JPSC.DE vs. BBDD.L
Compare and contrast key facts about JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L).
JPSC.DE and BBDD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPSC.DE is a passively managed fund by JPMorgan that tracks the performance of the Morningstar US Small Cap Target Market Exposure. It was launched on Aug 16, 2022. BBDD.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 3, 2019. Both JPSC.DE and BBDD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPSC.DE or BBDD.L.
Key characteristics
| JPSC.DE | BBDD.L | |
|---|---|---|
| YTD Return | 24.68% | 24.84% |
| 1Y Return | 43.14% | 30.98% |
| Sharpe Ratio | 2.37 | 2.65 |
| Sortino Ratio | 3.41 | 3.84 |
| Omega Ratio | 1.45 | 1.52 |
| Calmar Ratio | 3.28 | 4.56 |
| Martin Ratio | 11.94 | 17.89 |
| Ulcer Index | 3.38% | 1.72% |
| Daily Std Dev | 17.32% | 11.55% |
| Max Drawdown | -18.15% | -25.72% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JPSC.DE and BBDD.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JPSC.DE vs. BBDD.L - Performance Comparison
The year-to-date returns for both investments are quite close, with JPSC.DE having a 24.68% return and BBDD.L slightly higher at 24.84%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPSC.DE vs. BBDD.L - Expense Ratio Comparison
JPSC.DE has a 0.14% 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%.
Risk-Adjusted Performance
JPSC.DE vs. BBDD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) 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.
Dividends
JPSC.DE vs. BBDD.L - Dividend Comparison
Neither JPSC.DE nor BBDD.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% |
Drawdowns
JPSC.DE vs. BBDD.L - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -18.15%, smaller than the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and BBDD.L. For additional features, visit the drawdowns tool.
Volatility
JPSC.DE vs. BBDD.L - Volatility Comparison
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a higher volatility of 5.49% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) at 3.30%. This indicates that JPSC.DE's price experiences larger fluctuations and is considered to be riskier than BBDD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.