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BBSU.L vs. XUEK.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBSU.L and XUEK.L is 0.55, 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

BBSU.L vs. XUEK.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 Xtrackers S&P Europe ex UK UCITS ETF (XUEK.L). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
111.79%
71.45%
BBSU.L
XUEK.L

Key characteristics

Sharpe Ratio

BBSU.L:

0.25

XUEK.L:

0.37

Sortino Ratio

BBSU.L:

0.43

XUEK.L:

0.55

Omega Ratio

BBSU.L:

1.06

XUEK.L:

1.07

Calmar Ratio

BBSU.L:

0.18

XUEK.L:

0.37

Martin Ratio

BBSU.L:

0.59

XUEK.L:

1.11

Ulcer Index

BBSU.L:

6.51%

XUEK.L:

4.34%

Daily Std Dev

BBSU.L:

16.48%

XUEK.L:

14.07%

Max Drawdown

BBSU.L:

-25.80%

XUEK.L:

-27.36%

Current Drawdown

BBSU.L:

-13.52%

XUEK.L:

-2.05%

Returns By Period

In the year-to-date period, BBSU.L achieves a -9.32% return, which is significantly lower than XUEK.L's 10.45% return.


BBSU.L

YTD

-9.32%

1M

5.91%

6M

-6.52%

1Y

4.11%

5Y*

14.00%

10Y*

N/A

XUEK.L

YTD

10.45%

1M

10.28%

6M

10.06%

1Y

5.26%

5Y*

12.33%

10Y*

N/A

*Annualized

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

BBSU.L has a 0.05% expense ratio, which is lower than XUEK.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

BBSU.L vs. XUEK.L — Risk-Adjusted Performance Rank

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

BBSU.L
The Risk-Adjusted Performance Rank of BBSU.L is 3535
Overall Rank
The Sharpe Ratio Rank of BBSU.L is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BBSU.L is 3434
Sortino Ratio Rank
The Omega Ratio Rank of BBSU.L is 3535
Omega Ratio Rank
The Calmar Ratio Rank of BBSU.L is 3535
Calmar Ratio Rank
The Martin Ratio Rank of BBSU.L is 3333
Martin Ratio Rank

XUEK.L
The Risk-Adjusted Performance Rank of XUEK.L is 4444
Overall Rank
The Sharpe Ratio Rank of XUEK.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of XUEK.L is 4242
Sortino Ratio Rank
The Omega Ratio Rank of XUEK.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of XUEK.L is 5151
Calmar Ratio Rank
The Martin Ratio Rank of XUEK.L is 4444
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.

BBSU.L vs. XUEK.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) and Xtrackers S&P Europe ex UK UCITS ETF (XUEK.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.


The current BBSU.L Sharpe Ratio is 0.25, which is lower than the XUEK.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BBSU.L and XUEK.L, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.60
0.66
BBSU.L
XUEK.L

Dividends

BBSU.L vs. XUEK.L - Dividend Comparison

BBSU.L has not paid dividends to shareholders, while XUEK.L's dividend yield for the trailing twelve months is around 2.48%.


TTM20242023202220212020
BBSU.L
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
XUEK.L
Xtrackers S&P Europe ex UK UCITS ETF
2.48%2.86%2.55%4.50%1.45%2.51%

Drawdowns

BBSU.L vs. XUEK.L - Drawdown Comparison

The maximum BBSU.L drawdown since its inception was -25.80%, smaller than the maximum XUEK.L drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for BBSU.L and XUEK.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.72%
-1.11%
BBSU.L
XUEK.L

Volatility

BBSU.L vs. XUEK.L - Volatility Comparison

JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) has a higher volatility of 9.98% compared to Xtrackers S&P Europe ex UK UCITS ETF (XUEK.L) at 7.72%. This indicates that BBSU.L's price experiences larger fluctuations and is considered to be riskier than XUEK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.98%
7.72%
BBSU.L
XUEK.L