BBIN vs. EFAX
Compare and contrast key facts about JPMorgan BetaBuilders International Equity ETF (BBIN) and SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX).
BBIN and EFAX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBIN is a passively managed fund by JPMorgan that tracks the performance of the Morningstar Developed Markets ex-North America Target Market Exposure Index. It was launched on Dec 5, 2019. EFAX is a passively managed fund by State Street that tracks the performance of the MSCI EAFE ex Fossil Fuels Index. It was launched on Oct 24, 2016. Both BBIN and EFAX 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
BBIN vs. EFAX - Performance Comparison
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BBIN vs. EFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BBIN JPMorgan BetaBuilders International Equity ETF | 3.13% | 31.86% | 3.65% | 18.54% | -14.29% | 11.74% | 7.91% | 3.14% |
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 0.38% | 31.30% | 4.78% | 18.02% | -16.72% | 10.50% | 9.57% | 3.02% |
Returns By Period
In the year-to-date period, BBIN achieves a 3.13% return, which is significantly higher than EFAX's 0.38% return.
BBIN
- 1D
- 1.64%
- 1M
- -4.65%
- YTD
- 3.13%
- 6M
- 7.57%
- 1Y
- 25.77%
- 3Y*
- 15.38%
- 5Y*
- 8.66%
- 10Y*
- —
EFAX
- 1D
- 1.80%
- 1M
- -5.24%
- YTD
- 0.38%
- 6M
- 3.88%
- 1Y
- 21.97%
- 3Y*
- 14.38%
- 5Y*
- 7.47%
- 10Y*
- —
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BBIN vs. EFAX - Expense Ratio Comparison
BBIN has a 0.07% expense ratio, which is lower than EFAX's 0.20% 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%.
Return for Risk
BBIN vs. EFAX — Risk / Return Rank
BBIN
EFAX
BBIN vs. EFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX). 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.
| BBIN | EFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.22 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.76 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.79 | +0.44 |
Martin ratioReturn relative to average drawdown | 8.54 | 6.97 | +1.57 |
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
| BBIN | EFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.22 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.46 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.50 | 0.00 |
Correlation
The correlation between BBIN and EFAX is 0.98, 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. EFAX - Dividend Comparison
BBIN's dividend yield for the trailing twelve months is around 3.83%, more than EFAX's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 3.29% | 3.31% | 2.74% | 2.71% | 2.81% | 2.58% | 1.69% | 2.71% | 3.05% | 2.89% | 0.26% |
Drawdowns
BBIN vs. EFAX - Drawdown Comparison
The maximum BBIN drawdown since its inception was -33.37%, roughly equal to the maximum EFAX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for BBIN and EFAX.
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Drawdown Indicators
| BBIN | EFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -32.53% | -0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -12.38% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -31.67% | +2.43% |
Current DrawdownCurrent decline from peak | -6.77% | -7.59% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -7.03% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 3.18% | -0.15% |
Volatility
BBIN vs. EFAX - Volatility Comparison
JPMorgan BetaBuilders International Equity ETF (BBIN) and SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) have volatilities of 7.56% and 7.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBIN | EFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 7.86% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 11.47% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 18.09% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 16.44% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 17.05% | +2.08% |