XEMD vs. BBDD.L
Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L).
XEMD and BBDD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022. BBDD.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 3, 2019. Both XEMD and BBDD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEMD or BBDD.L.
Key characteristics
| XEMD | BBDD.L | |
|---|---|---|
| YTD Return | 9.15% | 24.01% |
| 1Y Return | 15.53% | 30.64% |
| Sharpe Ratio | 2.80 | 2.60 |
| Sortino Ratio | 4.20 | 3.78 |
| Omega Ratio | 1.54 | 1.51 |
| Calmar Ratio | 6.12 | 4.47 |
| Martin Ratio | 20.06 | 17.54 |
| Ulcer Index | 0.79% | 1.72% |
| Daily Std Dev | 5.66% | 11.56% |
| Max Drawdown | -10.01% | -25.72% |
| Current Drawdown | -0.31% | 0.00% |
Correlation
The correlation between XEMD and BBDD.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XEMD vs. BBDD.L - Performance Comparison
In the year-to-date period, XEMD achieves a 9.15% return, which is significantly lower than BBDD.L's 24.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XEMD vs. BBDD.L - Expense Ratio Comparison
XEMD has a 0.29% expense ratio, which is higher than BBDD.L's 0.05% expense ratio.
Risk-Adjusted Performance
XEMD vs. BBDD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) 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.
Dividends
XEMD vs. BBDD.L - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 6.19%, while BBDD.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.19% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% |
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% |
Drawdowns
XEMD vs. BBDD.L - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for XEMD and BBDD.L. For additional features, visit the drawdowns tool.
Volatility
XEMD vs. BBDD.L - Volatility Comparison
The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 1.54%, while JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) has a volatility of 3.33%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than BBDD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.