BBEU vs. JEPI

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan BetaBuilders Europe ETF (BBEU) and JPMorgan Equity Premium Income ETF (JEPI).

BBEU and JEPI 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 that tracks the performance of the Morningstar Developed Europe Target Market Exposure Index. It was launched on Jun 15, 2018. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.

Performance

BBEU vs. JEPI - Performance Comparison

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

BBEU vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BBEU JPMorgan BetaBuilders Europe ETF	0.71%	36.37%	1.85%	20.31%	-14.72%	17.50%	30.65%
JEPI JPMorgan Equity Premium Income ETF	0.46%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Returns By Period

In the year-to-date period, BBEU achieves a 0.71% return, which is significantly higher than JEPI's 0.46% return.

BBEU

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

JEPI

• 1D: 0.27%
• 1M: -4.29%
• YTD: 0.46%
• 6M: 3.19%
• 1Y: 8.06%
• 3Y*: 9.67%
• 5Y*: 8.32%
• 10Y*: —

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

BBEU vs. JEPI - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is lower than JEPI's 0.35% expense ratio.

JEPI

JPMorgan Equity Premium Income ETF

BBEU

JPMorgan BetaBuilders Europe ETF

Return for Risk

BBEU vs. JEPI — Risk / Return Rank

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

BBEU

BBEU Risk / Return Rank: 69
BBEU Sharpe Ratio Rank: 70
BBEU Sortino Ratio Rank: 71
BBEU Omega Ratio Rank: 68
BBEU Calmar Ratio Rank: 69
BBEU Martin Ratio Rank: 67

JEPI

JEPI Risk / Return Rank: 34
JEPI Sharpe Ratio Rank: 31
JEPI Sortino Ratio Rank: 31
JEPI Omega Ratio Rank: 37
JEPI Calmar Ratio Rank: 31
JEPI Martin Ratio Rank: 40

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. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and JPMorgan Equity Premium Income ETF (JEPI). 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.

	BBEU	JEPI	Difference
Sharpe ratio Return per unit of total volatility	1.29	0.61	+0.68
Sortino ratio Return per unit of downside risk	1.84	0.95	+0.88
Omega ratio Gain probability vs. loss probability	1.26	1.16	+0.10
Calmar ratio Return relative to maximum drawdown	1.86	0.79	+1.07
Martin ratio Return relative to average drawdown	7.18	3.83	+3.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBEU vs. JEPI - Sharpe Ratio Comparison

The current BBEU Sharpe Ratio is 1.29, which is higher than the JEPI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BBEU and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBEU	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	0.61	+0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.76	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.04	-0.59

Correlation

The correlation between BBEU and JEPI is 0.66, 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. JEPI - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 2.95%, less than JEPI's 8.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BBEU JPMorgan BetaBuilders Europe ETF	2.95%	2.83%	4.16%	2.94%	4.72%	2.63%	2.29%	3.24%	0.49%
JEPI JPMorgan Equity Premium Income ETF	8.46%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%

Drawdowns

BBEU vs. JEPI - Drawdown Comparison

The maximum BBEU drawdown since its inception was -36.27%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BBEU and JEPI.

Drawdown Indicators

	BBEU	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-36.27%	-13.71%	-22.56%
Max Drawdown (1Y) Largest decline over 1 year	-12.23%	-10.28%	-1.95%
Max Drawdown (5Y) Largest decline over 5 years	-31.08%	-13.71%	-17.37%
Current Drawdown Current decline from peak	-7.10%	-4.53%	-2.57%
Average Drawdown Average peak-to-trough decline	-6.20%	-2.07%	-4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	2.12%	+1.05%

Volatility

BBEU vs. JEPI - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 7.46% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.90%. This indicates that BBEU's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBEU	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.46%	3.90%	+3.56%
Volatility (6M) Calculated over the trailing 6-month period	11.13%	6.36%	+4.77%
Volatility (1Y) Calculated over the trailing 1-year period	17.52%	13.24%	+4.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	11.06%	+6.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.30%	10.88%	+8.42%