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BBIN vs. DWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBIN vs. DWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders International Equity ETF (BBIN) and SPDR S&P International Dividend ETF (DWX). The values are adjusted to include any dividend payments, if applicable.

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BBIN vs. DWX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBIN
JPMorgan BetaBuilders International Equity ETF
3.13%31.86%3.65%18.54%-14.29%11.74%7.91%3.14%
DWX
SPDR S&P International Dividend ETF
4.69%31.62%2.56%14.74%-12.99%10.56%-5.10%2.78%

Returns By Period

In the year-to-date period, BBIN achieves a 3.13% return, which is significantly lower than DWX's 4.69% return.


BBIN

1D
1.64%
1M
-4.65%
YTD
3.13%
6M
7.57%
1Y
25.77%
3Y*
15.38%
5Y*
8.66%
10Y*

DWX

1D
0.38%
1M
-3.99%
YTD
4.69%
6M
8.87%
1Y
24.39%
3Y*
15.02%
5Y*
8.15%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBIN vs. DWX - Expense Ratio Comparison

BBIN has a 0.07% expense ratio, which is lower than DWX's 0.45% expense ratio.


Return for Risk

BBIN vs. DWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBIN
BBIN Risk / Return Rank: 7676
Overall Rank
BBIN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BBIN Sortino Ratio Rank: 7777
Sortino Ratio Rank
BBIN Omega Ratio Rank: 7474
Omega Ratio Rank
BBIN Calmar Ratio Rank: 7878
Calmar Ratio Rank
BBIN Martin Ratio Rank: 7676
Martin Ratio Rank

DWX
DWX Risk / Return Rank: 8888
Overall Rank
DWX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DWX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DWX Omega Ratio Rank: 8888
Omega Ratio Rank
DWX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DWX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBIN vs. DWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and SPDR S&P International Dividend ETF (DWX). 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.


BBINDWXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.96

-0.52

Sortino ratio

Return per unit of downside risk

2.02

2.58

-0.56

Omega ratio

Gain probability vs. loss probability

1.29

1.37

-0.09

Calmar ratio

Return relative to maximum drawdown

2.23

2.90

-0.66

Martin ratio

Return relative to average drawdown

8.54

10.97

-2.43

BBIN vs. DWX - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.43, which is comparable to the DWX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BBIN and DWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBINDWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.96

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.68

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.12

+0.39

Correlation

The correlation between BBIN and DWX is 0.86, 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.


Dividends

BBIN vs. DWX - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.83%, less than DWX's 4.26% yield.


TTM20252024202320222021202020192018201720162015
BBIN
JPMorgan BetaBuilders International Equity ETF
3.83%3.87%3.41%3.20%2.83%3.54%1.07%0.09%0.00%0.00%0.00%0.00%
DWX
SPDR S&P International Dividend ETF
4.26%4.44%4.31%4.12%4.68%3.89%3.84%4.40%5.06%3.85%5.25%5.81%

Drawdowns

BBIN vs. DWX - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum DWX drawdown of -66.86%. Use the drawdown chart below to compare losses from any high point for BBIN and DWX.


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Drawdown Indicators


BBINDWXDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-66.86%

+33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-8.59%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-26.96%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-6.77%

-5.51%

-1.26%

Average Drawdown

Average peak-to-trough decline

-6.39%

-14.23%

+7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.27%

+0.76%

Volatility

BBIN vs. DWX - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 7.56% compared to SPDR S&P International Dividend ETF (DWX) at 5.07%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than DWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBINDWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

5.07%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

8.13%

+3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

12.53%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

12.13%

+4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

15.21%

+3.92%