BBEU vs. JEPI
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 Chase 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 Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBEU or JEPI.
Performance
BBEU vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, BBEU achieves a 3.06% return, which is significantly lower than JEPI's 14.71% return.
BBEU
3.06%
-6.89%
-5.78%
9.12%
6.51%
N/A
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| BBEU | JEPI | |
|---|---|---|
| Sharpe Ratio | 0.75 | 2.55 |
| Sortino Ratio | 1.10 | 3.54 |
| Omega Ratio | 1.13 | 1.50 |
| Calmar Ratio | 0.99 | 4.65 |
| Martin Ratio | 3.32 | 18.00 |
| Ulcer Index | 2.90% | 1.00% |
| Daily Std Dev | 12.80% | 7.05% |
| Max Drawdown | -36.26% | -13.71% |
| Current Drawdown | -9.64% | -1.12% |
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BBEU vs. JEPI - Expense Ratio Comparison
BBEU has a 0.09% expense ratio, which is lower than JEPI's 0.35% expense ratio.
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.
Risk-Adjusted Performance
BBEU vs. JEPI - Risk-Adjusted Performance 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.
Dividends
BBEU vs. JEPI - Dividend Comparison
BBEU's dividend yield for the trailing twelve months is around 3.11%, less than JEPI's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 3.11% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
BBEU vs. JEPI - Drawdown Comparison
The maximum BBEU drawdown since its inception was -36.26%, 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. For additional features, visit the drawdowns tool.
Volatility
BBEU vs. JEPI - Volatility Comparison
JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 4.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. 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.