TTAI vs. BBEU
Compare and contrast key facts about TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and JPMorgan BetaBuilders Europe ETF (BBEU).
TTAI and BBEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTAI is an actively managed fund by TrimTabs. It was launched on Jun 28, 2017. BBEU is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Europe Target Market Exposure Index. It was launched on Jun 15, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAI or BBEU.
Key characteristics
| TTAI | BBEU | |
|---|---|---|
| YTD Return | 3.43% | 3.54% |
| 1Y Return | 12.67% | 14.59% |
| 3Y Return (Ann) | -2.79% | 1.92% |
| 5Y Return (Ann) | 6.22% | 6.55% |
| Sharpe Ratio | 1.10 | 1.14 |
| Sortino Ratio | 1.57 | 1.63 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 0.71 | 1.62 |
| Martin Ratio | 5.99 | 5.84 |
| Ulcer Index | 2.20% | 2.56% |
| Daily Std Dev | 11.97% | 13.12% |
| Max Drawdown | -34.17% | -36.26% |
| Current Drawdown | -8.20% | -9.22% |
Correlation
The correlation between TTAI and BBEU is 0.84, 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
TTAI vs. BBEU - Performance Comparison
The year-to-date returns for both investments are quite close, with TTAI having a 3.43% return and BBEU slightly higher at 3.54%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TTAI vs. BBEU - Expense Ratio Comparison
TTAI has a 0.61% expense ratio, which is higher than BBEU's 0.09% expense ratio.
Risk-Adjusted Performance
TTAI vs. BBEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and JPMorgan BetaBuilders Europe ETF (BBEU). 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
TTAI vs. BBEU - Dividend Comparison
TTAI's dividend yield for the trailing twelve months is around 2.13%, less than BBEU's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% |
BBEU JPMorgan BetaBuilders Europe ETF | 3.10% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% |
Drawdowns
TTAI vs. BBEU - Drawdown Comparison
The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum BBEU drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for TTAI and BBEU. For additional features, visit the drawdowns tool.
Volatility
TTAI vs. BBEU - Volatility Comparison
The current volatility for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) is 3.87%, while JPMorgan BetaBuilders Europe ETF (BBEU) has a volatility of 4.64%. This indicates that TTAI experiences smaller price fluctuations and is considered to be less risky than BBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.