BBUD.L vs. JEPG.L
BBUD.L (JPM BetaBuilders US Equity UCITS ETF - USD (dist)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - BBUD.L is a Large Cap Blend Equities fund tracking the Morningstar US Target Market Exposure Index, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. BBUD.L is passively managed, while JEPG.L is actively managed. Over the past year, BBUD.L returned 21.06% vs 5.60% for JEPG.L. At a 0.30 correlation, their price movements are largely independent. BBUD.L charges 0.05%/yr vs 0.35%/yr for JEPG.L.
Performance
BBUD.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, BBUD.L achieves a 9.91% return, which is significantly higher than JEPG.L's 0.31% return.
BBUD.L
- 1D
- 0.06%
- 1M
- 0.07%
- 6M
- 9.53%
- YTD
- 9.91%
- 1Y
- 21.06%
- 3Y*
- 19.99%
- 5Y*
- 12.46%
- 10Y*
- —
JEPG.L
- 1D
- 0.04%
- 1M
- 1.61%
- 6M
- 0.13%
- YTD
- 0.31%
- 1Y
- 5.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBUD.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BBUD.L JPM BetaBuilders US Equity UCITS ETF - USD (dist) | 9.91% | 17.41% | 25.12% | 5.33% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.31% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between BBUD.L and JEPG.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.30 |
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Return for Risk
BBUD.L vs. JEPG.L — Risk / Return Rank
BBUD.L
JEPG.L
BBUD.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BBUD.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 0.64 | +1.82 |
| Martin ratioReturn relative to average drawdown | 10.00 | 1.43 | +8.57 |
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Drawdowns
BBUD.L vs. JEPG.L - Drawdown Comparison
The maximum BBUD.L drawdown since its inception was -34.19%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for BBUD.L and JEPG.L.
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Drawdown Indicators
| BBUD.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -8.74% | -25.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -8.74% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.33% | — | — |
Current DrawdownCurrent decline from peak | -0.66% | -5.17% | +4.51% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -1.90% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 3.91% | -1.79% |
Volatility
BBUD.L vs. JEPG.L - Volatility Comparison
JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L) has a higher volatility of 3.03% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 2.53%. This indicates that BBUD.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBUD.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.53% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 7.06% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 9.25% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 10.90% | +5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 10.90% | +6.83% |
BBUD.L vs. JEPG.L - Expense Ratio Comparison
BBUD.L has a 0.05% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
BBUD.L vs. JEPG.L - Dividend Comparison
BBUD.L's dividend yield for the trailing twelve months is around 1.10%, less than JEPG.L's 8.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BBUD.L JPM BetaBuilders US Equity UCITS ETF - USD (dist) | 1.10% | 1.10% | 1.01% | 1.29% | 1.46% | 0.95% | 1.37% | 0.74% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BBUD.L and JEPG.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBUD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBUD.L is cheaper with a 0.05% expense ratio, compared with 0.35% for JEPG.L.
BBUD.L is categorized as Large Cap Blend Equities, while JEPG.L is Derivative Income. Their fees differ too: 0.05% for BBUD.L and 0.35% for JEPG.L.
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