PortfoliosLab logoPortfoliosLab logo
JMAB.L vs. BBDD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMAB.L vs. BBDD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022202120202019
JMAB.L
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF
0.17%5.64%3.60%3.51%-6.11%-1.18%1.75%2.11%
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
-3.02%9.41%27.20%20.72%-10.45%29.23%16.11%2.52%
Different Trading Currencies

JMAB.L is traded in GBP, while BBDD.L is traded in GBp. To make them comparable, the BBDD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JMAB.L achieves a 0.17% return, which is significantly higher than BBDD.L's -3.02% return.


JMAB.L

1D
0.63%
1M
-0.95%
YTD
0.17%
6M
1.81%
1Y
6.23%
3Y*
4.25%
5Y*
2.36%
10Y*

BBDD.L

1D
0.43%
1M
-2.20%
YTD
-3.02%
6M
-0.59%
1Y
14.91%
3Y*
15.85%
5Y*
12.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


JMAB.L vs. BBDD.L - Expense Ratio Comparison

JMAB.L has a 0.39% expense ratio, which is higher than BBDD.L's 0.05% expense ratio.


Return for Risk

JMAB.L vs. BBDD.L — Risk / Return Rank

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

JMAB.L
JMAB.L Risk / Return Rank: 4242
Overall Rank
JMAB.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JMAB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
JMAB.L Omega Ratio Rank: 3535
Omega Ratio Rank
JMAB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
JMAB.L Martin Ratio Rank: 3636
Martin Ratio Rank

BBDD.L
BBDD.L Risk / Return Rank: 6161
Overall Rank
BBDD.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BBDD.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
BBDD.L Omega Ratio Rank: 5050
Omega Ratio Rank
BBDD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
BBDD.L Martin Ratio Rank: 7676
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.

JMAB.L vs. BBDD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.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.


JMAB.LBBDD.LDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.96

-0.11

Sortino ratio

Return per unit of downside risk

1.16

1.39

-0.24

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

1.78

2.69

-0.91

Martin ratio

Return relative to average drawdown

4.21

9.34

-5.13

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

The current JMAB.L Sharpe Ratio is 0.85, which is comparable to the BBDD.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JMAB.L and BBDD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JMAB.LBBDD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.96

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.84

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.85

-0.70

Correlation

The correlation between JMAB.L and BBDD.L is 0.43, 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.


Dividends

JMAB.L vs. BBDD.L - Dividend Comparison

JMAB.L has not paid dividends to shareholders, while BBDD.L's dividend yield for the trailing twelve months is around 1.24%.


TTM2025202420232022202120202019
JMAB.L
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
1.24%1.12%0.99%1.31%1.44%0.94%1.46%0.79%

Drawdowns

JMAB.L vs. BBDD.L - Drawdown Comparison

The maximum JMAB.L drawdown since its inception was -16.21%, smaller than the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for JMAB.L and BBDD.L.


Loading graphics...

Drawdown Indicators


JMAB.LBBDD.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-25.72%

+9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-7.78%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.80%

-21.41%

+7.61%

Current Drawdown

Current decline from peak

-1.80%

-4.99%

+3.19%

Average Drawdown

Average peak-to-trough decline

-7.29%

-3.80%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.24%

-0.31%

Volatility

JMAB.L vs. BBDD.L - Volatility Comparison

The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) is 2.49%, while JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) has a volatility of 3.63%. This indicates that JMAB.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.


Loading graphics...

Volatility by Period


JMAB.LBBDD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

3.63%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

4.55%

8.42%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.32%

15.46%

-8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.68%

14.54%

-5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.59%

16.29%

-6.70%