PortfoliosLab logoPortfoliosLab logo
BBRE vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBRE vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BBRE achieves a 23.40% return, which is significantly higher than IVV's 8.96% return.


BBRE

1D
2.14%
1M
4.84%
6M
20.78%
YTD
23.40%
1Y
24.14%
3Y*
12.24%
5Y*
5.60%
10Y*
ALL TIME*
8.26%

IVV

1D
0.10%
1M
0.80%
6M
7.81%
YTD
8.96%
1Y
17.37%
3Y*
19.07%
5Y*
12.51%
10Y*
14.93%
ALL TIME*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.35M$4.29M$4.76M
$3.37B$4.55B$5.92B

BBRE vs. IVV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
23.40%2.09%8.24%13.85%-24.68%42.99%-7.55%26.06%-2.41%
IVV
iShares Core S&P 500 ETF
8.96%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-8.81%

Correlation

The correlation between BBRE and IVV is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.56

Over the past year, the correlation between BBRE and IVV has dropped to 0.21 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BBRE vs. IVV — Risk / Return Rank

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

BBRE
BBRE Risk / Return Rank: 7474
Overall Rank
BBRE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BBRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
BBRE Omega Ratio Rank: 7070
Omega Ratio Rank
BBRE Calmar Ratio Rank: 8080
Calmar Ratio Rank
BBRE Martin Ratio Rank: 7575
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6161
Overall Rank
IVV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
IVV Omega Ratio Rank: 5959
Omega Ratio Rank
IVV Calmar Ratio Rank: 5858
Calmar Ratio Rank
IVV Martin Ratio Rank: 7070
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.

BBRE vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and iShares Core S&P 500 ETF (IVV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBREIVVDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.99

2.01

+0.98

Martin ratioReturn relative to average drawdown

9.58

8.66

+0.92

BBRE vs. IVV - Sharpe Ratio Comparison

The current BBRE Sharpe Ratio is 1.69, which is comparable to the IVV Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BBRE and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BBRE vs. IVV - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BBRE and IVV.


Loading charts...

Drawdown Indicators


BBREIVVDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-55.25%

+11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-8.89%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-18.75%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-31.15%

-24.53%

-6.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

0.00%

-2.45%

+2.45%

Average Drawdown

Average peak-to-trough decline

-10.35%

-10.73%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.06%

+0.45%

Volatility

BBRE vs. IVV - Volatility Comparison

JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) has a higher volatility of 4.86% compared to iShares Core S&P 500 ETF (IVV) at 3.42%. This indicates that BBRE's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BBREIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

3.42%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

9.93%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

12.69%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

16.98%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.49%

18.05%

+4.44%

BBRE vs. IVV - Expense Ratio Comparison

BBRE has a 0.11% expense ratio, which is higher than IVV's 0.03% 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

BBRE vs. IVV - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 2.51%, more than IVV's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
2.51%3.24%3.19%3.68%2.62%1.70%3.17%2.19%1.96%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.10%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


BBRE and IVV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBRE has higher volatility (4.86%) compared to IVV (3.42%). In terms of maximum drawdown, BBRE dropped -43.61% vs IVV's -55.25%.

On 5-year performance, IVV leads with 12.51% vs 5.60% for BBRE. On fees, IVV is cheaper at 0.03% per year. On volatility, IVV has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IVV has performed better with a 12.51% return vs 5.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.11% for BBRE.

BBRE has the higher dividend yield at 2.51%, compared with 1.10% for IVV.

BBRE is categorized as REIT, while IVV is S&P 500. BBRE tracks MSCI US REIT Index, while IVV tracks S&P 500 Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.11% for BBRE and 0.03% for IVV.

BBRE currently has the higher Sharpe Ratio (1.69 vs 1.41), 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.

Portfolio Optimizer

Find the right allocation for BBRE and IVV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer