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BBEU vs. JPST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBEU vs. JPST - Performance Comparison

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

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BBEU vs. JPST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBEU
JPMorgan BetaBuilders Europe ETF
0.71%36.37%1.85%20.31%-14.72%17.50%5.00%23.96%-13.25%
JPST
JPMorgan Ultra-Short Income ETF
0.71%4.99%5.58%5.13%1.14%0.11%2.18%3.34%1.33%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BBEU at 0.71% and JPST at 0.71%.


BBEU

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

JPST

1D
0.01%
1M
0.06%
YTD
0.71%
6M
1.84%
1Y
4.39%
3Y*
5.12%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBEU vs. JPST - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is lower than JPST's 0.18% 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. JPST — 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

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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. JPST - Risk-Adjusted Trends Comparison

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


BBEUJPSTDifference

Sharpe ratio

Return per unit of total volatility

1.29

7.23

-5.94

Sortino ratio

Return per unit of downside risk

1.84

13.86

-12.03

Omega ratio

Gain probability vs. loss probability

1.26

3.40

-2.15

Calmar ratio

Return relative to maximum drawdown

1.86

14.88

-13.02

Martin ratio

Return relative to average drawdown

7.18

94.20

-87.02

BBEU vs. JPST - Sharpe Ratio Comparison

The current BBEU Sharpe Ratio is 1.29, which is lower than the JPST Sharpe Ratio of 7.23. The chart below compares the historical Sharpe Ratios of BBEU and JPST, 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


BBEUJPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

7.23

-5.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

6.16

-5.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

3.16

-2.71

Correlation

The correlation between BBEU and JPST is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BBEU vs. JPST - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 2.95%, less than JPST's 4.34% yield.


TTM202520242023202220212020201920182017
BBEU
JPMorgan BetaBuilders Europe ETF
2.95%2.83%4.16%2.94%4.72%2.63%2.29%3.24%0.49%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.34%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Drawdowns

BBEU vs. JPST - Drawdown Comparison

The maximum BBEU drawdown since its inception was -36.27%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for BBEU and JPST.


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Drawdown Indicators


BBEUJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-36.27%

-3.28%

-32.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-0.30%

-11.93%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

-0.79%

-30.29%

Current Drawdown

Current decline from peak

-7.10%

0.00%

-7.10%

Average Drawdown

Average peak-to-trough decline

-6.20%

-0.08%

-6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

0.05%

+3.12%

Volatility

BBEU vs. JPST - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 7.46% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that BBEU's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEUJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

0.22%

+7.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

0.35%

+10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

0.61%

+16.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

0.57%

+16.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

0.94%

+18.36%