JGEP.L vs. BBDD.L
JGEP.L (JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc)) and BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) are both exchange-traded funds - JGEP.L is a Global Equities fund actively managed by JPMorgan, while BBDD.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. JGEP.L is actively managed, while BBDD.L is passively managed. Over the past 3 years, JGEP.L returned 18.19%/yr vs 18.24%/yr for BBDD.L. A 0.74 correlation means they provide meaningful diversification when combined. JGEP.L charges 0.25%/yr vs 0.05%/yr for BBDD.L.
Performance
JGEP.L vs. BBDD.L - Performance Comparison
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Returns By Period
In the year-to-date period, JGEP.L achieves a 9.27% return, which is significantly higher than BBDD.L's 8.77% return.
JGEP.L
- 1D
- -1.13%
- 1M
- -0.51%
- 6M
- 7.68%
- YTD
- 9.27%
- 1Y
- 20.40%
- 3Y*
- 18.19%
- 5Y*
- —
- 10Y*
- —
BBDD.L
- 1D
- -0.95%
- 1M
- -0.82%
- 6M
- 7.27%
- YTD
- 8.77%
- 1Y
- 19.03%
- 3Y*
- 18.24%
- 5Y*
- 12.86%
- 10Y*
- —
JGEP.L vs. BBDD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JGEP.L JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) | 9.27% | 17.65% | 20.96% | 24.74% | -17.30% | 1.73% |
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 8.77% | 9.41% | 27.20% | 20.72% | -10.45% | -0.21% |
Correlation
The correlation between JGEP.L and BBDD.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.74 |
The correlation between JGEP.L and BBDD.L has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
JGEP.L vs. BBDD.L — Risk / Return Rank
JGEP.L
BBDD.L
JGEP.L vs. BBDD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). 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.
| JGEP.L | BBDD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.44 | +0.19 |
| Martin ratioReturn relative to average drawdown | 11.14 | 8.31 | +2.83 |
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Drawdowns
JGEP.L vs. BBDD.L - Drawdown Comparison
The maximum JGEP.L drawdown since its inception was -22.38%, smaller than the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for JGEP.L and BBDD.L.
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Drawdown Indicators
| JGEP.L | BBDD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.38% | -25.72% | +3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -7.78% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -21.41% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.41% | — |
Current DrawdownCurrent decline from peak | -1.18% | -1.91% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -3.67% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.28% | -0.45% |
Volatility
JGEP.L vs. BBDD.L - Volatility Comparison
The current volatility for JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) is 2.84%, while JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) has a volatility of 3.19%. This indicates that JGEP.L experiences smaller price fluctuations and is considered to be less risky than BBDD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGEP.L | BBDD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.19% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 7.97% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 11.17% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 14.56% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 16.06% | -0.57% |
JGEP.L vs. BBDD.L - Expense Ratio Comparison
JGEP.L has a 0.25% expense ratio, which is higher than BBDD.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JGEP.L vs. BBDD.L - Dividend Comparison
JGEP.L has not paid dividends to shareholders, while BBDD.L's dividend yield for the trailing twelve months is around 1.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 1.12% | 1.12% | 0.99% | 1.31% | 1.44% | 0.94% | 1.46% | 0.79% |
JGEP.L JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGEP.L and BBDD.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBDD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.25% for JGEP.L.
JGEP.L is categorized as Global Equities, while BBDD.L is Large Cap Blend Equities. Their fees differ too: 0.25% for JGEP.L and 0.05% for BBDD.L.
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