BBLU vs. SPY
Compare and contrast key facts about Ea Bridgeway Blue Chip ETF (BBLU) and State Street SPDR S&P 500 ETF (SPY).
BBLU and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
BBLU vs. SPY - Performance Comparison
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BBLU vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | -3.28% | 18.40% | 27.47% | 31.11% | 6.20% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | 4.73% |
Returns By Period
In the year-to-date period, BBLU achieves a -3.28% return, which is significantly higher than SPY's -4.37% return.
BBLU
- 1D
- 2.50%
- 1M
- -3.34%
- YTD
- -3.28%
- 6M
- -0.56%
- 1Y
- 17.04%
- 3Y*
- 20.21%
- 5Y*
- —
- 10Y*
- —
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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BBLU vs. SPY - Expense Ratio Comparison
BBLU has a 0.15% expense ratio, which is higher than SPY's 0.09% 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%.
Return for Risk
BBLU vs. SPY — Risk / Return Rank
BBLU
SPY
BBLU vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.93 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.45 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.53 | +0.07 |
Martin ratioReturn relative to average drawdown | 7.18 | 7.30 | -0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBLU | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.93 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.56 | 0.56 | +1.00 |
Correlation
The correlation between BBLU and SPY is 0.91, 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
BBLU vs. SPY - Dividend Comparison
BBLU's dividend yield for the trailing twelve months is around 1.29%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 1.29% | 1.25% | 1.39% | 1.68% | 32.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
BBLU vs. SPY - Drawdown Comparison
The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BBLU and SPY.
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Drawdown Indicators
| BBLU | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -55.19% | +37.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -12.05% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -4.90% | -6.24% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -9.09% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.52% | -0.03% |
Volatility
BBLU vs. SPY - Volatility Comparison
The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 4.29%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that BBLU experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBLU | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 5.31% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 9.47% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 19.05% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 17.06% | -2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 17.92% | -3.20% |