BBEU vs. SCHY
Compare and contrast key facts about JPMorgan BetaBuilders Europe ETF (BBEU) and Schwab International Dividend Equity ETF (SCHY).
BBEU and SCHY 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. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. Both BBEU and SCHY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBEU or SCHY.
Key characteristics
| BBEU | SCHY | |
|---|---|---|
| YTD Return | 5.72% | 2.61% |
| 1Y Return | 18.31% | 12.97% |
| 3Y Return (Ann) | 2.48% | 2.58% |
| Sharpe Ratio | 1.39 | 1.15 |
| Sortino Ratio | 1.98 | 1.65 |
| Omega Ratio | 1.24 | 1.21 |
| Calmar Ratio | 1.92 | 1.44 |
| Martin Ratio | 7.47 | 5.27 |
| Ulcer Index | 2.38% | 2.36% |
| Daily Std Dev | 12.79% | 10.78% |
| Max Drawdown | -36.26% | -24.04% |
| Current Drawdown | -7.31% | -7.39% |
Correlation
The correlation between BBEU and SCHY is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BBEU vs. SCHY - Performance Comparison
In the year-to-date period, BBEU achieves a 5.72% return, which is significantly higher than SCHY's 2.61% 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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BBEU vs. SCHY - Expense Ratio Comparison
BBEU has a 0.09% expense ratio, which is lower than SCHY's 0.14% 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%.
Risk-Adjusted Performance
BBEU vs. SCHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and Schwab International Dividend Equity ETF (SCHY). 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. SCHY - Dividend Comparison
BBEU's dividend yield for the trailing twelve months is around 3.04%, less than SCHY's 6.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 3.04% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% |
SCHY Schwab International Dividend Equity ETF | 6.01% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBEU vs. SCHY - Drawdown Comparison
The maximum BBEU drawdown since its inception was -36.26%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for BBEU and SCHY. For additional features, visit the drawdowns tool.
Volatility
BBEU vs. SCHY - Volatility Comparison
JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 3.81% compared to Schwab International Dividend Equity ETF (SCHY) at 2.92%. This indicates that BBEU's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.