year period	19.54%	1.47%	+18.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	1.83%	+15.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.50%	1.83%	+15.67%

BBEM vs. JPLD - Expense Ratio Comparison

BBEM has a 0.15% expense ratio, which is lower than JPLD's 0.24% expense ratio. Despite the difference, 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. JPLD - Dividend Comparison

BBEM's dividend yield for the trailing twelve months is around 4.65%, more than JPLD's 4.20% yield.

Position	TTM	2025	2024	2023
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF	4.65%	5.86%	2.73%	1.94%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.20%	4.24%	4.47%	1.83%

Frequently Asked Questions

Can I hold both BBEM and JPLD in my portfolio?

BBEM and JPLD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBEM or JPLD?

BBEM has higher volatility (8.57%) compared to JPLD (0.37%). In terms of maximum drawdown, BBEM dropped -17.42% vs JPLD's -1.17%.

Which ETF is better, BBEM or JPLD?

On 1-year performance, BBEM leads with 49.80% vs 4.61% for JPLD. On fees, BBEM is cheaper at 0.15% per year. On volatility, JPLD has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBEM or JPLD?

Over the 1-year period, BBEM has performed better with a 49.80% return vs 4.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBEM or JPLD?

BBEM is cheaper with a 0.15% expense ratio, compared with 0.24% for JPLD.

Which ETF pays a higher dividend yield, BBEM or JPLD?

BBEM has the higher dividend yield at 4.65%, compared with 4.20% for JPLD.

What is the main difference between BBEM and JPLD?

BBEM is categorized as Emerging Markets Diversified, while JPLD is Short-Term Bond. Their fees differ too: 0.15% for BBEM and 0.24% for JPLD.

Which has better risk-adjusted returns?

JPLD currently has the higher Sharpe Ratio (3.17 vs 2.56), 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.