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

Performance

JRDE.L vs. BBDD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.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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JRDE.L vs. BBDD.L - Yearly Performance Comparison


2026 (YTD)202520242023
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)
1.66%-2,838.64%-1,685.03%201.15%
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
-3.43%9.41%27.20%17.41%

Returns By Period

In the year-to-date period, JRDE.L achieves a 1.66% return, which is significantly higher than BBDD.L's -3.43% return.


JRDE.L

1D
2.41%
1M
-4.35%
YTD
1.66%
6M
49.85%
1Y
-1,951.01%
3Y*
985.71%
5Y*
10Y*

BBDD.L

1D
1.60%
1M
-3.22%
YTD
-3.43%
6M
-0.36%
1Y
14.56%
3Y*
15.83%
5Y*
12.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

JRDE.L has a 0.25% 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%.


Return for Risk

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

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

JRDE.L

BBDD.L
BBDD.L Risk / Return Rank: 5555
Overall Rank
BBDD.L Sharpe Ratio Rank: 5050
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: 6868
Calmar Ratio Rank
BBDD.L Martin Ratio Rank: 5959
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.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.


JRDE.LBBDD.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

Sortino ratio

Return per unit of downside risk

-0.54

1.37

-1.91

Omega ratio

Gain probability vs. loss probability

0.60

1.20

-0.60

Calmar ratio

Return relative to maximum drawdown

-234.68

1.85

-236.54

Martin ratio

Return relative to average drawdown

-17.51

6.24

-23.75

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


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Sharpe Ratios by Period


JRDE.LBBDD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

27.14

0.84

+26.30

Correlation

The correlation between JRDE.L and BBDD.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JRDE.L vs. BBDD.L - Dividend Comparison

JRDE.L's dividend yield for the trailing twelve months is around 192.18%, more than BBDD.L's 1.24% yield.


TTM2025202420232022202120202019
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)
192.18%217.84%269.30%111.49%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

JRDE.L vs. BBDD.L - Drawdown Comparison

The maximum JRDE.L drawdown since its inception was -2,556.19%, which is greater than BBDD.L's maximum drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for JRDE.L and BBDD.L.


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Drawdown Indicators


JRDE.LBBDD.LDifference

Max Drawdown

Largest peak-to-trough decline

-2,556.19%

-25.72%

-2,530.47%

Max Drawdown (1Y)

Largest decline over 1 year

-809.96%

-10.75%

-799.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.41%

Current Drawdown

Current decline from peak

-17.68%

-5.40%

-12.28%

Average Drawdown

Average peak-to-trough decline

-435.27%

-3.79%

-431.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

289.32%

2.31%

+287.01%

Volatility

JRDE.L vs. BBDD.L - Volatility Comparison

JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) has a higher volatility of 5.90% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) at 3.78%. This indicates that JRDE.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


JRDE.LBBDD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

3.78%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

38.55%

8.41%

+30.14%

Volatility (1Y)

Calculated over the trailing 1-year period

636.48%

15.52%

+620.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

579.34%

14.54%

+564.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

579.34%

16.29%

+563.05%