BBEU vs. DXJ
Compare and contrast key facts about JPMorgan BetaBuilders Europe ETF (BBEU) and WisdomTree Japan Hedged Equity Fund (DXJ).
BBEU and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBEU is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Europe Target Market Exposure Index. It was launched on Jun 15, 2018. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both BBEU and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBEU or DXJ.
Key characteristics
| BBEU | DXJ | |
|---|---|---|
| YTD Return | 3.54% | 25.92% |
| 1Y Return | 14.59% | 25.45% |
| 3Y Return (Ann) | 1.92% | 23.73% |
| 5Y Return (Ann) | 6.55% | 18.72% |
| Sharpe Ratio | 1.14 | 1.24 |
| Sortino Ratio | 1.63 | 1.61 |
| Omega Ratio | 1.20 | 1.24 |
| Calmar Ratio | 1.62 | 1.16 |
| Martin Ratio | 5.84 | 4.14 |
| Ulcer Index | 2.56% | 6.24% |
| Daily Std Dev | 13.12% | 20.85% |
| Max Drawdown | -36.26% | -49.63% |
| Current Drawdown | -9.22% | -6.43% |
Correlation
The correlation between BBEU and DXJ 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.
Performance
BBEU vs. DXJ - Performance Comparison
In the year-to-date period, BBEU achieves a 3.54% return, which is significantly lower than DXJ's 25.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBEU vs. DXJ - Expense Ratio Comparison
BBEU has a 0.09% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Risk-Adjusted Performance
BBEU vs. DXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
Dividends
BBEU vs. DXJ - Dividend Comparison
BBEU's dividend yield for the trailing twelve months is around 3.10%, more than DXJ's 2.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 3.10% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.34% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
Drawdowns
BBEU vs. DXJ - Drawdown Comparison
The maximum BBEU drawdown since its inception was -36.26%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for BBEU and DXJ. For additional features, visit the drawdowns tool.
Volatility
BBEU vs. DXJ - Volatility Comparison
The current volatility for JPMorgan BetaBuilders Europe ETF (BBEU) is 4.64%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 5.17%. This indicates that BBEU experiences smaller price fluctuations and is considered to be less risky than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.