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BBIN vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBIN vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders International Equity ETF (BBIN) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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BBIN vs. JPLD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BBIN achieves a 3.13% return, which is significantly higher than JPLD's 0.50% return.


BBIN

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

JPLD

1D
0.12%
1M
-0.50%
YTD
0.50%
6M
1.56%
1Y
4.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBIN vs. JPLD - Expense Ratio Comparison

BBIN has a 0.07% expense ratio, which is lower than JPLD's 0.24% 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. JPLD — 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

JPLD
JPLD Risk / Return Rank: 9696
Overall Rank
JPLD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
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. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.


BBINJPLDDifference

Sharpe ratio

Return per unit of total volatility

1.43

2.65

-1.21

Sortino ratio

Return per unit of downside risk

2.02

4.08

-2.06

Omega ratio

Gain probability vs. loss probability

1.29

1.55

-0.27

Calmar ratio

Return relative to maximum drawdown

2.23

4.10

-1.86

Martin ratio

Return relative to average drawdown

8.54

20.00

-11.46

BBIN vs. JPLD - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.43, which is lower than the JPLD Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of BBIN and JPLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBINJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.65

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

3.30

-2.80

Correlation

The correlation between BBIN and JPLD is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BBIN vs. JPLD - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.83%, less than JPLD's 4.22% yield.


TTM2025202420232022202120202019
BBIN
JPMorgan BetaBuilders International Equity ETF
3.83%3.87%3.41%3.20%2.83%3.54%1.07%0.09%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.22%4.24%4.47%1.83%0.00%0.00%0.00%0.00%

Drawdowns

BBIN vs. JPLD - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for BBIN and JPLD.


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Drawdown Indicators


BBINJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-1.17%

-32.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-1.17%

-10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

Current Drawdown

Current decline from peak

-6.77%

-0.62%

-6.15%

Average Drawdown

Average peak-to-trough decline

-6.39%

-0.14%

-6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

0.24%

+2.79%

Volatility

BBIN vs. JPLD - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 7.56% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.56%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBINJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

0.56%

+7.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

0.99%

+10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

1.79%

+16.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

1.86%

+14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

1.86%

+17.27%