PortfoliosLab logoPortfoliosLab logo
BBIN vs. EFAS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBIN vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders International Equity ETF (BBIN) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BBIN vs. EFAS - 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%
EFAS
Global X MSCI SuperDividend® EAFE ETF
10.61%46.83%3.07%14.65%-8.00%12.75%-5.42%3.70%

Returns By Period

In the year-to-date period, BBIN achieves a 3.13% return, which is significantly lower than EFAS's 10.61% return.


BBIN

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

EFAS

1D
0.50%
1M
-0.31%
YTD
10.61%
6M
15.52%
1Y
40.14%
3Y*
22.77%
5Y*
12.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BBIN vs. EFAS - Expense Ratio Comparison

BBIN has a 0.07% expense ratio, which is lower than EFAS's 0.56% expense ratio.


Return for Risk

BBIN vs. EFAS — 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

EFAS
EFAS Risk / Return Rank: 9696
Overall Rank
EFAS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 9797
Sortino Ratio Rank
EFAS Omega Ratio Rank: 9797
Omega Ratio Rank
EFAS Calmar Ratio Rank: 9494
Calmar Ratio Rank
EFAS Martin Ratio Rank: 9696
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. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.


BBINEFASDifference

Sharpe ratio

Return per unit of total volatility

1.43

2.84

-1.41

Sortino ratio

Return per unit of downside risk

2.02

3.52

-1.51

Omega ratio

Gain probability vs. loss probability

1.29

1.57

-0.28

Calmar ratio

Return relative to maximum drawdown

2.23

3.87

-1.63

Martin ratio

Return relative to average drawdown

8.54

17.83

-9.29

BBIN vs. EFAS - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.43, which is lower than the EFAS Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of BBIN and EFAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BBINEFASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.84

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.83

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.55

-0.05

Correlation

The correlation between BBIN and EFAS is 0.79, 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. EFAS - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.83%, less than EFAS's 4.52% yield.


TTM2025202420232022202120202019201820172016
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%
EFAS
Global X MSCI SuperDividend® EAFE ETF
4.52%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%

Drawdowns

BBIN vs. EFAS - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for BBIN and EFAS.


Loading graphics...

Drawdown Indicators


BBINEFASDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-44.38%

+11.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-10.29%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-28.81%

-0.43%

Current Drawdown

Current decline from peak

-6.77%

-1.10%

-5.67%

Average Drawdown

Average peak-to-trough decline

-6.39%

-7.19%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.28%

+0.75%

Volatility

BBIN vs. EFAS - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 7.56% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 4.77%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BBINEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

4.77%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

8.29%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

14.21%

+3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

15.68%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

18.45%

+0.68%