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ANEW vs. BBUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANEW vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Transformational Changes ETF (ANEW) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

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ANEW vs. BBUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ANEW
ProShares MSCI Transformational Changes ETF
-9.00%12.01%19.37%22.81%-29.62%6.95%5.77%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
-4.04%17.77%24.89%27.20%-19.46%27.13%8.77%

Returns By Period

In the year-to-date period, ANEW achieves a -9.00% return, which is significantly lower than BBUS's -4.04% return.


ANEW

1D
0.63%
1M
-6.94%
YTD
-9.00%
6M
-11.62%
1Y
2.04%
3Y*
10.33%
5Y*
1.88%
10Y*

BBUS

1D
0.73%
1M
-4.30%
YTD
-4.04%
6M
-2.01%
1Y
17.87%
3Y*
18.60%
5Y*
11.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANEW vs. BBUS - Expense Ratio Comparison

ANEW has a 0.45% expense ratio, which is higher than BBUS's 0.02% expense ratio.


Return for Risk

ANEW vs. BBUS — Risk / Return Rank

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

ANEW
ANEW Risk / Return Rank: 1414
Overall Rank
ANEW Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ANEW Sortino Ratio Rank: 1414
Sortino Ratio Rank
ANEW Omega Ratio Rank: 1414
Omega Ratio Rank
ANEW Calmar Ratio Rank: 1414
Calmar Ratio Rank
ANEW Martin Ratio Rank: 1515
Martin Ratio Rank

BBUS
BBUS Risk / Return Rank: 5858
Overall Rank
BBUS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 5555
Sortino Ratio Rank
BBUS Omega Ratio Rank: 5959
Omega Ratio Rank
BBUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBUS Martin Ratio Rank: 6666
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.

ANEW vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Transformational Changes ETF (ANEW) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). 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.


ANEWBBUSDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.98

-0.87

Sortino ratio

Return per unit of downside risk

0.30

1.50

-1.20

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratio

Return relative to maximum drawdown

0.14

1.51

-1.37

Martin ratio

Return relative to average drawdown

0.47

7.01

-6.54

ANEW vs. BBUS - Sharpe Ratio Comparison

The current ANEW Sharpe Ratio is 0.11, which is lower than the BBUS Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ANEW and BBUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ANEWBBUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.98

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.67

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.73

-0.56

Correlation

The correlation between ANEW and BBUS is 0.89, 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.


Dividends

ANEW vs. BBUS - Dividend Comparison

ANEW's dividend yield for the trailing twelve months is around 0.69%, less than BBUS's 1.13% yield.


TTM2025202420232022202120202019
ANEW
ProShares MSCI Transformational Changes ETF
0.69%0.54%1.08%0.87%1.05%0.24%0.04%0.00%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.13%1.07%1.21%1.38%1.57%1.11%1.43%1.37%

Drawdowns

ANEW vs. BBUS - Drawdown Comparison

The maximum ANEW drawdown since its inception was -39.87%, which is greater than BBUS's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for ANEW and BBUS.


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Drawdown Indicators


ANEWBBUSDifference

Max Drawdown

Largest peak-to-trough decline

-39.87%

-35.35%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-12.12%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-39.87%

-25.46%

-14.41%

Current Drawdown

Current decline from peak

-13.44%

-5.86%

-7.58%

Average Drawdown

Average peak-to-trough decline

-13.56%

-5.57%

-7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

2.61%

+2.30%

Volatility

ANEW vs. BBUS - Volatility Comparison

ProShares MSCI Transformational Changes ETF (ANEW) and JP Morgan Betabuilders U.S. Equity ETF (BBUS) have volatilities of 5.44% and 5.39%, 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.


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Volatility by Period


ANEWBBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.39%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

9.54%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

18.33%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

17.04%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

19.75%

-0.81%