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EASG vs. BBIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EASG and BBIN is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

EASG vs. BBIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and JPMorgan BetaBuilders International Equity ETF (BBIN). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%50.00%December2025FebruaryMarchAprilMay
40.54%
48.82%
EASG
BBIN

Key characteristics

Sharpe Ratio

EASG:

0.33

BBIN:

0.59

Sortino Ratio

EASG:

0.63

BBIN:

1.01

Omega Ratio

EASG:

1.08

BBIN:

1.14

Calmar Ratio

EASG:

0.39

BBIN:

0.82

Martin Ratio

EASG:

1.04

BBIN:

2.39

Ulcer Index

EASG:

6.00%

BBIN:

4.79%

Daily Std Dev

EASG:

17.49%

BBIN:

18.11%

Max Drawdown

EASG:

-32.06%

BBIN:

-33.37%

Current Drawdown

EASG:

-1.98%

BBIN:

-0.48%

Returns By Period

In the year-to-date period, EASG achieves a 10.00% return, which is significantly lower than BBIN's 13.58% return.


EASG

YTD

10.00%

1M

9.14%

6M

6.45%

1Y

5.71%

5Y*

10.32%

10Y*

N/A

BBIN

YTD

13.58%

1M

9.23%

6M

10.09%

1Y

10.66%

5Y*

11.98%

10Y*

N/A

*Annualized

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EASG vs. BBIN - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is higher than BBIN's 0.07% expense ratio. However, 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

EASG vs. BBIN — Risk-Adjusted Performance Rank

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

EASG
The Risk-Adjusted Performance Rank of EASG is 4545
Overall Rank
The Sharpe Ratio Rank of EASG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EASG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of EASG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of EASG is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EASG is 4242
Martin Ratio Rank

BBIN
The Risk-Adjusted Performance Rank of BBIN is 6969
Overall Rank
The Sharpe Ratio Rank of BBIN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BBIN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of BBIN is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BBIN is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BBIN is 6767
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.

EASG vs. BBIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and JPMorgan BetaBuilders International Equity ETF (BBIN). 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 EASG Sharpe Ratio is 0.33, which is lower than the BBIN Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EASG and BBIN, 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 Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
0.33
0.59
EASG
BBIN

Dividends

EASG vs. BBIN - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 2.67%, less than BBIN's 3.02% yield.


TTM2024202320222021202020192018
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
2.67%2.93%2.51%2.47%2.69%1.70%2.94%0.85%
BBIN
JPMorgan BetaBuilders International Equity ETF
3.02%3.41%3.20%2.83%3.54%1.07%0.09%0.00%

Drawdowns

EASG vs. BBIN - Drawdown Comparison

The maximum EASG drawdown since its inception was -32.06%, roughly equal to the maximum BBIN drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EASG and BBIN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.98%
-0.48%
EASG
BBIN

Volatility

EASG vs. BBIN - Volatility Comparison

Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and JPMorgan BetaBuilders International Equity ETF (BBIN) have volatilities of 4.59% and 4.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
4.59%
4.78%
EASG
BBIN