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

Correlation

The correlation between BBEU and VOOG 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.


-0.50.00.51.00.7

Performance

BBEU vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Europe ETF (BBEU) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
39.06%
163.92%
BBEU
VOOG

Key characteristics

Sharpe Ratio

BBEU:

0.29

VOOG:

2.24

Sortino Ratio

BBEU:

0.48

VOOG:

2.88

Omega Ratio

BBEU:

1.06

VOOG:

1.41

Calmar Ratio

BBEU:

0.34

VOOG:

3.05

Martin Ratio

BBEU:

0.97

VOOG:

12.09

Ulcer Index

BBEU:

3.84%

VOOG:

3.24%

Daily Std Dev

BBEU:

12.86%

VOOG:

17.50%

Max Drawdown

BBEU:

-36.26%

VOOG:

-32.73%

Current Drawdown

BBEU:

-10.93%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, BBEU achieves a 1.59% return, which is significantly lower than VOOG's 37.61% return.


BBEU

YTD

1.59%

1M

-1.29%

6M

-4.70%

1Y

2.27%

5Y*

5.40%

10Y*

N/A

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

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. VOOG - Expense Ratio Comparison

BBEU has a 0.09% expense ratio, which is lower than VOOG's 0.10% 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%.


VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
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. VOOG - 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 Growth ETF (VOOG). 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 0.29, compared to the broader market0.002.004.000.292.24
The chart of Sortino ratio for BBEU, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.482.88
The chart of Omega ratio for BBEU, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.41
The chart of Calmar ratio for BBEU, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.343.05
The chart of Martin ratio for BBEU, currently valued at 0.97, compared to the broader market0.0020.0040.0060.0080.00100.000.9712.09
BBEU
VOOG

The current BBEU Sharpe Ratio is 0.29, which is lower than the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of BBEU and VOOG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.29
2.24
BBEU
VOOG

Dividends

BBEU vs. VOOG - Dividend Comparison

BBEU's dividend yield for the trailing twelve months is around 2.70%, more than VOOG's 0.34% yield.


TTM20232022202120202019201820172016201520142013
BBEU
JPMorgan BetaBuilders Europe ETF
2.70%2.94%4.72%2.63%2.29%3.24%0.49%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

BBEU vs. VOOG - Drawdown Comparison

The maximum BBEU drawdown since its inception was -36.26%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for BBEU and VOOG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.93%
-2.43%
BBEU
VOOG

Volatility

BBEU vs. VOOG - Volatility Comparison

The current volatility for JPMorgan BetaBuilders Europe ETF (BBEU) is 3.38%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.77%. This indicates that BBEU experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.38%
4.77%
BBEU
VOOG
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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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