PortfoliosLab logo
BBRE vs. PPTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBRE and PPTY is 0.60, 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.


Performance

BBRE vs. PPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and US Diversified Real Estate ETF (PPTY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

BBRE:

0.47

PPTY:

0.19

Sortino Ratio

BBRE:

0.67

PPTY:

0.33

Omega Ratio

BBRE:

1.09

PPTY:

1.04

Calmar Ratio

BBRE:

0.38

PPTY:

0.13

Martin Ratio

BBRE:

1.27

PPTY:

0.41

Ulcer Index

BBRE:

5.93%

PPTY:

6.86%

Daily Std Dev

BBRE:

18.65%

PPTY:

18.59%

Max Drawdown

BBRE:

-43.61%

PPTY:

-41.69%

Current Drawdown

BBRE:

-10.44%

PPTY:

-14.90%

Returns By Period

In the year-to-date period, BBRE achieves a -2.59% return, which is significantly higher than PPTY's -6.76% return.


BBRE

YTD

-2.59%

1M

1.14%

6M

-7.77%

1Y

8.64%

3Y*

2.94%

5Y*

9.55%

10Y*

N/A

PPTY

YTD

-6.76%

1M

1.09%

6M

-11.48%

1Y

3.56%

3Y*

0.75%

5Y*

7.77%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


US Diversified Real Estate ETF

BBRE vs. PPTY - Expense Ratio Comparison

BBRE has a 0.11% expense ratio, which is lower than PPTY's 0.49% expense ratio.


Risk-Adjusted Performance

BBRE vs. PPTY — Risk-Adjusted Performance Rank

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

BBRE
The Risk-Adjusted Performance Rank of BBRE is 4545
Overall Rank
The Sharpe Ratio Rank of BBRE is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BBRE is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BBRE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BBRE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BBRE is 4343
Martin Ratio Rank

PPTY
The Risk-Adjusted Performance Rank of PPTY is 2626
Overall Rank
The Sharpe Ratio Rank of PPTY is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PPTY is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PPTY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of PPTY is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PPTY is 2626
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.

BBRE vs. PPTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and US Diversified Real Estate ETF (PPTY). 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 current BBRE Sharpe Ratio is 0.47, which is higher than the PPTY Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of BBRE and PPTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

BBRE vs. PPTY - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 3.25%, less than PPTY's 3.76% yield.


TTM2024202320222021202020192018
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
3.25%3.19%3.68%2.62%1.70%3.17%2.19%1.96%
PPTY
US Diversified Real Estate ETF
3.76%3.28%4.08%4.29%2.88%3.44%3.30%2.16%

Drawdowns

BBRE vs. PPTY - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, roughly equal to the maximum PPTY drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for BBRE and PPTY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BBRE vs. PPTY - Volatility Comparison

The current volatility for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) is 4.69%, while US Diversified Real Estate ETF (PPTY) has a volatility of 5.04%. This indicates that BBRE experiences smaller price fluctuations and is considered to be less risky than PPTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...