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

Correlation

The correlation between BBEU and TTAI is 0.68, 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.


Performance

BBEU vs. TTAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Europe ETF (BBEU) and TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%55.00%60.00%65.00%December2025FebruaryMarchAprilMay
64.06%
34.12%
BBEU
TTAI

Key characteristics

Returns By Period


BBEU

YTD

17.67%

1M

13.71%

6M

10.78%

1Y

13.87%

5Y*

14.18%

10Y*

N/A

TTAI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 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 7575
Overall Rank
The Sharpe Ratio Rank of BBEU is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BBEU is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BBEU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BBEU is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BBEU is 7171
Martin Ratio Rank

TTAI
The Risk-Adjusted Performance Rank of TTAI is 2626
Overall Rank
The Sharpe Ratio Rank of TTAI is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of TTAI is 2323
Sortino Ratio Rank
The Omega Ratio Rank of TTAI is 2323
Omega Ratio Rank
The Calmar Ratio Rank of TTAI is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TTAI is 3232
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. 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.



Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.91
0.46
BBEU
TTAI

Dividends

BBEU vs. TTAI - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 3.54%, while TTAI has not paid dividends to shareholders.


TTM20242023202220212020201920182017
BBEU
JPMorgan BetaBuilders Europe ETF
3.54%4.16%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
1.94%2.04%2.39%0.00%0.85%0.64%1.90%0.92%0.02%

Drawdowns

BBEU vs. TTAI - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.25%
-7.18%
BBEU
TTAI

Volatility

BBEU vs. TTAI - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 8.61% compared to TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) at 0.00%. This indicates that BBEU's price experiences larger fluctuations and is considered to be riskier than TTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.61%
0
BBEU
TTAI