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

Performance

BBUS.L vs. JEQP.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 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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Different Trading Currencies

BBUS.L is traded in USD, while JEQP.L is traded in GBp. To make them comparable, the JEQP.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 JEQP.L's 9.09% 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*

JEQP.L

1D
0.00%
1M
4.29%
YTD
9.09%
6M
10.41%
1Y
28.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between BBUS.L and JEQP.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.78

The correlation between BBUS.L and JEQP.L has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

BBUS.L vs. JEQP.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

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.

BBUS.L vs. JEQP.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 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.


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

-0.09

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.43

1.47

-0.04

Calmar ratioReturn relative to maximum drawdown

3.16

3.34

-0.18

Martin ratioReturn relative to average drawdown

13.61

14.81

-1.20

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

The current BBUS.L Sharpe Ratio is 2.35, which is comparable to the JEQP.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of BBUS.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


BBUS.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.44

-0.09

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

1.11

-0.22

Drawdowns

BBUS.L vs. JEQP.L - Drawdown Comparison

The maximum BBUS.L drawdown since its inception was -34.26%, which is greater than JEQP.L's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for BBUS.L and JEQP.L.


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Drawdown Indicators


BBUS.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-20.32%

-13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-8.61%

-0.01%

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%

0.00%

-0.46%

Average Drawdown

Average peak-to-trough decline

-5.40%

-2.81%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.94%

+0.07%

Volatility

BBUS.L vs. JEQP.L - Volatility Comparison

BetaBuilders US Equity UCITS USD Acc (BBUS.L) has a higher volatility of 3.23% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.55%. This indicates that BBUS.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


BBUS.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

1.55%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

8.76%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

11.76%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

15.48%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

15.48%

+2.38%

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

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


Dividends

BBUS.L vs. JEQP.L - Dividend Comparison

BBUS.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


BBUS.L and JEQP.L have a correlation of 0.75, 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 JEQP.L.

BBUS.L is categorized as Large Cap Blend Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.04% for BBUS.L and 0.35% for JEQP.L.

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