BBIN vs. VXUS
Compare and contrast key facts about JPMorgan BetaBuilders International Equity ETF (BBIN) and Vanguard Total International Stock ETF (VXUS).
BBIN and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBIN is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Markets ex-North America Target Market Exposure Index. It was launched on Dec 5, 2019. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both BBIN and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBIN or VXUS.
Key characteristics
| BBIN | VXUS | |
|---|---|---|
| YTD Return | 4.49% | 6.31% |
| 1Y Return | 11.99% | 13.51% |
| 3Y Return (Ann) | 1.65% | 0.35% |
| Sharpe Ratio | 1.07 | 1.26 |
| Sortino Ratio | 1.55 | 1.82 |
| Omega Ratio | 1.19 | 1.22 |
| Calmar Ratio | 1.71 | 1.36 |
| Martin Ratio | 5.63 | 7.18 |
| Ulcer Index | 2.62% | 2.28% |
| Daily Std Dev | 13.73% | 12.96% |
| Max Drawdown | -33.37% | -35.97% |
| Current Drawdown | -8.61% | -7.24% |
Correlation
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 4.49% return, which is significantly lower than VXUS's 6.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBIN vs. VXUS - Expense Ratio Comparison
Both BBIN and VXUS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
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.
Dividends
BBIN vs. VXUS - Dividend Comparison
BBIN's dividend yield for the trailing twelve months is around 3.38%, more than VXUS's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBIN JPMorgan BetaBuilders International Equity ETF | 3.38% | 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 | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 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%. Use the drawdown chart below to compare losses from any high point for BBIN and VXUS. For additional features, visit the drawdowns tool.
Volatility
BBIN vs. VXUS - Volatility Comparison
JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 5.75% compared to Vanguard Total International Stock ETF (VXUS) at 3.97%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.