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BBEU vs. JPIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBEU vs. JPIE - Performance Comparison

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

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BBEU vs. JPIE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBEU
JPMorgan BetaBuilders Europe ETF
0.71%36.37%1.85%20.31%-14.72%-0.22%
JPIE
JPMorgan Income ETF
0.51%7.39%6.32%7.07%-6.13%0.30%

Returns By Period

In the year-to-date period, BBEU achieves a 0.71% return, which is significantly higher than JPIE's 0.51% return.


BBEU

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

JPIE

1D
0.10%
1M
-0.44%
YTD
0.51%
6M
2.07%
1Y
5.77%
3Y*
6.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBEU vs. JPIE - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is lower than JPIE's 0.41% expense ratio.


Return for Risk

BBEU vs. JPIE — 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

JPIE
JPIE Risk / Return Rank: 9696
Overall Rank
JPIE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9898
Omega Ratio Rank
JPIE Calmar Ratio Rank: 9292
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9797
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. JPIE - Risk-Adjusted Trends Comparison

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


BBEUJPIEDifference

Sharpe ratio

Return per unit of total volatility

1.29

2.74

-1.45

Sortino ratio

Return per unit of downside risk

1.84

3.66

-1.83

Omega ratio

Gain probability vs. loss probability

1.26

1.69

-0.44

Calmar ratio

Return relative to maximum drawdown

1.86

3.41

-1.55

Martin ratio

Return relative to average drawdown

7.18

18.78

-11.60

BBEU vs. JPIE - Sharpe Ratio Comparison

The current BBEU Sharpe Ratio is 1.29, which is lower than the JPIE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of BBEU and JPIE, 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


BBEUJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.74

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.95

-0.50

Correlation

The correlation between BBEU and JPIE is 0.47, 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. JPIE - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 2.95%, less than JPIE's 5.65% yield.


TTM20252024202320222021202020192018
BBEU
JPMorgan BetaBuilders Europe ETF
2.95%2.83%4.16%2.94%4.72%2.63%2.29%3.24%0.49%
JPIE
JPMorgan Income ETF
5.65%5.65%6.11%5.70%4.49%0.63%0.00%0.00%0.00%

Drawdowns

BBEU vs. JPIE - Drawdown Comparison

The maximum BBEU drawdown since its inception was -36.27%, which is greater than JPIE's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for BBEU and JPIE.


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Drawdown Indicators


BBEUJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-36.27%

-9.96%

-26.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-1.72%

-10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

Current Drawdown

Current decline from peak

-7.10%

-0.53%

-6.57%

Average Drawdown

Average peak-to-trough decline

-6.20%

-2.17%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

0.31%

+2.86%

Volatility

BBEU vs. JPIE - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 7.46% compared to JPMorgan Income ETF (JPIE) at 0.87%. This indicates that BBEU's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEUJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

0.87%

+6.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

1.09%

+10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

2.11%

+15.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

3.57%

+13.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

3.57%

+15.73%