BBIN vs. USOY
BBIN (JPMorgan BetaBuilders International Equity ETF) and USOY (Defiance Oil Enhanced Options 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 USOY is a Derivative Income fund actively managed by Defiance. BBIN is passively managed, while USOY is actively managed. Over the past year, BBIN returned 19.12% vs 51.90% for USOY. At a correlation of -0.13, they often move in opposite directions. BBIN charges 0.07%/yr vs 1.22%/yr for USOY.
Performance
BBIN vs. USOY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BBIN achieves a 6.79% return, which is significantly lower than USOY's 56.61% return.
BBIN
- 1D
- -2.44%
- 1M
- -2.55%
- YTD
- 6.79%
- 6M
- 8.92%
- 1Y
- 19.12%
- 3Y*
- 15.95%
- 5Y*
- 8.14%
- 10Y*
- —
USOY
- 1D
- -1.67%
- 1M
- 1.06%
- YTD
- 56.61%
- 6M
- 52.27%
- 1Y
- 51.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBIN vs. USOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BBIN JPMorgan BetaBuilders International Equity ETF | 6.79% | 31.86% | -2.66% |
USOY Defiance Oil Enhanced Options Income ETF | 56.61% | -7.93% | 7.27% |
Correlation
The correlation between BBIN and USOY is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.36 |
Correlation (All Time) Calculated using the full available price history since May 13, 2024 | -0.13 |
Over the past year, the inverse relationship between BBIN and USOY has strengthened: their correlation has moved from -0.13 to -0.36, meaning they now move in opposite directions more often than their long-term average.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BBIN vs. USOY — Risk / Return Rank
BBIN
USOY
BBIN vs. USOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and Defiance Oil Enhanced Options Income ETF (USOY). 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 | USOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 3.65 | -1.99 |
| Martin ratioReturn relative to average drawdown | 6.15 | 6.98 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BBIN | USOY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.71 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.91 | -0.39 |
Drawdowns
BBIN vs. USOY - Drawdown Comparison
The maximum BBIN drawdown since its inception was -33.37%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for BBIN and USOY.
Loading charts...
Drawdown Indicators
| BBIN | USOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -17.46% | -15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -14.29% | +2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | — | — |
Current DrawdownCurrent decline from peak | -3.45% | -8.37% | +4.92% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -6.47% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 7.45% | -4.33% |
Volatility
BBIN vs. USOY - Volatility Comparison
The current volatility for JPMorgan BetaBuilders International Equity ETF (BBIN) is 4.88%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 9.70%. This indicates that BBIN experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BBIN | USOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 9.70% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 27.33% | -14.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 30.56% | -14.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 26.14% | -9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 26.14% | -7.00% |
BBIN vs. USOY - Expense Ratio Comparison
BBIN has a 0.07% expense ratio, which is lower than USOY's 1.22% expense ratio.
Dividends
BBIN vs. USOY - Dividend Comparison
BBIN's dividend yield for the trailing twelve months is around 3.70%, less than USOY's 57.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BBIN JPMorgan BetaBuilders International Equity ETF | 3.70% | 3.87% | 3.41% | 3.20% | 2.83% | 3.54% | 1.07% | 0.09% |
USOY Defiance Oil Enhanced Options Income ETF | 57.61% | 104.32% | 48.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BBIN and USOY have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USOY has higher volatility (9.70%) compared to BBIN (4.88%). In terms of maximum drawdown, BBIN dropped -33.37% vs USOY's -17.46%.
On 1-year performance, USOY leads with 51.90% vs 19.12% for BBIN. On fees, BBIN is cheaper at 0.07% per year. On volatility, BBIN has been the lower-risk option at 4.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USOY has performed better with a 51.90% return vs 19.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBIN is cheaper with a 0.07% expense ratio, compared with 1.22% for USOY.
USOY has the higher dividend yield at 57.61%, compared with 3.70% for BBIN.
BBIN is categorized as Foreign Large Cap Equities, while USOY is Derivative Income. They also come from different issuers: JPMorgan and Defiance. Their fees differ too: 0.07% for BBIN and 1.22% for USOY.
USOY currently has the higher Sharpe Ratio (1.71 vs 1.22), 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.
Find the right allocation for BBIN and USOY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer