IVLU vs. BBEU
Compare and contrast key facts about iShares MSCI Intl Value Factor ETF (IVLU) and JPMorgan BetaBuilders Europe ETF (BBEU).
IVLU and BBEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. BBEU is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Europe Target Market Exposure Index. It was launched on Jun 15, 2018. Both IVLU and BBEU 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: IVLU or BBEU.
Key characteristics
| IVLU | BBEU | |
|---|---|---|
| YTD Return | 7.03% | 3.54% |
| 1Y Return | 16.17% | 14.59% |
| 3Y Return (Ann) | 6.27% | 1.92% |
| 5Y Return (Ann) | 6.61% | 6.55% |
| Sharpe Ratio | 1.28 | 1.14 |
| Sortino Ratio | 1.77 | 1.63 |
| Omega Ratio | 1.22 | 1.20 |
| Calmar Ratio | 2.08 | 1.62 |
| Martin Ratio | 6.92 | 5.84 |
| Ulcer Index | 2.41% | 2.56% |
| Daily Std Dev | 13.05% | 13.12% |
| Max Drawdown | -41.86% | -36.26% |
| Current Drawdown | -7.13% | -9.22% |
Correlation
The correlation between IVLU and BBEU is 0.89, 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
IVLU vs. BBEU - Performance Comparison
In the year-to-date period, IVLU achieves a 7.03% return, which is significantly higher than BBEU's 3.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IVLU vs. BBEU - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is higher than BBEU's 0.09% expense ratio.
Risk-Adjusted Performance
IVLU vs. BBEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and JPMorgan BetaBuilders Europe ETF (BBEU). 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
IVLU vs. BBEU - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 4.55%, more than BBEU's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 4.55% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
BBEU JPMorgan BetaBuilders Europe ETF | 3.10% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVLU vs. BBEU - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.86%, which is greater than BBEU's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for IVLU and BBEU. For additional features, visit the drawdowns tool.
Volatility
IVLU vs. BBEU - Volatility Comparison
The current volatility for iShares MSCI Intl Value Factor ETF (IVLU) is 4.13%, while JPMorgan BetaBuilders Europe ETF (BBEU) has a volatility of 4.64%. This indicates that IVLU experiences smaller price fluctuations and is considered to be less risky than BBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.