BBEU vs. VOO
Compare and contrast key facts about JPMorgan BetaBuilders Europe ETF (BBEU) and Vanguard S&P 500 ETF (VOO).
BBEU and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both BBEU and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBEU or VOO.
Key characteristics
| BBEU | VOO | |
|---|---|---|
| YTD Return | 5.70% | 27.15% |
| 1Y Return | 17.94% | 39.90% |
| 3Y Return (Ann) | 2.46% | 10.28% |
| 5Y Return (Ann) | 6.92% | 16.00% |
| Sharpe Ratio | 1.37 | 3.15 |
| Sortino Ratio | 1.95 | 4.19 |
| Omega Ratio | 1.23 | 1.59 |
| Calmar Ratio | 1.98 | 4.60 |
| Martin Ratio | 7.26 | 21.00 |
| Ulcer Index | 2.45% | 1.85% |
| Daily Std Dev | 12.96% | 12.34% |
| Max Drawdown | -36.26% | -33.99% |
| Current Drawdown | -7.32% | 0.00% |
Correlation
The correlation between BBEU and VOO is 0.77, 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. VOO - Performance Comparison
In the year-to-date period, BBEU achieves a 5.70% return, which is significantly lower than VOO's 27.15% 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. VOO - Expense Ratio Comparison
BBEU has a 0.09% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
BBEU vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
BBEU's dividend yield for the trailing twelve months is around 3.04%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 3.04% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BBEU vs. VOO - Drawdown Comparison
The maximum BBEU drawdown since its inception was -36.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BBEU and VOO. For additional features, visit the drawdowns tool.
Volatility
BBEU vs. VOO - Volatility Comparison
JPMorgan BetaBuilders Europe ETF (BBEU) has a higher volatility of 4.40% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that BBEU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.