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JPCT.DE vs. BBCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPCT.DE vs. BBCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Invesco Global Buyback Achievers UCITS ETF (BBCK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JPCT.DE having a 7.39% return and BBCK.DE slightly lower at 7.16%.


JPCT.DE

1D
0.24%
1M
4.31%
YTD
7.39%
6M
7.70%
1Y
18.63%
3Y*
15.09%
5Y*
11.53%
10Y*

BBCK.DE

1D
0.98%
1M
1.42%
YTD
7.16%
6M
8.41%
1Y
21.98%
3Y*
18.50%
5Y*
10.80%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPCT.DE vs. BBCK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JPCT.DE
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)
7.39%6.84%24.37%19.66%-14.19%34.64%2.14%
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
7.16%16.70%19.10%11.74%-6.44%30.65%4.72%

Correlation

The correlation between JPCT.DE and BBCK.DE is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.74

The correlation between JPCT.DE and BBCK.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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Return for Risk

JPCT.DE vs. BBCK.DE — Risk / Return Rank

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

JPCT.DE
JPCT.DE Risk / Return Rank: 4747
Overall Rank
JPCT.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JPCT.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
JPCT.DE Omega Ratio Rank: 4747
Omega Ratio Rank
JPCT.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
JPCT.DE Martin Ratio Rank: 5151
Martin Ratio Rank

BBCK.DE
BBCK.DE Risk / Return Rank: 6666
Overall Rank
BBCK.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BBCK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBCK.DE Omega Ratio Rank: 5555
Omega Ratio Rank
BBCK.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
BBCK.DE Martin Ratio Rank: 7777
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.

JPCT.DE vs. BBCK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Invesco Global Buyback Achievers UCITS ETF (BBCK.DE). 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.


JPCT.DEBBCK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.11

4.97

-2.86

Martin ratioReturn relative to average drawdown

8.45

14.50

-6.05

JPCT.DE vs. BBCK.DE - Sharpe Ratio Comparison

The current JPCT.DE Sharpe Ratio is 1.59, which is comparable to the BBCK.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of JPCT.DE and BBCK.DE, 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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Sharpe Ratios by Period


JPCT.DEBBCK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.88

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.75

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.86

+0.10

Drawdowns

JPCT.DE vs. BBCK.DE - Drawdown Comparison

The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum BBCK.DE drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and BBCK.DE.


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Drawdown Indicators


JPCT.DEBBCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.18%

-33.23%

+11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-4.40%

-4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-22.18%

-21.54%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-21.54%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.23%

Current Drawdown

Current decline from peak

-0.17%

0.00%

-0.17%

Average Drawdown

Average peak-to-trough decline

-4.13%

-4.61%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.51%

+0.69%

Volatility

JPCT.DE vs. BBCK.DE - Volatility Comparison

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) have volatilities of 2.80% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPCT.DEBBCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.79%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

7.81%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

11.63%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

15.39%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

18.85%

-4.96%

JPCT.DE vs. BBCK.DE - Expense Ratio Comparison

JPCT.DE has a 0.19% expense ratio, which is lower than BBCK.DE's 0.39% expense ratio.


Dividends

JPCT.DE vs. BBCK.DE - Dividend Comparison

JPCT.DE has not paid dividends to shareholders, while BBCK.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018201720162015
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
1.69%1.88%1.79%1.75%1.97%1.18%1.61%1.84%1.35%1.18%1.63%1.28%
JPCT.DE
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPCT.DE and BBCK.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.39% for BBCK.DE.

JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity, while BBCK.DE tracks Nasdaq Global Buyback Achievers. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.19% for JPCT.DE and 0.39% for BBCK.DE.

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