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BBIN vs. HDEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBIN and HDEF is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

BBIN vs. HDEF - Performance Comparison

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

30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
45.55%
50.05%
BBIN
HDEF

Key characteristics

Sharpe Ratio

BBIN:

0.62

HDEF:

1.24

Sortino Ratio

BBIN:

0.98

HDEF:

1.71

Omega Ratio

BBIN:

1.13

HDEF:

1.24

Calmar Ratio

BBIN:

0.80

HDEF:

1.69

Martin Ratio

BBIN:

2.34

HDEF:

3.98

Ulcer Index

BBIN:

4.79%

HDEF:

4.72%

Daily Std Dev

BBIN:

18.12%

HDEF:

15.20%

Max Drawdown

BBIN:

-33.37%

HDEF:

-36.43%

Current Drawdown

BBIN:

-1.09%

HDEF:

-0.11%

Returns By Period

In the year-to-date period, BBIN achieves a 11.08% return, which is significantly lower than HDEF's 15.36% return.


BBIN

YTD

11.08%

1M

1.18%

6M

6.81%

1Y

12.13%

5Y*

12.16%

10Y*

N/A

HDEF

YTD

15.36%

1M

2.54%

6M

9.28%

1Y

18.56%

5Y*

13.36%

10Y*

N/A

*Annualized

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BBIN vs. HDEF - Expense Ratio Comparison

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


Expense ratio chart for HDEF: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HDEF: 0.20%
Expense ratio chart for BBIN: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBIN: 0.07%

Risk-Adjusted Performance

BBIN vs. HDEF — Risk-Adjusted Performance Rank

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

BBIN
The Risk-Adjusted Performance Rank of BBIN is 6767
Overall Rank
The Sharpe Ratio Rank of BBIN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of BBIN is 6565
Sortino Ratio Rank
The Omega Ratio Rank of BBIN is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BBIN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BBIN is 6464
Martin Ratio Rank

HDEF
The Risk-Adjusted Performance Rank of HDEF is 8585
Overall Rank
The Sharpe Ratio Rank of HDEF is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HDEF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of HDEF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of HDEF is 9191
Calmar Ratio Rank
The Martin Ratio Rank of HDEF is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBIN vs. HDEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF). 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.


The chart of Sharpe ratio for BBIN, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.00
BBIN: 0.62
HDEF: 1.24
The chart of Sortino ratio for BBIN, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
BBIN: 0.98
HDEF: 1.71
The chart of Omega ratio for BBIN, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
BBIN: 1.13
HDEF: 1.24
The chart of Calmar ratio for BBIN, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.0012.00
BBIN: 0.80
HDEF: 1.69
The chart of Martin ratio for BBIN, currently valued at 2.34, compared to the broader market0.0020.0040.0060.00
BBIN: 2.34
HDEF: 3.98

The current BBIN Sharpe Ratio is 0.62, which is lower than the HDEF Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BBIN and HDEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.62
1.24
BBIN
HDEF

Dividends

BBIN vs. HDEF - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.09%, less than HDEF's 3.89% yield.


TTM2024202320222021202020192018201720162015
BBIN
JPMorgan BetaBuilders International Equity ETF
3.09%3.41%3.20%2.83%3.54%1.07%0.09%0.00%0.00%0.00%0.00%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
3.89%4.53%4.38%5.41%4.76%3.93%4.20%3.55%3.38%9.13%1.72%

Drawdowns

BBIN vs. HDEF - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum HDEF drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BBIN and HDEF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.09%
-0.11%
BBIN
HDEF

Volatility

BBIN vs. HDEF - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 11.77% compared to Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) at 10.04%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than HDEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.77%
10.04%
BBIN
HDEF