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JGEP.L vs. BBDD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGEP.L vs. BBDD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGEP.L vs. BBDD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

JGEP.L
JGEP.L Risk / Return Rank: 7575
Overall Rank
JGEP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JGEP.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JGEP.L Omega Ratio Rank: 7474
Omega Ratio Rank
JGEP.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
JGEP.L Martin Ratio Rank: 8080
Martin Ratio Rank

BBDD.L
BBDD.L Risk / Return Rank: 6464
Overall Rank
BBDD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBDD.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
BBDD.L Omega Ratio Rank: 6767
Omega Ratio Rank
BBDD.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBDD.L Martin Ratio Rank: 6161
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.

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.LBBDD.LDifference
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

JGEP.L vs. BBDD.L - Sharpe Ratio Comparison

The current JGEP.L Sharpe Ratio is 1.76, which is comparable to the BBDD.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of JGEP.L and BBDD.L, 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

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.LBBDD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.18%

-1.91%

+0.73%

Average Drawdown

Average peak-to-trough decline

-5.26%

-3.67%

-1.59%

Ulcer Index

Depth 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.LBBDD.LDifference

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%.


PositionTTM2025202420232022202120202019
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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