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BBSU.L vs. JEQP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSU.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBSU.L achieves a 10.31% return, which is significantly higher than JEQP.L's 8.97% return.


BBSU.L

1D
0.07%
1M
5.58%
YTD
10.31%
6M
10.11%
1Y
28.62%
3Y*
19.09%
5Y*
14.50%
10Y*

JEQP.L

1D
-0.35%
1M
4.81%
YTD
8.97%
6M
9.21%
1Y
29.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSU.L vs. JEQP.L - Yearly Performance Comparison


Correlation

The correlation between BBSU.L and JEQP.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.87

The correlation between BBSU.L and JEQP.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

BBSU.L vs. JEQP.L — Risk / Return Rank

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

BBSU.L
BBSU.L Risk / Return Rank: 7979
Overall Rank
BBSU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BBSU.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
BBSU.L Omega Ratio Rank: 8585
Omega Ratio Rank
BBSU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBSU.L Martin Ratio Rank: 6969
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 8484
Overall Rank
JEQP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 8383
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBSU.L vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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.


BBSU.LJEQP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.50

1.50

+0.01

Calmar ratioReturn relative to maximum drawdown

3.65

5.23

-1.57

Martin ratioReturn relative to average drawdown

12.74

19.59

-6.86

BBSU.L vs. JEQP.L - Sharpe Ratio Comparison

The current BBSU.L Sharpe Ratio is 2.70, which is comparable to the JEQP.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BBSU.L and JEQP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBSU.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

2.63

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.94

+0.02

Drawdowns

BBSU.L vs. JEQP.L - Drawdown Comparison

The maximum BBSU.L drawdown since its inception was -25.80%, which is greater than JEQP.L's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for BBSU.L and JEQP.L.


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Drawdown Indicators


BBSU.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.80%

-22.00%

-3.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-5.64%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.42%

Current Drawdown

Current decline from peak

-0.17%

-0.35%

+0.18%

Average Drawdown

Average peak-to-trough decline

-3.72%

-4.92%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.51%

+0.73%

Volatility

BBSU.L vs. JEQP.L - Volatility Comparison

JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) has a higher volatility of 2.64% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that BBSU.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBSU.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

1.57%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

7.83%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.54%

11.20%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

14.88%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

14.88%

+1.22%

BBSU.L vs. JEQP.L - Expense Ratio Comparison

BBSU.L has a 0.05% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.


Dividends

BBSU.L vs. JEQP.L - Dividend Comparison

BBSU.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.


Frequently Asked Questions


BBSU.L and JEQP.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBSU.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBSU.L is cheaper with a 0.05% expense ratio, compared with 0.35% for JEQP.L.

BBSU.L is categorized as Large Cap Blend Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.05% for BBSU.L and 0.35% for JEQP.L.

Portfolio Optimizer

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