BBEU vs. TTAI
Compare and contrast key facts about JPMorgan BetaBuilders Europe ETF (BBEU) and TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI).
BBEU and TTAI 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. TTAI is an actively managed fund by TrimTabs. It was launched on Jun 28, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBEU or TTAI.
Key characteristics
| BBEU | TTAI | |
|---|---|---|
| YTD Return | 7.37% | 4.94% |
| 1Y Return | 19.31% | 14.86% |
| 3Y Return (Ann) | 3.02% | -2.26% |
| 5Y Return (Ann) | 7.27% | 6.43% |
| Sharpe Ratio | 1.60 | 1.34 |
| Sortino Ratio | 2.28 | 1.89 |
| Omega Ratio | 1.27 | 1.24 |
| Calmar Ratio | 2.18 | 0.80 |
| Martin Ratio | 8.70 | 7.44 |
| Ulcer Index | 2.31% | 2.10% |
| Daily Std Dev | 12.58% | 11.64% |
| Max Drawdown | -36.26% | -34.17% |
| Current Drawdown | -5.86% | -6.87% |
Correlation
The correlation between BBEU and TTAI is 0.83, 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. TTAI - Performance Comparison
In the year-to-date period, BBEU achieves a 7.37% return, which is significantly higher than TTAI's 4.94% 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. TTAI - Expense Ratio Comparison
BBEU has a 0.09% expense ratio, which is lower than TTAI's 0.61% expense ratio.
Risk-Adjusted Performance
BBEU vs. TTAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI). 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. TTAI - Dividend Comparison
BBEU's dividend yield for the trailing twelve months is around 2.99%, more than TTAI's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 2.99% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% |
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | 2.09% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% |
Drawdowns
BBEU vs. TTAI - Drawdown Comparison
The maximum BBEU drawdown since its inception was -36.26%, which is greater than TTAI's maximum drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for BBEU and TTAI. For additional features, visit the drawdowns tool.
Volatility
BBEU vs. TTAI - Volatility Comparison
JPMorgan BetaBuilders Europe ETF (BBEU) and TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) have volatilities of 2.99% and 3.10%, 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.