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BBUS.DE vs. SPYM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBUS.DE vs. SPYM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE). The values are adjusted to include any dividend payments, if applicable.

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BBUS.DE vs. SPYM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBUS.DE
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
-3.32%4.72%32.23%23.40%-15.59%38.84%9.02%14.07%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
6.38%19.08%14.04%6.06%-14.90%5.27%6.28%5.18%

Returns By Period

In the year-to-date period, BBUS.DE achieves a -3.32% return, which is significantly lower than SPYM.DE's 6.38% return.


BBUS.DE

1D
1.74%
1M
-3.01%
YTD
-3.32%
6M
-0.44%
1Y
9.96%
3Y*
16.14%
5Y*
11.62%
10Y*

SPYM.DE

1D
3.16%
1M
-5.33%
YTD
6.38%
6M
10.30%
1Y
25.79%
3Y*
14.57%
5Y*
4.64%
10Y*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBUS.DE vs. SPYM.DE - Expense Ratio Comparison

BBUS.DE has a 0.05% expense ratio, which is lower than SPYM.DE's 0.18% 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%.


Return for Risk

BBUS.DE vs. SPYM.DE — Risk / Return Rank

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

BBUS.DE
BBUS.DE Risk / Return Rank: 3434
Overall Rank
BBUS.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BBUS.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
BBUS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
BBUS.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
BBUS.DE Martin Ratio Rank: 4141
Martin Ratio Rank

SPYM.DE
SPYM.DE Risk / Return Rank: 7575
Overall Rank
SPYM.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 7777
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.

BBUS.DE vs. SPYM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE). 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.


BBUS.DESPYM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.39

-0.81

Sortino ratio

Return per unit of downside risk

0.88

1.89

-1.00

Omega ratio

Gain probability vs. loss probability

1.13

1.27

-0.14

Calmar ratio

Return relative to maximum drawdown

1.21

2.56

-1.35

Martin ratio

Return relative to average drawdown

4.16

8.71

-4.55

BBUS.DE vs. SPYM.DE - Sharpe Ratio Comparison

The current BBUS.DE Sharpe Ratio is 0.58, which is lower than the SPYM.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BBUS.DE and SPYM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBUS.DESPYM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.39

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.28

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.28

+0.49

Correlation

The correlation between BBUS.DE and SPYM.DE 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.


Dividends

BBUS.DE vs. SPYM.DE - Dividend Comparison

Neither BBUS.DE nor SPYM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BBUS.DE vs. SPYM.DE - Drawdown Comparison

The maximum BBUS.DE drawdown since its inception was -34.09%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for BBUS.DE and SPYM.DE.


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Drawdown Indicators


BBUS.DESPYM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.09%

-36.28%

+2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-13.44%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-23.86%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

Current Drawdown

Current decline from peak

-5.43%

-7.55%

+2.12%

Average Drawdown

Average peak-to-trough decline

-4.89%

-10.05%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

3.05%

-0.66%

Volatility

BBUS.DE vs. SPYM.DE - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) is 3.82%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.44%. This indicates that BBUS.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBUS.DESPYM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

7.44%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

13.29%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

18.54%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

16.31%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

18.25%

-0.93%