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

Correlation

The correlation between BBEU and SCHY is 0.65, 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: 0.6

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%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.78%
19.78%
BBEU
SCHY

Key characteristics

Sharpe Ratio

BBEU:

0.73

SCHY:

1.04

Sortino Ratio

BBEU:

1.13

SCHY:

1.50

Omega Ratio

BBEU:

1.15

SCHY:

1.21

Calmar Ratio

BBEU:

0.89

SCHY:

1.17

Martin Ratio

BBEU:

2.50

SCHY:

2.59

Ulcer Index

BBEU:

5.08%

SCHY:

5.49%

Daily Std Dev

BBEU:

17.44%

SCHY:

13.64%

Max Drawdown

BBEU:

-36.27%

SCHY:

-24.03%

Current Drawdown

BBEU:

-1.29%

SCHY:

-0.38%

Returns By Period

In the year-to-date period, BBEU achieves a 15.06% return, which is significantly higher than SCHY's 13.21% return.


BBEU

YTD

15.06%

1M

1.87%

6M

8.09%

1Y

12.58%

5Y*

13.54%

10Y*

N/A

SCHY

YTD

13.21%

1M

2.20%

6M

6.65%

1Y

14.50%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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%.


Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%
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%

Risk-Adjusted Performance

BBEU vs. SCHY — 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 7272
Overall Rank
The Sharpe Ratio Rank of BBEU is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BBEU is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BBEU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BBEU is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BBEU is 6868
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8080
Overall Rank
The Sharpe Ratio Rank of SCHY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 6969
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. 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.


The chart of Sharpe ratio for BBEU, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
BBEU: 0.73
SCHY: 1.04
The chart of Sortino ratio for BBEU, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
BBEU: 1.13
SCHY: 1.50
The chart of Omega ratio for BBEU, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
BBEU: 1.15
SCHY: 1.21
The chart of Calmar ratio for BBEU, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.00
BBEU: 0.89
SCHY: 1.17
The chart of Martin ratio for BBEU, currently valued at 2.50, compared to the broader market0.0020.0040.0060.00
BBEU: 2.50
SCHY: 2.59

The current BBEU Sharpe Ratio is 0.73, which is comparable to the SCHY Sharpe Ratio of 1.04. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
1.04
BBEU
SCHY

Dividends

BBEU vs. SCHY - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 3.62%, less than SCHY's 4.05% yield.


TTM2024202320222021202020192018
BBEU
JPMorgan BetaBuilders Europe ETF
3.62%4.16%2.94%4.72%2.63%2.29%3.24%0.49%
SCHY
Schwab International Dividend Equity ETF
4.05%4.64%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 -36.27%, 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.29%
-0.38%
BBEU
SCHY

Volatility

BBEU vs. SCHY - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 11.47% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.47%
8.69%
BBEU
SCHY