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

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.


-0.50.00.51.00.9

Performance

BBEU vs. SCHY - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.05%
-0.41%
BBEU
SCHY

Key characteristics

Sharpe Ratio

BBEU:

0.22

SCHY:

0.07

Sortino Ratio

BBEU:

0.39

SCHY:

0.17

Omega Ratio

BBEU:

1.05

SCHY:

1.02

Calmar Ratio

BBEU:

0.27

SCHY:

0.07

Martin Ratio

BBEU:

0.77

SCHY:

0.20

Ulcer Index

BBEU:

3.78%

SCHY:

3.69%

Daily Std Dev

BBEU:

12.90%

SCHY:

10.99%

Max Drawdown

BBEU:

-36.26%

SCHY:

-24.03%

Current Drawdown

BBEU:

-10.63%

SCHY:

-11.47%

Returns By Period

In the year-to-date period, BBEU achieves a 1.93% return, which is significantly higher than SCHY's -1.91% return.


BBEU

YTD

1.93%

1M

-1.09%

6M

-5.06%

1Y

4.07%

5Y*

5.48%

10Y*

N/A

SCHY

YTD

-1.91%

1M

-3.34%

6M

-0.15%

1Y

-0.04%

5Y*

N/A

10Y*

N/A

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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%.


SCHY
Schwab International Dividend Equity ETF
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for BBEU: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Sharpe ratio
The chart of Sharpe ratio for BBEU, currently valued at 0.22, compared to the broader market0.002.004.000.22-0.00
The chart of Sortino ratio for BBEU, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.000.390.07
The chart of Omega ratio for BBEU, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.01
The chart of Calmar ratio for BBEU, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.27-0.00
The chart of Martin ratio for BBEU, currently valued at 0.77, compared to the broader market0.0020.0040.0060.0080.00100.000.77-0.01
BBEU
SCHY

The current BBEU Sharpe Ratio is 0.22, which is higher than the SCHY Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of BBEU and SCHY, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.22
-0.00
BBEU
SCHY

Dividends

BBEU vs. SCHY - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 2.69%, less than SCHY's 4.65% yield.


TTM202320222021202020192018
BBEU
JPMorgan BetaBuilders Europe ETF
2.69%2.94%4.72%2.63%2.29%3.24%0.49%
SCHY
Schwab International Dividend Equity ETF
4.65%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 -24.03%. Use the drawdown chart below to compare losses from any high point for BBEU and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.63%
-11.47%
BBEU
SCHY

Volatility

BBEU vs. SCHY - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 3.37% compared to Schwab International Dividend Equity ETF (SCHY) at 3.01%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
3.01%
BBEU
SCHY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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