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IVLU vs. BBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVLU vs. BBEU

Last updated Aug 4, 2026
Documentation

IVLU (iShares MSCI International Value Factor ETF) and BBEU (JPMorgan BetaBuilders Europe ETF) are both exchange-traded funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index, while BBEU is a Europe Equities fund tracking the Morningstar Developed Europe Target Market Exposure Index. Both are passively managed. Over the past 5 years, IVLU returned 15.65%/yr vs 9.68%/yr for BBEU. Their correlation of 0.89 means they have usually moved in the same direction. IVLU charges 0.30%/yr vs 0.09%/yr for BBEU.

Performance

IVLU vs. BBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI International Value Factor ETF (IVLU) and JPMorgan BetaBuilders Europe ETF (BBEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVLU achieves a 16.70% return, which is significantly higher than BBEU's 10.57% return.

IVLU

1D
0.32%
1M
3.19%
6M
8.70%
YTD
16.70%
1Y
37.44%
3Y*
24.12%
5Y*
15.65%
10Y*
11.37%
ALL TIME*
8.80%

BBEU

1D
0.37%
1M
1.26%
6M
4.94%
YTD
10.57%
1Y
25.20%
3Y*
17.74%
5Y*
9.68%
10Y*
—
ALL TIME*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BBEU

JPMorgan BetaBuilders Europe ETF
$15.59M$17.15M$27.91M

IVLU

iShares MSCI International Value Factor ETF
$36.81M$33.42M$39.54M

IVLU vs. BBEU - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IVLU
iShares MSCI International Value Factor ETF		16.70%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-14.10%
BBEU
JPMorgan BetaBuilders Europe ETF		10.57%36.37%1.85%20.31%-14.72%17.50%5.00%23.96%-13.25%

Correlation

The correlation between IVLU and BBEU is 0.89, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.89

The correlation between IVLU and BBEU has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

IVLU vs. BBEU - Sectors Allocation Comparison

Sectors
IVLU
BBEU

Financial Services

29.4%
23.2%

Industrials

17.2%
14.5%

Healthcare

9.8%
11.0%

Technology

8.8%
8.0%

Basic Materials

7.2%
4.0%

Consumer Cyclical

7.1%
4.3%

Consumer Defensive

6.0%
8.1%

Energy

5.6%
3.5%

Utilities

3.6%
2.9%

Communication Services

3.4%
2.5%

Real Estate

1.4%
0.3%

Financial Services

IVLU
29.4%
BBEU
23.2%

Industrials

IVLU
17.2%
BBEU
14.5%

Healthcare

IVLU
9.8%
BBEU
11.0%

Technology

IVLU
8.8%
BBEU
8.0%

Basic Materials

IVLU
7.2%
BBEU
4.0%

Consumer Cyclical

IVLU
7.1%
BBEU
4.3%

Consumer Defensive

IVLU
6.0%
BBEU
8.1%

Energy

IVLU
5.6%
BBEU
3.5%

Utilities

IVLU
3.6%
BBEU
2.9%

Communication Services

IVLU
3.4%
BBEU
2.5%

Real Estate

IVLU
1.4%
BBEU
0.3%

Compare stocks, funds, or ETFs

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

iShares MSCI International Value Factor ETF

JPMorgan BetaBuilders Europe ETF

Often compared with IVLU:
IVLU vs. DFIVIVLU vs. FIVAIVLU vs. VXUSIVLU vs. IDMOIVLU vs. DISVIVLU vs. IEFAIVLU vs. SFNNX
Often compared with BBEU:
BBEU vs. BBAXBBEU vs. SCHYBBEU vs. SCHDBBEU vs. TTAIBBEU vs. VOOBBEU vs. FSPSXBBEU vs. DXJ

Return for Risk

IVLU vs. BBEU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IVLU
IVLU Risk / Return Rank: 8888
Overall Rank
IVLU Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 9191
Sortino Ratio Rank
IVLU Omega Ratio Rank: 9090
Omega Ratio Rank
IVLU Calmar Ratio Rank: 8484
Calmar Ratio Rank
IVLU Martin Ratio Rank: 8585
Martin Ratio Rank
BBEU
BBEU Risk / Return Rank: 6363
Overall Rank
BBEU Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BBEU Sortino Ratio Rank: 6767
Sortino Ratio Rank
BBEU Omega Ratio Rank: 6363
Omega Ratio Rank
BBEU Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBEU Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVLU vs. BBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI International 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IVLUBBEUDifference
Sharpe ratioReturn per unit of total volatility
2.41
1.59

+0.82

Sortino ratioReturn per unit of downside risk
3.27
2.29

+0.98

Omega ratioGain probability vs. loss probability

1.43

1.28

+0.15

Calmar ratioReturn relative to maximum drawdown

3.22

2.07

+1.15

Martin ratioReturn relative to average drawdown

12.31

7.86

+4.46

IVLU vs. BBEU - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.41, which is higher than the BBEU Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IVLU and BBEU, 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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Drawdowns

IVLU vs. BBEU - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, which is greater than BBEU's maximum drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for IVLU and BBEU.

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Drawdown Indicators

IVLUBBEUDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-36.27%

-5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-12.23%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-14.23%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-31.08%

+5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

—

—

Current Drawdown

Current decline from peak

-0.23%

-0.06%

-0.17%

Average Drawdown

Average peak-to-trough decline

-8.48%

-6.04%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.22%

-0.17%

Volatility

IVLU vs. BBEU - Volatility Comparison

iShares MSCI International Value Factor ETF (IVLU) has a higher volatility of 4.80% compared to JPMorgan BetaBuilders Europe ETF (BBEU) at 3.99%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than BBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVLUBBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

3.99%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

13.84%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

15.94%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

17.57%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

19.25%

-1.86%

IVLU vs. BBEU - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is higher than BBEU's 0.09% expense ratio.

Dividends

IVLU vs. BBEU - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.22%, more than BBEU's 2.87% yield.

PositionTTM20252024202320222021202020192018201720162015
BBEU
JPMorgan BetaBuilders Europe ETF		2.87%2.83%4.16%2.94%4.72%2.63%2.29%3.24%0.49%0.00%0.00%0.00%
IVLU
iShares MSCI International Value Factor ETF		3.22%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

Frequently Asked Questions

IVLU and BBEU have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (4.80%) compared to BBEU (3.99%). In terms of maximum drawdown, IVLU dropped -41.85% vs BBEU's -36.27%.

On 5-year performance, IVLU leads with 15.65% vs 9.68% for BBEU. On fees, BBEU is cheaper at 0.09% per year. On volatility, BBEU has been the lower-risk option at 3.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IVLU has performed better with a 15.65% return vs 9.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBEU is cheaper with a 0.09% expense ratio, compared with 0.30% for IVLU.

IVLU has the higher dividend yield at 3.22%, compared with 2.87% for BBEU.

IVLU is categorized as Foreign Large Cap Equities, while BBEU is Europe Equities. IVLU tracks MSCI World ex USA Enhanced Value Index, while BBEU tracks Morningstar Developed Europe Target Market Exposure Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.30% for IVLU and 0.09% for BBEU.

IVLU currently has the higher Sharpe Ratio (2.41 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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