BBEU vs. RIO
Compare and contrast key facts about JPMorgan BetaBuilders Europe ETF (BBEU) and Rio Tinto Group (RIO).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBEU or RIO.
Key characteristics
| BBEU | RIO | |
|---|---|---|
| YTD Return | 8.18% | -5.73% |
| 1Y Return | 20.52% | 5.27% |
| 3Y Return (Ann) | 3.27% | 11.10% |
| 5Y Return (Ann) | 7.42% | 12.51% |
| Sharpe Ratio | 1.61 | 0.26 |
| Sortino Ratio | 2.29 | 0.53 |
| Omega Ratio | 1.27 | 1.06 |
| Calmar Ratio | 2.18 | 0.36 |
| Martin Ratio | 8.66 | 0.66 |
| Ulcer Index | 2.34% | 8.95% |
| Daily Std Dev | 12.57% | 22.31% |
| Max Drawdown | -36.26% | -88.97% |
| Current Drawdown | -5.15% | -8.43% |
Correlation
The correlation between BBEU and RIO is 0.59, 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.
Performance
BBEU vs. RIO - Performance Comparison
In the year-to-date period, BBEU achieves a 8.18% return, which is significantly higher than RIO's -5.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BBEU vs. RIO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and Rio Tinto Group (RIO). 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. RIO - Dividend Comparison
BBEU's dividend yield for the trailing twelve months is around 2.97%, less than RIO's 6.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 2.97% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RIO Rio Tinto Group | 6.64% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
Drawdowns
BBEU vs. RIO - Drawdown Comparison
The maximum BBEU drawdown since its inception was -36.26%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for BBEU and RIO. For additional features, visit the drawdowns tool.
Volatility
BBEU vs. RIO - Volatility Comparison
The current volatility for JPMorgan BetaBuilders Europe ETF (BBEU) is 3.10%, while Rio Tinto Group (RIO) has a volatility of 6.15%. This indicates that BBEU experiences smaller price fluctuations and is considered to be less risky than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.