JIDE vs. BKIE

Last updated Jul 8, 2026

JIDE (JPMorgan International Dynamic ETF) and BKIE (BNY Mellon International Equity ETF) are both Foreign Large Cap Equities funds. JIDE is actively managed, while BKIE is passively managed. With a 0.96 correlation, they move nearly in lockstep. JIDE charges 0.55%/yr vs 0.04%/yr for BKIE.

Performance

JIDE vs. BKIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Dynamic ETF (JIDE) and BNY Mellon International Equity ETF (BKIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JIDE

• 1D: -1.37%
• 1M: 4.11%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BKIE

• 1D: -1.02%
• 1M: 3.43%
• 6M: 7.84%
• YTD: 10.25%
• 1Y: 22.97%
• 3Y*: 18.04%
• 5Y*: 10.05%
• 10Y*: —

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

JIDE vs. BKIE - Yearly Performance Comparison

	2026 (YTD)
JIDE JPMorgan International Dynamic ETF	2.33%
BKIE BNY Mellon International Equity ETF	3.89%

Correlation

The correlation between JIDE and BKIE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 28, 2026	0.96

Return for Risk

JIDE vs. BKIE — Risk / Return Rank

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

JIDE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BKIE

BKIE Risk / Return Rank: 51
BKIE Sharpe Ratio Rank: 53
BKIE Sortino Ratio Rank: 53
BKIE Omega Ratio Rank: 51
BKIE Calmar Ratio Rank: 47
BKIE Martin Ratio Rank: 53

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.

JIDE vs. BKIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) and BNY Mellon International Equity ETF (BKIE). 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.

	JIDE	BKIE	Difference
Sharpe ratio: Return per unit of total volatility	—	1.52	—
Sortino ratio: Return per unit of downside risk	—	2.18	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.02	—
Martin ratio: Return relative to average drawdown	—	7.77	—

Drawdowns

JIDE vs. BKIE - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, smaller than the maximum BKIE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for JIDE and BKIE.

Drawdown Indicators

	JIDE	BKIE	Difference
Max Drawdown Largest peak-to-trough decline	-12.69%	-28.19%	+15.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.19%	—
Current Drawdown Current decline from peak	-3.11%	-1.02%	-2.09%
Average Drawdown Average peak-to-trough decline	-4.61%	-4.92%	+0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.97%	—

Volatility

Volatility by Period

	JIDE	BKIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.03%	15.20%	+5.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.03%	16.23%	+4.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	16.35%	+4.68%

JIDE vs. BKIE - Expense Ratio Comparison

JIDE has a 0.55% expense ratio, which is higher than BKIE's 0.04% expense ratio.

Dividends

JIDE vs. BKIE - Dividend Comparison

JIDE has not paid dividends to shareholders, while BKIE's dividend yield for the trailing twelve months is around 3.19%.

Position	TTM	2025	2024	2023	2022	2021	2020
BKIE BNY Mellon International Equity ETF	3.19%	3.12%	3.31%	2.88%	2.97%	2.58%	1.49%
JIDE JPMorgan International Dynamic ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JIDE and BKIE in my portfolio?

With a correlation of 0.96, JIDE and BKIE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, JIDE or BKIE?

On fees, BKIE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JIDE or BKIE?

BKIE is cheaper with a 0.04% expense ratio, compared with 0.55% for JIDE.

Which ETF pays a higher dividend yield, JIDE or BKIE?

BKIE has the higher dividend yield at 3.19%, compared with 0.00% for JIDE.

What is the main difference between JIDE and BKIE?

They also come from different issuers: JPMorgan and BNY Mellon. Their fees differ too: 0.55% for JIDE and 0.04% for BKIE.