PortfoliosLab logoPortfoliosLab logo
BBUS.L vs. JEGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBUS.L vs. JEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BetaBuilders US Equity UCITS USD Acc (BBUS.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BBUS.L is traded in USD, while JEGP.L is traded in GBp. To make them comparable, the JEGP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BBUS.L achieves a 10.13% return, which is significantly higher than JEGP.L's -2.11% return.


BBUS.L

1D
0.07%
1M
4.56%
YTD
10.13%
6M
10.79%
1Y
27.37%
3Y*
22.24%
5Y*
13.29%
10Y*

JEGP.L

1D
0.54%
1M
0.12%
YTD
-2.11%
6M
-0.35%
1Y
1.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBUS.L vs. JEGP.L - Yearly Performance Comparison


2026 (YTD)202520242023
BBUS.L
BetaBuilders US Equity UCITS USD Acc
10.13%17.54%24.99%4.91%
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
-2.11%12.61%7.69%1.79%

Correlation

The correlation between BBUS.L and JEGP.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.17

The correlation between BBUS.L and JEGP.L shifts across timeframes, from 0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BBUS.L vs. JEGP.L — Risk / Return Rank

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

BBUS.L
BBUS.L Risk / Return Rank: 7272
Overall Rank
BBUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BBUS.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
BBUS.L Omega Ratio Rank: 7474
Omega Ratio Rank
BBUS.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBUS.L Martin Ratio Rank: 7373
Martin Ratio Rank

JEGP.L
JEGP.L Risk / Return Rank: 1313
Overall Rank
JEGP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1212
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1313
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.L vs. JEGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaBuilders US Equity UCITS USD Acc (BBUS.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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.


BBUS.LJEGP.LDifference
Sharpe ratioReturn per unit of total volatility

+2.19

Sortino ratioReturn per unit of downside risk

+3.12

Omega ratioGain probability vs. loss probability

1.43

1.03

+0.40

Calmar ratioReturn relative to maximum drawdown

3.16

0.16

+3.00

Martin ratioReturn relative to average drawdown

13.61

0.42

+13.19

BBUS.L vs. JEGP.L - Sharpe Ratio Comparison

The current BBUS.L Sharpe Ratio is 2.35, which is higher than the JEGP.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of BBUS.L and JEGP.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.


Loading charts...

Sharpe Ratios by Period


BBUS.LJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

0.16

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.79

+0.10

Drawdowns

BBUS.L vs. JEGP.L - Drawdown Comparison

The maximum BBUS.L drawdown since its inception was -34.26%, which is greater than JEGP.L's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for BBUS.L and JEGP.L.


Loading charts...

Drawdown Indicators


BBUS.LJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-8.54%

-25.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-8.54%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.33%

Current Drawdown

Current decline from peak

-0.46%

-7.69%

+7.23%

Average Drawdown

Average peak-to-trough decline

-5.40%

-1.59%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.27%

-1.26%

Volatility

BBUS.L vs. JEGP.L - Volatility Comparison

BetaBuilders US Equity UCITS USD Acc (BBUS.L) has a higher volatility of 3.23% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.80%. This indicates that BBUS.L's price experiences larger fluctuations and is considered to be riskier than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BBUS.LJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

2.80%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

6.66%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

8.52%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

9.97%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

9.97%

+7.89%

BBUS.L vs. JEGP.L - Expense Ratio Comparison

BBUS.L has a 0.04% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.


Dividends

BBUS.L vs. JEGP.L - Dividend Comparison

BBUS.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.82%.


Frequently Asked Questions


BBUS.L and JEGP.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBUS.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBUS.L is cheaper with a 0.04% expense ratio, compared with 0.35% for JEGP.L.

BBUS.L is categorized as Large Cap Blend Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.04% for BBUS.L and 0.35% for JEGP.L.

Portfolio Optimizer

Find the right allocation for BBUS.L and JEGP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer