BBIN vs. JEPQ

Last updated Jun 25, 2026

BBIN (JPMorgan BetaBuilders International Equity ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - BBIN is a Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Target Market Exposure Index, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, BBIN returned 16.63%/yr vs 19.68%/yr for JEPQ. A 0.66 correlation means they provide meaningful diversification when combined. BBIN charges 0.07%/yr vs 0.35%/yr for JEPQ.

Performance

BBIN vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders International Equity ETF (BBIN) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBIN achieves a 8.04% return, which is significantly higher than JEPQ's 7.54% return.

BBIN

• 1D: -0.21%
• 1M: -0.28%
• YTD: 8.04%
• 6M: 7.27%
• 1Y: 20.14%
• 3Y*: 16.63%
• 5Y*: 8.56%
• 10Y*: —

JEPQ

• 1D: -0.28%
• 1M: 0.06%
• YTD: 7.54%
• 6M: 6.46%
• 1Y: 23.49%
• 3Y*: 19.68%
• 5Y*: —
• 10Y*: —

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

BBIN vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBIN JPMorgan BetaBuilders International Equity ETF	8.04%	31.86%	3.65%	18.54%	-2.16%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.54%	15.18%	24.85%	36.28%	-11.16%

Correlation

The correlation between BBIN and JEPQ is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.66

The correlation between BBIN and JEPQ has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

BBIN vs. JEPQ - Sectors Allocation Comparison

Sectors	BBIN	JEPQ
Financial Services	24.7%	0.3%
Industrials	19.4%	2.8%
Technology	11.0%	58.9%
Healthcare	10.4%	3.9%
Consumer Cyclical	7.8%	11.8%
Consumer Defensive	6.8%	6.0%
Basic Materials	6.3%	0.9%
Communication Services	4.4%	13.9%
Energy	3.9%	0.3%
Utilities	3.6%	1.1%
Real Estate	1.8%	0.2%

Return for Risk

BBIN vs. JEPQ — Risk / Return Rank

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

BBIN

BBIN Risk / Return Rank: 40
BBIN Sharpe Ratio Rank: 39
BBIN Sortino Ratio Rank: 39
BBIN Omega Ratio Rank: 38
BBIN Calmar Ratio Rank: 38
BBIN Martin Ratio Rank: 44

JEPQ

JEPQ Risk / Return Rank: 64
JEPQ Sharpe Ratio Rank: 60
JEPQ Sortino Ratio Rank: 56
JEPQ Omega Ratio Rank: 67
JEPQ Calmar Ratio Rank: 60
JEPQ Martin Ratio Rank: 75

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. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BBIN	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	1.27	1.81	-0.54
Sortino ratio: Return per unit of downside risk	1.86	2.42	-0.57
Omega ratio: Gain probability vs. loss probability	1.23	1.36	-0.13
Calmar ratio: Return relative to maximum drawdown	1.75	2.68	-0.93
Martin ratio: Return relative to average drawdown	6.45	12.63	-6.18

BBIN vs. JEPQ - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.27, which is lower than the JEPQ Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of BBIN and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BBIN vs. JEPQ - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for BBIN and JEPQ.

Drawdown Indicators

	BBIN	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-20.07%	-13.30%
Max Drawdown (1Y) Largest decline over 1 year	-11.57%	-8.82%	-2.75%
Max Drawdown (3Y) Largest decline over 3 years	-13.98%	-20.07%	+6.09%
Max Drawdown (5Y) Largest decline over 5 years	-29.24%	—	—
Current Drawdown Current decline from peak	-2.32%	-2.75%	+0.43%
Average Drawdown Average peak-to-trough decline	-6.26%	-3.39%	-2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	1.86%	+1.27%

Volatility

BBIN vs. JEPQ - Volatility Comparison

The current volatility for JPMorgan BetaBuilders International Equity ETF (BBIN) is 5.13%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.27%. This indicates that BBIN experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBIN	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	6.27%	-1.14%
Volatility (6M) Calculated over the trailing 6-month period	13.48%	10.52%	+2.96%
Volatility (1Y) Calculated over the trailing 1-year period	16.04%	13.06%	+2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	16.78%	-0.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	16.78%	+2.35%

BBIN vs. JEPQ - Expense Ratio Comparison

BBIN has a 0.07% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

Dividends

BBIN vs. JEPQ - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.73%, less than JEPQ's 10.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BBIN JPMorgan BetaBuilders International Equity ETF	3.73%	3.87%	3.41%	3.20%	2.83%	3.54%	1.07%	0.09%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.25%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BBIN and JEPQ in my portfolio?

BBIN and JEPQ have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBIN or JEPQ?

JEPQ has higher volatility (6.27%) compared to BBIN (5.13%). In terms of maximum drawdown, BBIN dropped -33.37% vs JEPQ's -20.07%.

Which ETF is better, BBIN or JEPQ?

On 3-year performance, JEPQ leads with 19.68% vs 16.63% for BBIN. On fees, BBIN is cheaper at 0.07% per year. On volatility, BBIN has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBIN or JEPQ?

Over the 3-year period, JEPQ has performed better with a 19.68% return vs 16.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBIN or JEPQ?

BBIN is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPQ.

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

JEPQ has the higher dividend yield at 10.25%, compared with 3.73% for BBIN.

What is the main difference between BBIN and JEPQ?

BBIN is categorized as Foreign Large Cap Equities, while JEPQ is Nasdaq-100. BBIN tracks Morningstar Developed Markets ex-North America Target Market Exposure Index, while JEPQ tracks Nasdaq-100 Index. Their fees differ too: 0.07% for BBIN and 0.35% for JEPQ.

Which has better risk-adjusted returns?

JEPQ currently has the higher Sharpe Ratio (1.81 vs 1.27), 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.