EPP vs. BBAX
Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX).
EPP and BBAX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPP is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex-Japan Index. It was launched on Oct 25, 2001. BBAX is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Asia Pacific ex-Japan Target Market Exposure Index. It was launched on Aug 7, 2018. Both EPP and BBAX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPP or BBAX.
Performance
EPP vs. BBAX - Performance Comparison
Returns By Period
In the year-to-date period, EPP achieves a 9.60% return, which is significantly higher than BBAX's 7.47% return.
EPP
9.60%
-2.32%
5.76%
18.94%
4.33%
4.06%
BBAX
7.47%
-2.66%
4.76%
16.29%
4.98%
N/A
Key characteristics
| EPP | BBAX | |
|---|---|---|
| Sharpe Ratio | 1.28 | 1.11 |
| Sortino Ratio | 1.86 | 1.61 |
| Omega Ratio | 1.22 | 1.19 |
| Calmar Ratio | 1.19 | 1.17 |
| Martin Ratio | 6.21 | 5.15 |
| Ulcer Index | 3.22% | 3.36% |
| Daily Std Dev | 15.58% | 15.67% |
| Max Drawdown | -66.01% | -39.64% |
| Current Drawdown | -4.78% | -5.22% |
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EPP vs. BBAX - Expense Ratio Comparison
EPP has a 0.48% expense ratio, which is higher than BBAX's 0.19% expense ratio.
Correlation
The correlation between EPP and BBAX is 0.99, 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.
Risk-Adjusted Performance
EPP vs. BBAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX). 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.
Dividends
EPP vs. BBAX - Dividend Comparison
EPP's dividend yield for the trailing twelve months is around 3.56%, less than BBAX's 4.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 3.56% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% | 4.08% |
BBAX JPMorgan BetaBuilders Developed Asia ex-Japan ETF | 4.35% | 4.17% | 5.06% | 5.47% | 2.57% | 4.07% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPP vs. BBAX - Drawdown Comparison
The maximum EPP drawdown since its inception was -66.01%, which is greater than BBAX's maximum drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for EPP and BBAX. For additional features, visit the drawdowns tool.
Volatility
EPP vs. BBAX - Volatility Comparison
iShares MSCI Pacific ex Japan ETF (EPP) and JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) have volatilities of 4.94% and 5.05%, 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.