BBIN vs. ESGD

Last updated Jun 4, 2026

BBIN (JPMorgan BetaBuilders International Equity ETF) and ESGD (iShares ESG Aware MSCI EAFE ETF) are both Foreign Large Cap Equities funds - BBIN tracks the Morningstar Developed Markets ex-North America Target Market Exposure Index while ESGD tracks the MSCI EAFE Extended ESG Focus Index. Both are passively managed. Over the past 5 years, BBIN returned 8.51%/yr vs 7.90%/yr for ESGD. With a 0.99 correlation, they move nearly in lockstep. BBIN charges 0.07%/yr vs 0.20%/yr for ESGD.

Performance

BBIN vs. ESGD - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with BBIN having a 8.64% return and ESGD slightly lower at 8.31%.

BBIN

• 1D: -0.65%
• 1M: 3.28%
• YTD: 8.64%
• 6M: 10.96%
• 1Y: 21.60%
• 3Y*: 16.72%
• 5Y*: 8.51%
• 10Y*: —

ESGD

• 1D: -0.81%
• 1M: 3.52%
• YTD: 8.31%
• 6M: 10.53%
• 1Y: 20.25%
• 3Y*: 15.89%
• 5Y*: 7.90%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBIN vs. ESGD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BBIN JPMorgan BetaBuilders International Equity ETF	8.64%	31.86%	3.65%	18.54%	-14.29%	11.74%	7.91%	3.14%
ESGD iShares ESG Aware MSCI EAFE ETF	8.31%	29.63%	3.95%	18.53%	-15.17%	11.79%	8.20%	3.31%

Correlation

The correlation between BBIN and ESGD is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Dec 6, 2019	0.99

The correlation between BBIN and ESGD has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

BBIN vs. ESGD - Sectors Allocation Comparison

Sectors	BBIN	ESGD
Financial Services	24.8%	26.4%
Industrials	16.6%	19.2%
Technology	12.5%	11.7%
Healthcare	9.0%	10.3%
Consumer Defensive	5.9%	6.4%
Consumer Cyclical	5.4%	7.6%
Basic Materials	5.0%	4.6%
Communication Services	3.2%	4.0%
Energy	3.0%	3.9%
Utilities	1.7%	3.9%
Real Estate	0.3%	2.0%

Return for Risk

BBIN vs. ESGD — Risk / Return Rank

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

BBIN

BBIN Risk / Return Rank: 39
BBIN Sharpe Ratio Rank: 39
BBIN Sortino Ratio Rank: 39
BBIN Omega Ratio Rank: 37
BBIN Calmar Ratio Rank: 38
BBIN Martin Ratio Rank: 43

ESGD

ESGD Risk / Return Rank: 37
ESGD Sharpe Ratio Rank: 37
ESGD Sortino Ratio Rank: 37
ESGD Omega Ratio Rank: 36
ESGD Calmar Ratio Rank: 35
ESGD Martin Ratio Rank: 41

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. ESGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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	ESGD	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.34	+0.06
Sortino ratio: Return per unit of downside risk	2.02	1.95	+0.08
Omega ratio: Gain probability vs. loss probability	1.25	1.24	+0.01
Calmar ratio: Return relative to maximum drawdown	1.87	1.74	+0.13
Martin ratio: Return relative to average drawdown	6.96	6.53	+0.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBIN vs. ESGD - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.40, which is comparable to the ESGD Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of BBIN and ESGD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBIN	ESGD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.34	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.48	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.57	-0.04

Drawdowns

BBIN vs. ESGD - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, roughly equal to the maximum ESGD drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for BBIN and ESGD.

Drawdown Indicators

	BBIN	ESGD	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-33.70%	+0.33%
Max Drawdown (1Y) Largest decline over 1 year	-11.57%	-11.68%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-13.98%	-13.86%	-0.12%
Max Drawdown (5Y) Largest decline over 5 years	-29.24%	-30.03%	+0.79%
Current Drawdown Current decline from peak	-1.78%	-1.36%	-0.42%
Average Drawdown Average peak-to-trough decline	-6.30%	-6.19%	-0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	3.11%	0.00%

Volatility

BBIN vs. ESGD - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 5.15% compared to iShares ESG Aware MSCI EAFE ETF (ESGD) at 4.88%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBIN	ESGD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	4.88%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	12.78%	12.59%	+0.19%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	15.22%	+0.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.57%	16.61%	-0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.12%	16.97%	+2.15%

BBIN vs. ESGD - Expense Ratio Comparison

BBIN has a 0.07% expense ratio, which is lower than ESGD'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%.

Dividends

BBIN vs. ESGD - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.63%, more than ESGD's 3.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BBIN JPMorgan BetaBuilders International Equity ETF	3.63%	3.87%	3.41%	3.20%	2.83%	3.54%	1.07%	0.09%	0.00%	0.00%	0.00%
ESGD iShares ESG Aware MSCI EAFE ETF	3.33%	3.60%	3.23%	3.02%	2.59%	2.75%	1.63%	2.57%	2.69%	2.65%	0.09%

Frequently Asked Questions

Can I hold both BBIN and ESGD in my portfolio?

With a correlation of 0.99, BBIN and ESGD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BBIN or ESGD?

BBIN has higher volatility (5.15%) compared to ESGD (4.88%). In terms of maximum drawdown, BBIN dropped -33.37% vs ESGD's -33.70%.

Which ETF is better, BBIN or ESGD?

On 5-year performance, BBIN leads with 8.51% vs 7.90% for ESGD. On fees, BBIN is cheaper at 0.07% per year. On volatility, ESGD has been the lower-risk option at 4.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBIN or ESGD?

Over the 5-year period, BBIN has performed better with a 8.51% return vs 7.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBIN or ESGD?

BBIN is cheaper with a 0.07% expense ratio, compared with 0.20% for ESGD.

Which ETF pays a higher dividend yield, BBIN or ESGD?

BBIN has the higher dividend yield at 3.63%, compared with 3.33% for ESGD.

What is the main difference between BBIN and ESGD?

BBIN tracks Morningstar Developed Markets ex-North America Target Market Exposure Index, while ESGD tracks MSCI EAFE Extended ESG Focus Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.07% for BBIN and 0.20% for ESGD.

Which has better risk-adjusted returns?

BBIN currently has the higher Sharpe Ratio (1.40 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.