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

Performance

JPTC.L vs. BBDD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.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, JPTC.L achieves a -3.48% return, which is significantly lower than BBDD.L's -3.02% return.


JPTC.L

1D
0.08%
1M
-3.17%
YTD
-3.48%
6M
-0.65%
1Y
23.48%
3Y*
12.70%
5Y*
10.51%
10Y*

BBDD.L

1D
0.43%
1M
-2.86%
YTD
-3.02%
6M
-0.71%
1Y
25.00%
3Y*
15.85%
5Y*
12.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
JPTC.L
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)
-3.48%11.44%20.36%16.17%-8.74%25.32%0.92%
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
-3.02%9.41%27.20%20.72%-10.45%29.23%1.27%

Correlation

The correlation between JPTC.L and BBDD.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


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

JPTC.L has a 0.19% 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%.


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Return for Risk

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

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

JPTC.L

BBDD.L
BBDD.L Risk / Return Rank: 5959
Overall Rank
BBDD.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BBDD.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
BBDD.L Omega Ratio Rank: 5050
Omega Ratio Rank
BBDD.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
BBDD.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.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.


JPTC.LBBDD.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.96

+0.01

Sortino ratio

Return per unit of downside risk

1.43

1.39

+0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

2.23

2.69

-0.46

Martin ratio

Return relative to average drawdown

9.30

9.34

-0.03

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

The current JPTC.L Sharpe Ratio is 0.97, which is comparable to the BBDD.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JPTC.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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Sharpe Ratios by Period


JPTC.LBBDD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.96

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.84

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.85

+0.12

Drawdowns

JPTC.L vs. BBDD.L - Drawdown Comparison

The maximum JPTC.L drawdown since its inception was -19.17%, smaller than the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for JPTC.L and BBDD.L.


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Volatility

JPTC.L vs. BBDD.L - Volatility Comparison

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) has a higher volatility of 4.53% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) at 3.63%. This indicates that JPTC.L'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.


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Volatility by Period


JPTC.LBBDD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

3.63%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

8.42%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

15.46%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

14.54%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

16.29%

-0.91%

Dividends

JPTC.L vs. BBDD.L - Dividend Comparison

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


TTM2025202420232022202120202019
JPTC.L
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%
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%