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

Key characteristics


BBINVXUS
YTD Return6.31%4.46%
1Y Return19.10%15.88%
3Y Return (Ann)4.72%1.77%
Sharpe Ratio1.581.33
Daily Std Dev12.20%12.33%
Max Drawdown-33.37%-35.97%
Current Drawdown-0.10%-1.61%

Correlation

0.97
-1.001.00

The correlation between BBIN and VXUS is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BBIN vs. VXUS - Performance Comparison

In the year-to-date period, BBIN achieves a 6.31% return, which is significantly higher than VXUS's 4.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
33.79%
27.33%
BBIN
VXUS

Compare stocks, funds, or ETFs


JPMorgan BetaBuilders International Equity ETF

Vanguard Total International Stock ETF

BBIN vs. VXUS - Expense Ratio Comparison

Both BBIN and VXUS have an expense ratio of 0.07%.

BBIN
JPMorgan BetaBuilders International Equity ETF
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BBIN vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and Vanguard Total International Stock ETF (VXUS). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BBIN
JPMorgan BetaBuilders International Equity ETF
1.58
VXUS
Vanguard Total International Stock ETF
1.33

BBIN vs. VXUS - Sharpe Ratio Comparison

The current BBIN Sharpe Ratio is 1.58, which roughly equals the VXUS Sharpe Ratio of 1.33. The chart below compares the 12-month rolling Sharpe Ratio of BBIN and VXUS.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.58
1.33
BBIN
VXUS

Dividends

BBIN vs. VXUS - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.14%, less than VXUS's 3.29% yield.


TTM20232022202120202019201820172016201520142013
BBIN
JPMorgan BetaBuilders International Equity ETF
3.14%3.20%2.83%3.54%1.07%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.29%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

BBIN vs. VXUS - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum VXUS drawdown of -35.97%. The drawdown chart below compares losses from any high point along the way for BBIN and VXUS


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.10%
-1.61%
BBIN
VXUS

Volatility

BBIN vs. VXUS - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) and Vanguard Total International Stock ETF (VXUS) have volatilities of 2.70% and 2.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%OctoberNovemberDecember2024FebruaryMarch
2.70%
2.75%
BBIN
VXUS