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BBEU vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBEU vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Europe ETF (BBEU) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BBEU

1D
-1.22%
1M
2.67%
YTD
5.53%
6M
8.51%
1Y
18.25%
3Y*
16.49%
5Y*
8.77%
10Y*

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEU vs. EUSC - Yearly Performance Comparison


BBEU vs. EUSC - Sectors Allocation Comparison


Sectors
BBEU
EUSC

Financial Services

21.8%
28.4%

Industrials

14.8%
20.1%

Healthcare

10.7%
2.9%

Consumer Defensive

8.4%
4.1%

Technology

7.7%
4.4%

Consumer Cyclical

4.7%
9.1%

Basic Materials

4.5%
6.5%

Energy

3.4%
3.7%

Utilities

3.0%
6.5%

Communication Services

2.8%
5.0%

Real Estate

0.3%
9.3%

Financial Services

BBEU
21.8%
EUSC
28.4%

Industrials

BBEU
14.8%
EUSC
20.1%

Healthcare

BBEU
10.7%
EUSC
2.9%

Consumer Defensive

BBEU
8.4%
EUSC
4.1%

Technology

BBEU
7.7%
EUSC
4.4%

Consumer Cyclical

BBEU
4.7%
EUSC
9.1%

Basic Materials

BBEU
4.5%
EUSC
6.5%

Energy

BBEU
3.4%
EUSC
3.7%

Utilities

BBEU
3.0%
EUSC
6.5%

Communication Services

BBEU
2.8%
EUSC
5.0%

Real Estate

BBEU
0.3%
EUSC
9.3%

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Return for Risk

BBEU vs. EUSC — Risk / Return Rank

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

BBEU
BBEU Risk / Return Rank: 3232
Overall Rank
BBEU Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BBEU Sortino Ratio Rank: 3232
Sortino Ratio Rank
BBEU Omega Ratio Rank: 3131
Omega Ratio Rank
BBEU Calmar Ratio Rank: 3131
Calmar Ratio Rank
BBEU Martin Ratio Rank: 3636
Martin Ratio Rank

EUSC
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.

BBEU vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). 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.


BBEUEUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.50

Martin ratioReturn relative to average drawdown

5.57

BBEU vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBEUEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Drawdowns

BBEU vs. EUSC - Drawdown Comparison

The maximum BBEU drawdown since its inception was -36.27%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BBEU and EUSC.


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Drawdown Indicators


BBEUEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-36.27%

0.00%

-36.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

Current Drawdown

Current decline from peak

-2.65%

0.00%

-2.65%

Average Drawdown

Average peak-to-trough decline

-6.14%

0.00%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

Volatility

BBEU vs. EUSC - Volatility Comparison


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Volatility by Period


BBEUEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

0.00%

+15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

0.00%

+17.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

0.00%

+19.32%

BBEU vs. EUSC - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is lower than EUSC's 0.58% expense ratio.


Dividends

BBEU vs. EUSC - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 2.82%, while EUSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BBEU
JPMorgan BetaBuilders Europe ETF
2.82%2.83%4.16%2.94%4.72%2.63%2.29%3.24%0.49%
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, BBEU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBEU is cheaper with a 0.09% expense ratio, compared with 0.58% for EUSC.

BBEU has the higher dividend yield at 2.82%, compared with 0.00% for EUSC.

BBEU tracks Morningstar Developed Europe Target Market Exposure Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.09% for BBEU and 0.58% for EUSC.

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