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BBEU vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBEU and SCHD is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

BBEU vs. SCHD - Performance Comparison

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

-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
-2.15%
-9.84%
BBEU
SCHD

Key characteristics

Sharpe Ratio

BBEU:

0.25

SCHD:

0.12

Sortino Ratio

BBEU:

0.46

SCHD:

0.28

Omega Ratio

BBEU:

1.06

SCHD:

1.04

Calmar Ratio

BBEU:

0.30

SCHD:

0.12

Martin Ratio

BBEU:

0.85

SCHD:

0.51

Ulcer Index

BBEU:

4.99%

SCHD:

3.68%

Daily Std Dev

BBEU:

17.16%

SCHD:

15.45%

Max Drawdown

BBEU:

-36.27%

SCHD:

-33.37%

Current Drawdown

BBEU:

-7.95%

SCHD:

-10.78%

Returns By Period

In the year-to-date period, BBEU achieves a 7.29% return, which is significantly higher than SCHD's -4.45% return.


BBEU

YTD

7.29%

1M

-5.36%

6M

-1.10%

1Y

4.48%

5Y*

11.99%

10Y*

N/A

SCHD

YTD

-4.45%

1M

-8.02%

6M

-6.96%

1Y

1.31%

5Y*

13.70%

10Y*

10.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan BetaBuilders Europe ETF

Schwab US Dividend Equity ETF

BBEU vs. SCHD - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BBEU: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBEU: 0.09%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

BBEU vs. SCHD — Risk-Adjusted Performance Rank

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

BBEU
The Risk-Adjusted Performance Rank of BBEU is 6767
Overall Rank
The Sharpe Ratio Rank of BBEU is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BBEU is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BBEU is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BBEU is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BBEU is 6565
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 6464
Overall Rank
The Sharpe Ratio Rank of SCHD is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBEU vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for BBEU, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.00
BBEU: 0.18
SCHD: -0.14
The chart of Sortino ratio for BBEU, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.00
BBEU: 0.37
SCHD: -0.09
The chart of Omega ratio for BBEU, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
BBEU: 1.05
SCHD: 0.99
The chart of Calmar ratio for BBEU, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
BBEU: 0.21
SCHD: -0.14
The chart of Martin ratio for BBEU, currently valued at 0.61, compared to the broader market0.0020.0040.0060.0080.00
BBEU: 0.61
SCHD: -0.60

The current BBEU Sharpe Ratio is 0.25, which is higher than the SCHD Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BBEU and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.18
-0.14
BBEU
SCHD

Dividends

BBEU vs. SCHD - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 3.88%, less than SCHD's 4.02% yield.


TTM20242023202220212020201920182017201620152014
BBEU
JPMorgan BetaBuilders Europe ETF
3.93%4.16%2.94%4.72%2.63%2.29%3.24%0.49%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.16%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

BBEU vs. SCHD - Drawdown Comparison

The maximum BBEU drawdown since its inception was -36.27%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BBEU and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.21%
-13.88%
BBEU
SCHD

Volatility

BBEU vs. SCHD - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 11.08% and 10.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.08%
10.90%
BBEU
SCHD

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