BBLU vs. BBUS

Last updated Jun 4, 2026

BBLU (Ea Bridgeway Blue Chip ETF) and BBUS (JP Morgan Betabuilders U.S. Equity ETF) are both Large Cap Growth Equities funds. BBLU is actively managed, while BBUS is passively managed. Over the past 3 years, BBLU returned 23.09%/yr vs 22.46%/yr for BBUS. Their correlation of 0.90 suggests significant overlap in exposure. BBLU charges 0.15%/yr vs 0.02%/yr for BBUS.

Performance

BBLU vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BBLU having a 10.22% return and BBUS slightly higher at 10.60%.

BBLU

• 1D: -0.83%
• 1M: 5.85%
• YTD: 10.22%
• 6M: 10.38%
• 1Y: 29.32%
• 3Y*: 23.09%
• 5Y*: —
• 10Y*: —

BBUS

• 1D: -0.74%
• 1M: 5.12%
• YTD: 10.60%
• 6M: 10.47%
• 1Y: 27.47%
• 3Y*: 22.46%
• 5Y*: 13.43%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLU vs. BBUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	10.22%	18.40%	27.47%	31.11%	6.20%
BBUS JP Morgan Betabuilders U.S. Equity ETF	10.60%	17.77%	24.89%	27.20%	4.51%

Correlation

The correlation between BBLU and BBUS is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022	0.90

The correlation between BBLU and BBUS has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

BBLU vs. BBUS - Sectors Allocation Comparison

Sectors	BBLU	BBUS
Technology	29.3%	37.1%
Financial Services	15.9%	10.8%
Communication Services	14.6%	10.8%
Healthcare	12.5%	8.1%
Consumer Cyclical	9.8%	9.4%
Consumer Defensive	9.6%	4.5%
Energy	6.1%	3.2%
Industrials	2.1%	7.2%
Basic Materials	-	1.2%
Real Estate	-	1.7%
Utilities	-	2.6%

Return for Risk

BBLU vs. BBUS — Risk / Return Rank

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

BBLU

BBLU Risk / Return Rank: 79
BBLU Sharpe Ratio Rank: 80
BBLU Sortino Ratio Rank: 82
BBLU Omega Ratio Rank: 77
BBLU Calmar Ratio Rank: 79
BBLU Martin Ratio Rank: 81

BBUS

BBUS Risk / Return Rank: 68
BBUS Sharpe Ratio Rank: 70
BBUS Sortino Ratio Rank: 68
BBUS Omega Ratio Rank: 68
BBUS Calmar Ratio Rank: 60
BBUS Martin Ratio Rank: 72

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.

BBLU vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) 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.

	BBLU	BBUS	Difference
Sharpe ratio: Return per unit of total volatility	2.63	2.33	+0.30
Sortino ratio: Return per unit of downside risk	3.72	3.18	+0.54
Omega ratio: Gain probability vs. loss probability	1.46	1.42	+0.04
Calmar ratio: Return relative to maximum drawdown	4.08	3.00	+1.08
Martin ratio: Return relative to average drawdown	16.28	13.76	+2.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBLU vs. BBUS - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 2.63, which is comparable to the BBUS Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of BBLU and BBUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBLU	BBUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	2.33	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	0.84	+0.97

Drawdowns

BBLU vs. BBUS - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for BBLU and BBUS.

Drawdown Indicators

	BBLU	BBUS	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-35.35%	+18.15%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-9.21%	+1.99%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-19.01%	+1.81%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.46%	—
Current Drawdown Current decline from peak	-0.83%	-0.74%	-0.09%
Average Drawdown Average peak-to-trough decline	-1.98%	-5.46%	+3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.00%	-0.19%

Volatility

BBLU vs. BBUS - Volatility Comparison

Ea Bridgeway Blue Chip ETF (BBLU) and JP Morgan Betabuilders U.S. Equity ETF (BBUS) have volatilities of 2.82% and 2.88%, 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.

Volatility by Period

	BBLU	BBUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.88%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	8.96%	-1.08%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	11.87%	-0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	17.03%	-2.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	19.59%	-5.06%

BBLU vs. BBUS - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is higher than BBUS's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BBLU vs. BBUS - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.14%, more than BBUS's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BBLU Ea Bridgeway Blue Chip ETF	1.14%	1.25%	1.39%	1.68%	32.08%	0.00%	0.00%	0.00%
BBUS JP Morgan Betabuilders U.S. Equity ETF	0.98%	1.07%	1.21%	1.38%	1.57%	1.11%	1.43%	1.37%

Frequently Asked Questions

Can I hold both BBLU and BBUS in my portfolio?

BBLU and BBUS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBLU or BBUS?

BBUS has higher volatility (2.88%) compared to BBLU (2.82%). In terms of maximum drawdown, BBLU dropped -17.20% vs BBUS's -35.35%.

Which ETF is better, BBLU or BBUS?

On 3-year performance, BBLU leads with 23.09% vs 22.46% for BBUS. On fees, BBUS is cheaper at 0.02% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBLU or BBUS?

Over the 3-year period, BBLU has performed better with a 23.09% return vs 22.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBLU or BBUS?

BBUS is cheaper with a 0.02% expense ratio, compared with 0.15% for BBLU.

Which ETF pays a higher dividend yield, BBLU or BBUS?

BBLU has the higher dividend yield at 1.14%, compared with 0.98% for BBUS.

What is the main difference between BBLU and BBUS?

They also come from different issuers: Alpha Architect and JPMorgan. Their fees differ too: 0.15% for BBLU and 0.02% for BBUS.

Which has better risk-adjusted returns?

BBLU currently has the higher Sharpe Ratio (2.63 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.