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JEIA.DE vs. BBUS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEIA.DE vs. BBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE). The values are adjusted to include any dividend payments, if applicable.

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JEIA.DE vs. BBUS.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEIA.DE achieves a 1.29% return, which is significantly higher than BBUS.DE's -3.32% return.


JEIA.DE

1D
0.50%
1M
-3.35%
YTD
1.29%
6M
4.54%
1Y
0.85%
3Y*
5Y*
10Y*

BBUS.DE

1D
1.74%
1M
-3.01%
YTD
-3.32%
6M
-0.44%
1Y
9.96%
3Y*
16.14%
5Y*
11.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEIA.DE vs. BBUS.DE - Expense Ratio Comparison

JEIA.DE has a 0.35% expense ratio, which is higher than BBUS.DE's 0.05% expense ratio.


Return for Risk

JEIA.DE vs. BBUS.DE — Risk / Return Rank

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

JEIA.DE
JEIA.DE Risk / Return Rank: 1313
Overall Rank
JEIA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEIA.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
JEIA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
JEIA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
JEIA.DE Martin Ratio Rank: 1515
Martin Ratio Rank

BBUS.DE
BBUS.DE Risk / Return Rank: 3434
Overall Rank
BBUS.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BBUS.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
BBUS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
BBUS.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
BBUS.DE Martin Ratio Rank: 4141
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.

JEIA.DE vs. BBUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE). 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.


JEIA.DEBBUS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.58

-0.52

Sortino ratio

Return per unit of downside risk

0.17

0.88

-0.71

Omega ratio

Gain probability vs. loss probability

1.03

1.13

-0.11

Calmar ratio

Return relative to maximum drawdown

0.14

1.21

-1.07

Martin ratio

Return relative to average drawdown

0.59

4.16

-3.56

JEIA.DE vs. BBUS.DE - Sharpe Ratio Comparison

The current JEIA.DE Sharpe Ratio is 0.06, which is lower than the BBUS.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of JEIA.DE and BBUS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEIA.DEBBUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.58

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.77

-0.88

Correlation

The correlation between JEIA.DE and BBUS.DE is 0.73, 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.


Dividends

JEIA.DE vs. BBUS.DE - Dividend Comparison

Neither JEIA.DE nor BBUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JEIA.DE vs. BBUS.DE - Drawdown Comparison

The maximum JEIA.DE drawdown since its inception was -18.73%, smaller than the maximum BBUS.DE drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for JEIA.DE and BBUS.DE.


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Drawdown Indicators


JEIA.DEBBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.73%

-34.09%

+15.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-13.36%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

Current Drawdown

Current decline from peak

-6.12%

-5.43%

-0.69%

Average Drawdown

Average peak-to-trough decline

-7.45%

-4.89%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.39%

-0.18%

Volatility

JEIA.DE vs. BBUS.DE - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) is 2.68%, while JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) has a volatility of 3.82%. This indicates that JEIA.DE experiences smaller price fluctuations and is considered to be less risky than BBUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEIA.DEBBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

3.82%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.69%

8.68%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

17.16%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

15.38%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.00%

17.32%

-4.32%