BBRE vs. JMOM

Last updated Jun 4, 2026

BBRE (JPMorgan BetaBuilders MSCI US REIT ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - BBRE is a REIT fund tracking the MSCI US REIT Index, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. Both are passively managed. Over the past 5 years, BBRE returned 4.42%/yr vs 16.28%/yr for JMOM. A 0.55 correlation means they provide meaningful diversification when combined. BBRE charges 0.11%/yr vs 0.12%/yr for JMOM.

Performance

BBRE vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBRE achieves a 11.77% return, which is significantly lower than JMOM's 22.79% return.

BBRE

• 1D: 0.16%
• 1M: -0.16%
• YTD: 11.77%
• 6M: 10.56%
• 1Y: 14.11%
• 3Y*: 10.99%
• 5Y*: 4.42%
• 10Y*: —

JMOM

• 1D: -0.17%
• 1M: 9.35%
• YTD: 22.79%
• 6M: 22.27%
• 1Y: 36.77%
• 3Y*: 28.37%
• 5Y*: 16.28%
• 10Y*: —

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

BBRE vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BBRE JPMorgan BetaBuilders MSCI US REIT ETF	11.77%	2.09%	8.24%	13.85%	-24.68%	42.99%	-7.55%	26.06%	-2.60%
JMOM JPMorgan U.S. Momentum Factor ETF	22.79%	18.02%	28.47%	22.89%	-20.83%	25.03%	29.25%	28.24%	-12.33%

Correlation

The correlation between BBRE and JMOM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Jun 19, 2018	0.55

Over the past year, the correlation between BBRE and JMOM has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

BBRE vs. JMOM - Sectors Allocation Comparison

Sectors	BBRE	JMOM
Real Estate	98.9%	2.5%
Financial Services	0.1%	9.6%
Basic Materials	-	1.3%
Communication Services	-	8.3%
Consumer Cyclical	-	6.9%
Consumer Defensive	-	5.7%
Energy	-	3.8%
Healthcare	-	8.7%
Industrials	-	12.8%
Technology	-	38.1%
Utilities	-	2.3%

Return for Risk

BBRE vs. JMOM — Risk / Return Rank

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

BBRE

BBRE Risk / Return Rank: 31
BBRE Sharpe Ratio Rank: 29
BBRE Sortino Ratio Rank: 27
BBRE Omega Ratio Rank: 27
BBRE Calmar Ratio Rank: 35
BBRE Martin Ratio Rank: 35

JMOM

JMOM Risk / Return Rank: 81
JMOM Sharpe Ratio Rank: 78
JMOM Sortino Ratio Rank: 77
JMOM Omega Ratio Rank: 74
JMOM Calmar Ratio Rank: 85
JMOM Martin Ratio Rank: 91

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. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and JPMorgan U.S. Momentum Factor ETF (JMOM). 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.

	BBRE	JMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.06	2.58	-1.52
Sortino ratio: Return per unit of downside risk	1.50	3.54	-2.04
Omega ratio: Gain probability vs. loss probability	1.19	1.45	-0.26
Calmar ratio: Return relative to maximum drawdown	1.76	4.69	-2.94
Martin ratio: Return relative to average drawdown	5.54	22.24	-16.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBRE vs. JMOM - Sharpe Ratio Comparison

The current BBRE Sharpe Ratio is 1.06, which is lower than the JMOM Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of BBRE and JMOM, 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

	BBRE	JMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	2.58	-1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.88	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.82	-0.51

Drawdowns

BBRE vs. JMOM - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, which is greater than JMOM's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BBRE and JMOM.

Drawdown Indicators

	BBRE	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-43.61%	-34.31%	-9.30%
Max Drawdown (1Y) Largest decline over 1 year	-8.07%	-7.87%	-0.20%
Max Drawdown (3Y) Largest decline over 3 years	-18.92%	-19.51%	+0.59%
Max Drawdown (5Y) Largest decline over 5 years	-31.15%	-28.26%	-2.89%
Current Drawdown Current decline from peak	-3.12%	-0.17%	-2.95%
Average Drawdown Average peak-to-trough decline	-10.53%	-6.32%	-4.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	1.66%	+0.89%

Volatility

BBRE vs. JMOM - Volatility Comparison

The current volatility for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) is 3.99%, while JPMorgan U.S. Momentum Factor ETF (JMOM) has a volatility of 4.62%. This indicates that BBRE experiences smaller price fluctuations and is considered to be less risky than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBRE	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.99%	4.62%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	9.47%	11.55%	-2.08%
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	14.32%	-0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.77%	18.65%	+0.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.56%	20.13%	+2.43%

BBRE vs. JMOM - Expense Ratio Comparison

BBRE has a 0.11% expense ratio, which is lower than JMOM's 0.12% expense ratio. Despite the difference, 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. JMOM - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 2.81%, more than JMOM's 0.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BBRE JPMorgan BetaBuilders MSCI US REIT ETF	2.81%	3.24%	3.19%	3.68%	2.62%	1.70%	3.17%	2.19%	1.96%	0.00%
JMOM JPMorgan U.S. Momentum Factor ETF	0.71%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%

Frequently Asked Questions

Can I hold both BBRE and JMOM in my portfolio?

BBRE and JMOM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBRE or JMOM?

JMOM has higher volatility (4.62%) compared to BBRE (3.99%). In terms of maximum drawdown, BBRE dropped -43.61% vs JMOM's -34.31%.

Which ETF is better, BBRE or JMOM?

On 5-year performance, JMOM leads with 16.28% vs 4.42% for BBRE. On fees, BBRE is cheaper at 0.11% per year. On volatility, BBRE has been the lower-risk option at 3.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBRE or JMOM?

Over the 5-year period, JMOM has performed better with a 16.28% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBRE or JMOM?

BBRE is cheaper with a 0.11% expense ratio, compared with 0.12% for JMOM.

Which ETF pays a higher dividend yield, BBRE or JMOM?

BBRE has the higher dividend yield at 2.81%, compared with 0.71% for JMOM.

What is the main difference between BBRE and JMOM?

BBRE is categorized as REIT, while JMOM is Momentum. BBRE tracks MSCI US REIT Index, while JMOM tracks JP Morgan US Momentum Factor Index. Their fees differ too: 0.11% for BBRE and 0.12% for JMOM.

Which has better risk-adjusted returns?

JMOM currently has the higher Sharpe Ratio (2.58 vs 1.06), 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.