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

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.


-0.50.00.51.00.8

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-2.66%
1.40%
BBEU
TTAI

Key characteristics

Sharpe Ratio

BBEU:

0.70

TTAI:

0.61

Sortino Ratio

BBEU:

1.03

TTAI:

0.90

Omega Ratio

BBEU:

1.12

TTAI:

1.11

Calmar Ratio

BBEU:

0.81

TTAI:

0.53

Martin Ratio

BBEU:

1.94

TTAI:

2.68

Ulcer Index

BBEU:

4.58%

TTAI:

2.68%

Daily Std Dev

BBEU:

12.69%

TTAI:

11.78%

Max Drawdown

BBEU:

-36.26%

TTAI:

-34.17%

Current Drawdown

BBEU:

-8.13%

TTAI:

-7.18%

Returns By Period


BBEU

YTD

2.87%

1M

3.14%

6M

-3.44%

1Y

7.79%

5Y*

5.81%

10Y*

N/A

TTAI

YTD

0.00%

1M

0.00%

6M

0.66%

1Y

6.26%

5Y*

5.16%

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. TTAI - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is lower than TTAI's 0.61% expense ratio.


TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
Expense ratio chart for TTAI: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
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. 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 2626
Overall Rank
The Sharpe Ratio Rank of BBEU is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BBEU is 2525
Sortino Ratio Rank
The Omega Ratio Rank of BBEU is 2323
Omega Ratio Rank
The Calmar Ratio Rank of BBEU is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BBEU is 2222
Martin Ratio Rank

TTAI
The Risk-Adjusted Performance Rank of TTAI is 2424
Overall Rank
The Sharpe Ratio Rank of TTAI is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TTAI is 2121
Sortino Ratio Rank
The Omega Ratio Rank of TTAI is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TTAI is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TTAI is 2929
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.


Sharpe ratio
The chart of Sharpe ratio for BBEU, currently valued at 0.70, compared to the broader market0.002.004.000.700.66
The chart of Sortino ratio for BBEU, currently valued at 1.03, compared to the broader market0.005.0010.001.030.97
The chart of Omega ratio for BBEU, currently valued at 1.12, compared to the broader market1.002.003.001.121.13
The chart of Calmar ratio for BBEU, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.810.57
The chart of Martin ratio for BBEU, currently valued at 1.94, compared to the broader market0.0020.0040.0060.0080.00100.001.942.52
BBEU
TTAI

The current BBEU Sharpe Ratio is 0.70, which is comparable to the TTAI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BBEU and TTAI, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.70
0.66
BBEU
TTAI

Dividends

BBEU vs. TTAI - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 4.04%, more than TTAI's 2.04% yield.


TTM20242023202220212020201920182017
BBEU
JPMorgan BetaBuilders Europe ETF
4.04%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
2.04%2.04%2.39%0.00%0.85%0.64%1.90%0.92%0.02%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.13%
-7.18%
BBEU
TTAI

Volatility

BBEU vs. TTAI - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 3.76% 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%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.76%
0
BBEU
TTAI
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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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