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JEMA vs. BBUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEMA and BBUS is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

JEMA vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.78%
9.98%
JEMA
BBUS

Key characteristics

Sharpe Ratio

JEMA:

0.66

BBUS:

2.20

Sortino Ratio

JEMA:

1.03

BBUS:

2.91

Omega Ratio

JEMA:

1.13

BBUS:

1.41

Calmar Ratio

JEMA:

0.37

BBUS:

3.32

Martin Ratio

JEMA:

2.20

BBUS:

13.92

Ulcer Index

JEMA:

4.83%

BBUS:

2.04%

Daily Std Dev

JEMA:

16.10%

BBUS:

12.88%

Max Drawdown

JEMA:

-39.50%

BBUS:

-35.35%

Current Drawdown

JEMA:

-21.97%

BBUS:

-1.50%

Returns By Period

In the year-to-date period, JEMA achieves a 0.13% return, which is significantly lower than BBUS's 2.11% return.


JEMA

YTD

0.13%

1M

-2.80%

6M

-1.78%

1Y

8.77%

5Y*

N/A

10Y*

N/A

BBUS

YTD

2.11%

1M

2.35%

6M

9.99%

1Y

25.72%

5Y*

14.23%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


JEMA vs. BBUS - Expense Ratio Comparison

JEMA has a 0.39% expense ratio, which is higher than BBUS's 0.02% expense ratio.


JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
Expense ratio chart for JEMA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for BBUS: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

JEMA vs. BBUS — Risk-Adjusted Performance Rank

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

JEMA
The Risk-Adjusted Performance Rank of JEMA is 2323
Overall Rank
The Sharpe Ratio Rank of JEMA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JEMA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of JEMA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JEMA is 2020
Calmar Ratio Rank
The Martin Ratio Rank of JEMA is 2525
Martin Ratio Rank

BBUS
The Risk-Adjusted Performance Rank of BBUS is 8282
Overall Rank
The Sharpe Ratio Rank of BBUS is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BBUS is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BBUS is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BBUS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BBUS is 8484
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.

JEMA vs. BBUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). 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.


Sharpe ratio
The chart of Sharpe ratio for JEMA, currently valued at 0.66, compared to the broader market0.002.004.000.662.20
The chart of Sortino ratio for JEMA, currently valued at 1.03, compared to the broader market0.005.0010.001.032.91
The chart of Omega ratio for JEMA, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.41
The chart of Calmar ratio for JEMA, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.373.32
The chart of Martin ratio for JEMA, currently valued at 2.20, compared to the broader market0.0020.0040.0060.0080.00100.002.2013.92
JEMA
BBUS

The current JEMA Sharpe Ratio is 0.66, which is lower than the BBUS Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of JEMA and BBUS, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.66
2.20
JEMA
BBUS

Dividends

JEMA vs. BBUS - Dividend Comparison

JEMA has not paid dividends to shareholders, while BBUS's dividend yield for the trailing twelve months is around 1.18%.


TTM202420232022202120202019
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
0.00%0.00%2.95%2.68%1.54%0.00%0.00%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.18%1.21%1.39%1.57%1.11%1.42%1.37%

Drawdowns

JEMA vs. BBUS - Drawdown Comparison

The maximum JEMA drawdown since its inception was -39.50%, which is greater than BBUS's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for JEMA and BBUS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.97%
-1.50%
JEMA
BBUS

Volatility

JEMA vs. BBUS - Volatility Comparison

The current volatility for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) is 4.49%, while JP Morgan Betabuilders U.S. Equity ETF (BBUS) has a volatility of 5.08%. This indicates that JEMA experiences smaller price fluctuations and is considered to be less risky than BBUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.49%
5.08%
JEMA
BBUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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