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BBEU vs. IEMU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBEU vs. IEMU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Europe ETF (BBEU) and iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L). The values are adjusted to include any dividend payments, if applicable.

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BBEU vs. IEMU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBEU
JPMorgan BetaBuilders Europe ETF
0.71%36.37%1.85%20.31%-14.72%17.50%5.00%7.45%
IEMU.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)
-0.83%39.99%3.03%24.18%-17.17%13.22%7.98%7.94%

Returns By Period

In the year-to-date period, BBEU achieves a 0.71% return, which is significantly higher than IEMU.L's -0.83% return.


BBEU

1D
1.53%
1M
-4.75%
YTD
0.71%
6M
5.50%
1Y
22.50%
3Y*
15.13%
5Y*
9.59%
10Y*

IEMU.L

1D
3.53%
1M
-4.55%
YTD
-0.83%
6M
3.45%
1Y
22.70%
3Y*
15.82%
5Y*
9.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBEU vs. IEMU.L - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is lower than IEMU.L's 0.12% 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%.


Return for Risk

BBEU vs. IEMU.L — Risk / Return Rank

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

BBEU
BBEU Risk / Return Rank: 6969
Overall Rank
BBEU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BBEU Sortino Ratio Rank: 7171
Sortino Ratio Rank
BBEU Omega Ratio Rank: 6868
Omega Ratio Rank
BBEU Calmar Ratio Rank: 6969
Calmar Ratio Rank
BBEU Martin Ratio Rank: 6767
Martin Ratio Rank

IEMU.L
IEMU.L Risk / Return Rank: 6565
Overall Rank
IEMU.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IEMU.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IEMU.L Omega Ratio Rank: 6464
Omega Ratio Rank
IEMU.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IEMU.L Martin Ratio Rank: 6363
Martin Ratio Rank
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. IEMU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L). 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.


BBEUIEMU.LDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.26

+0.03

Sortino ratio

Return per unit of downside risk

1.84

1.72

+0.12

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.86

1.84

+0.01

Martin ratio

Return relative to average drawdown

7.18

6.75

+0.42

BBEU vs. IEMU.L - Sharpe Ratio Comparison

The current BBEU Sharpe Ratio is 1.29, which is comparable to the IEMU.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BBEU and IEMU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBEUIEMU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.26

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.52

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.51

-0.06

Correlation

The correlation between BBEU and IEMU.L is 0.68, 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

BBEU vs. IEMU.L - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 2.95%, while IEMU.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
BBEU
JPMorgan BetaBuilders Europe ETF
2.95%2.83%4.16%2.94%4.72%2.63%2.29%3.24%0.49%
IEMU.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBEU vs. IEMU.L - Drawdown Comparison

The maximum BBEU drawdown since its inception was -36.27%, smaller than the maximum IEMU.L drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for BBEU and IEMU.L.


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Drawdown Indicators


BBEUIEMU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.27%

-38.74%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-12.28%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

-35.69%

+4.61%

Current Drawdown

Current decline from peak

-7.10%

-7.84%

+0.74%

Average Drawdown

Average peak-to-trough decline

-6.20%

-7.06%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.35%

-0.18%

Volatility

BBEU vs. IEMU.L - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) and iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L) have volatilities of 7.46% and 7.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEUIEMU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

7.61%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

12.08%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

18.01%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

20.08%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

21.98%

-2.68%