BBHY vs. JQUA
Compare and contrast key facts about JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and JPMorgan U.S. Quality Factor ETF (JQUA).
BBHY and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBHY is a passively managed fund by JPMorgan that tracks the performance of the ICE BofA US High Yield Index. It was launched on Sep 15, 2016. JQUA is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. Both BBHY and JQUA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BBHY vs. JQUA - Performance Comparison
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BBHY vs. JQUA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 0.13% | 8.51% | 7.81% | 11.98% | -10.37% | 3.88% | 5.36% | 14.35% | -2.50% | 0.69% |
JQUA JPMorgan U.S. Quality Factor ETF | -1.91% | 11.69% | 21.21% | 25.13% | -13.45% | 28.68% | 16.56% | 28.47% | -2.98% | 5.07% |
Returns By Period
In the year-to-date period, BBHY achieves a 0.13% return, which is significantly higher than JQUA's -1.91% return.
BBHY
- 1D
- 0.18%
- 1M
- -0.25%
- YTD
- 0.13%
- 6M
- 1.25%
- 1Y
- 7.03%
- 3Y*
- 8.25%
- 5Y*
- 4.01%
- 10Y*
- —
JQUA
- 1D
- 0.39%
- 1M
- -3.06%
- YTD
- -1.91%
- 6M
- -1.46%
- 1Y
- 9.83%
- 3Y*
- 15.71%
- 5Y*
- 11.65%
- 10Y*
- —
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BBHY vs. JQUA - Expense Ratio Comparison
BBHY has a 0.15% expense ratio, which is higher than JQUA's 0.12% 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%.
Return for Risk
BBHY vs. JQUA — Risk / Return Rank
BBHY
JQUA
BBHY vs. JQUA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and JPMorgan U.S. Quality Factor ETF (JQUA). 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.
| BBHY | JQUA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.59 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.81 | 0.97 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.91 | +0.76 |
Martin ratioReturn relative to average drawdown | 9.00 | 4.41 | +4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBHY | JQUA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.59 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.75 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.73 | -0.10 |
Correlation
The correlation between BBHY and JQUA is 0.66, 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.
Dividends
BBHY vs. JQUA - Dividend Comparison
BBHY's dividend yield for the trailing twelve months is around 7.13%, more than JQUA's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 7.13% | 7.24% | 7.18% | 6.49% | 5.92% | 4.06% | 4.73% | 4.99% | 5.02% | 4.81% | 1.42% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.25% | 1.19% | 1.24% | 1.21% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% | 0.00% |
Drawdowns
BBHY vs. JQUA - Drawdown Comparison
The maximum BBHY drawdown since its inception was -24.98%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for BBHY and JQUA.
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Drawdown Indicators
| BBHY | JQUA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -32.92% | +7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -7.83% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -15.32% | -22.47% | +7.15% |
Current DrawdownCurrent decline from peak | -0.87% | -4.20% | +3.33% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -4.23% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 2.37% | -1.57% |
Volatility
BBHY vs. JQUA - Volatility Comparison
The current volatility for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) is 2.16%, while JPMorgan U.S. Quality Factor ETF (JQUA) has a volatility of 4.41%. This indicates that BBHY experiences smaller price fluctuations and is considered to be less risky than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBHY | JQUA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 4.41% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 8.58% | -5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.72% | 16.71% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.24% | 15.60% | -8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 18.09% | -10.51% |