See what your fund actually adds

JPMorgan BetaBuilders Emerging Markets Equity ETF BBEM

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

BBEM compared with its replication portfolio
MeasureBBEMReplication
Annualized growth19.3%17.0%
Annualized volatility16.1%13.9%
Sharpe ratio1.181.19
Maximum drawdown11.9%10.8%
Replication fit (R²)0.92 · Tracking error 4.6%

Replication portfolio

The published portfolio below is the investable basket used to model BBEM’s historical return behavior.

BBEM replication basket weights
TickerBuilding blockWeight
VWOEmerging Markets87.5%
MTUMFactor · Momentum6.8%
VEAIntl · Developed5.7%