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

Performance

JURE.L vs. BBDD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JURE.L achieves a 9.76% return, which is significantly lower than BBDD.L's 10.30% return.


JURE.L

1D
0.00%
1M
4.89%
YTD
9.76%
6M
9.91%
1Y
28.08%
3Y*
18.48%
5Y*
14.89%
10Y*

BBDD.L

1D
0.06%
1M
5.57%
YTD
10.30%
6M
10.10%
1Y
28.61%
3Y*
19.09%
5Y*
14.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)
9.76%8.38%27.17%21.34%-9.44%32.51%15.58%12.30%
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
10.30%9.41%27.20%20.72%-10.45%29.23%16.11%11.88%

Correlation

The correlation between JURE.L and BBDD.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2019

0.99

The correlation between JURE.L and BBDD.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

JURE.L vs. BBDD.L - Sectors Allocation Comparison


Sectors
JURE.L
BBDD.L

Technology

35.7%
35.4%

Financial Services

11.6%
11.8%

Communication Services

11.1%
11.5%

Consumer Cyclical

11.1%
10.1%

Healthcare

8.6%
8.6%

Industrials

8.2%
8.4%

Consumer Defensive

4.2%
4.8%

Energy

3.5%
3.6%

Utilities

2.4%
2.3%

Real Estate

1.9%
1.8%

Basic Materials

1.9%
1.7%

Technology

JURE.L
35.7%
BBDD.L
35.4%

Financial Services

JURE.L
11.6%
BBDD.L
11.8%

Communication Services

JURE.L
11.1%
BBDD.L
11.5%

Consumer Cyclical

JURE.L
11.1%
BBDD.L
10.1%

Healthcare

JURE.L
8.6%
BBDD.L
8.6%

Industrials

JURE.L
8.2%
BBDD.L
8.4%

Consumer Defensive

JURE.L
4.2%
BBDD.L
4.8%

Energy

JURE.L
3.5%
BBDD.L
3.6%

Utilities

JURE.L
2.4%
BBDD.L
2.3%

Real Estate

JURE.L
1.9%
BBDD.L
1.8%

Basic Materials

JURE.L
1.9%
BBDD.L
1.7%

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

JURE.L
JURE.L Risk / Return Rank: 8181
Overall Rank
JURE.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
JURE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
JURE.L Omega Ratio Rank: 8484
Omega Ratio Rank
JURE.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
JURE.L Martin Ratio Rank: 7979
Martin Ratio Rank

BBDD.L
BBDD.L Risk / Return Rank: 7979
Overall Rank
BBDD.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BBDD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
BBDD.L Omega Ratio Rank: 8484
Omega Ratio Rank
BBDD.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBDD.L Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.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.


JURE.LBBDD.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.50

1.50

0.00

Calmar ratioReturn relative to maximum drawdown

3.99

3.66

+0.33

Martin ratioReturn relative to average drawdown

15.08

12.78

+2.30

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

The current JURE.L Sharpe Ratio is 2.69, which is comparable to the BBDD.L Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of JURE.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.


Loading charts...

Sharpe Ratios by Period


JURE.LBBDD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

2.69

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.00

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.96

-0.01

Drawdowns

JURE.L vs. BBDD.L - Drawdown Comparison

The maximum JURE.L drawdown since its inception was -26.13%, roughly equal to the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for JURE.L and BBDD.L.


Loading charts...

Drawdown Indicators


JURE.LBBDD.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.13%

-25.72%

-0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-7.78%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-21.41%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-21.41%

-0.09%

Current Drawdown

Current decline from peak

-0.26%

-0.16%

-0.10%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.72%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.23%

-0.37%

Volatility

JURE.L vs. BBDD.L - Volatility Comparison

JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) have volatilities of 2.59% and 2.63%, 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.


Loading charts...

Volatility by Period


JURE.LBBDD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.63%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

7.24%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

10.38%

10.57%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

14.47%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

16.17%

+0.22%

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

JURE.L has a 0.20% 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%.


Dividends

JURE.L vs. BBDD.L - Dividend Comparison

JURE.L has not paid dividends to shareholders, while BBDD.L's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM2025202420232022202120202019
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)
0.99%1.12%0.99%1.31%1.44%0.94%1.46%0.79%
JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, JURE.L and BBDD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BBDD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.20% for JURE.L.

Both ETFs track Russell 1000 TR USD. Their fees differ too: 0.20% for JURE.L and 0.05% for BBDD.L.

Portfolio Optimizer

Find the right allocation for JURE.L and BBDD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer