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TTAI vs. BBEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTAI and BBEU is 0.83, 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.


-0.50.00.51.00.8

Performance

TTAI vs. BBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and JPMorgan BetaBuilders Europe ETF (BBEU). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.32%
-5.57%
TTAI
BBEU

Key characteristics

Sharpe Ratio

TTAI:

0.72

BBEU:

0.29

Sortino Ratio

TTAI:

1.05

BBEU:

0.48

Omega Ratio

TTAI:

1.13

BBEU:

1.06

Calmar Ratio

TTAI:

0.63

BBEU:

0.34

Martin Ratio

TTAI:

3.20

BBEU:

0.97

Ulcer Index

TTAI:

2.67%

BBEU:

3.84%

Daily Std Dev

TTAI:

11.84%

BBEU:

12.86%

Max Drawdown

TTAI:

-34.17%

BBEU:

-36.26%

Current Drawdown

TTAI:

-7.18%

BBEU:

-10.93%

Returns By Period

In the year-to-date period, TTAI achieves a 4.59% return, which is significantly higher than BBEU's 1.59% return.


TTAI

YTD

4.59%

1M

2.04%

6M

1.82%

1Y

5.47%

5Y*

5.64%

10Y*

N/A

BBEU

YTD

1.59%

1M

-1.29%

6M

-4.70%

1Y

2.27%

5Y*

5.40%

10Y*

N/A

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.


TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
Expense ratio chart for TTAI: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for BBEU: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Sharpe ratio
The chart of Sharpe ratio for TTAI, currently valued at 0.60, compared to the broader market0.002.004.000.600.29
The chart of Sortino ratio for TTAI, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.890.48
The chart of Omega ratio for TTAI, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.06
The chart of Calmar ratio for TTAI, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.510.34
The chart of Martin ratio for TTAI, currently valued at 2.54, compared to the broader market0.0020.0040.0060.0080.00100.002.540.97
TTAI
BBEU

The current TTAI Sharpe Ratio is 0.72, which is higher than the BBEU Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of TTAI and BBEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.60
0.29
TTAI
BBEU

Dividends

TTAI vs. BBEU - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 1.71%, less than BBEU's 2.70% yield.


TTM2023202220212020201920182017
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
1.71%2.39%0.00%0.85%0.64%1.90%0.92%0.02%
BBEU
JPMorgan BetaBuilders Europe ETF
2.70%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.18%
-10.93%
TTAI
BBEU

Volatility

TTAI vs. BBEU - Volatility Comparison

The current volatility for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) is 2.31%, while JPMorgan BetaBuilders Europe ETF (BBEU) has a volatility of 3.38%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
2.31%
3.38%
TTAI
BBEU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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