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BBJP vs. EWJV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBJP and EWJV is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BBJP vs. EWJV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Japan ETF (BBJP) and iShares MSCI Japan Value ETF (EWJV). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
49.75%
67.36%
BBJP
EWJV

Key characteristics

Sharpe Ratio

BBJP:

0.35

EWJV:

0.47

Sortino Ratio

BBJP:

0.64

EWJV:

0.78

Omega Ratio

BBJP:

1.08

EWJV:

1.10

Calmar Ratio

BBJP:

0.52

EWJV:

0.69

Martin Ratio

BBJP:

1.55

EWJV:

2.34

Ulcer Index

BBJP:

4.89%

EWJV:

4.30%

Daily Std Dev

BBJP:

21.45%

EWJV:

21.36%

Max Drawdown

BBJP:

-32.66%

EWJV:

-30.05%

Current Drawdown

BBJP:

-1.47%

EWJV:

-2.67%

Returns By Period

In the year-to-date period, BBJP achieves a 5.53% return, which is significantly lower than EWJV's 8.18% return.


BBJP

YTD

5.53%

1M

0.11%

6M

7.05%

1Y

8.83%

5Y*

9.11%

10Y*

N/A

EWJV

YTD

8.18%

1M

-1.80%

6M

11.74%

1Y

11.76%

5Y*

13.68%

10Y*

N/A

*Annualized

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BBJP vs. EWJV - Expense Ratio Comparison

BBJP has a 0.19% expense ratio, which is higher than EWJV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BBJP: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBJP: 0.19%
Expense ratio chart for EWJV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWJV: 0.15%

Risk-Adjusted Performance

BBJP vs. EWJV — Risk-Adjusted Performance Rank

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

BBJP
The Risk-Adjusted Performance Rank of BBJP is 5050
Overall Rank
The Sharpe Ratio Rank of BBJP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of BBJP is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BBJP is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BBJP is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BBJP is 5151
Martin Ratio Rank

EWJV
The Risk-Adjusted Performance Rank of EWJV is 6060
Overall Rank
The Sharpe Ratio Rank of EWJV is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of EWJV is 5454
Sortino Ratio Rank
The Omega Ratio Rank of EWJV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EWJV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of EWJV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBJP vs. EWJV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and iShares MSCI Japan Value ETF (EWJV). 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.


The chart of Sharpe ratio for BBJP, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
BBJP: 0.35
EWJV: 0.47
The chart of Sortino ratio for BBJP, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
BBJP: 0.64
EWJV: 0.78
The chart of Omega ratio for BBJP, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
BBJP: 1.08
EWJV: 1.10
The chart of Calmar ratio for BBJP, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
BBJP: 0.52
EWJV: 0.69
The chart of Martin ratio for BBJP, currently valued at 1.55, compared to the broader market0.0020.0040.0060.00
BBJP: 1.55
EWJV: 2.34

The current BBJP Sharpe Ratio is 0.35, which is comparable to the EWJV Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of BBJP and EWJV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.35
0.47
BBJP
EWJV

Dividends

BBJP vs. EWJV - Dividend Comparison

BBJP's dividend yield for the trailing twelve months is around 2.65%, less than EWJV's 3.79% yield.


TTM2024202320222021202020192018
BBJP
JPMorgan BetaBuilders Japan ETF
2.65%2.80%3.05%1.51%2.89%1.12%2.31%0.65%
EWJV
iShares MSCI Japan Value ETF
3.79%4.10%3.32%2.71%2.47%1.97%4.29%0.00%

Drawdowns

BBJP vs. EWJV - Drawdown Comparison

The maximum BBJP drawdown since its inception was -32.66%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for BBJP and EWJV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.47%
-2.67%
BBJP
EWJV

Volatility

BBJP vs. EWJV - Volatility Comparison

JPMorgan BetaBuilders Japan ETF (BBJP) and iShares MSCI Japan Value ETF (EWJV) have volatilities of 12.50% and 12.38%, 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.50%
12.38%
BBJP
EWJV