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BBRE vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBRE vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBRE achieves a 23.40% return, which is significantly higher than LQD's -1.41% 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%

LQD

1D
-0.03%
1M
-2.65%
6M
-1.99%
YTD
-1.41%
1Y
1.95%
3Y*
4.07%
5Y*
-1.00%
10Y*
2.06%
ALL TIME*
4.35%
*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
$3.09B$3.13B$2.99B

BBRE vs. LQD - 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%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-1.41%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%0.56%

Correlation

The correlation between BBRE and LQD is 0.36, which is low. Their historical price movements had little consistent relationship.


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

0.36

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

0.42

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

0.39

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

0.33

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Return for Risk

BBRE vs. LQD — 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

LQD
LQD Risk / Return Rank: 2222
Overall Rank
LQD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 2020
Sortino Ratio Rank
LQD Omega Ratio Rank: 1919
Omega Ratio Rank
LQD Calmar Ratio Rank: 2424
Calmar Ratio Rank
LQD Martin Ratio Rank: 2424
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. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


BBRELQDDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.29

1.08

+0.22

Calmar ratioReturn relative to maximum drawdown

2.99

0.68

+2.31

Martin ratioReturn relative to average drawdown

9.58

1.76

+7.82

BBRE vs. LQD - Sharpe Ratio Comparison

The current BBRE Sharpe Ratio is 1.69, which is higher than the LQD Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BBRE and LQD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBRE vs. LQD - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for BBRE and LQD.


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Drawdown Indicators


BBRELQDDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-24.95%

-18.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-3.34%

-4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-7.87%

-11.05%

Max Drawdown (5Y)

Largest decline over 5 years

-31.15%

-24.95%

-6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

0.00%

-5.51%

+5.51%

Average Drawdown

Average peak-to-trough decline

-10.35%

-3.99%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.30%

+1.21%

Volatility

BBRE vs. LQD - Volatility Comparison

JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) has a higher volatility of 4.86% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.28%. This indicates that BBRE's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBRELQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

1.28%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

4.02%

+6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

5.29%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

8.64%

+10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.49%

8.69%

+13.80%

BBRE vs. LQD - Expense Ratio Comparison

BBRE has a 0.11% expense ratio, which is lower than LQD's 0.15% 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. LQD - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 2.51%, less than LQD's 4.65% 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%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.65%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


BBRE and LQD have a correlation of 0.36, 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 LQD (1.28%). In terms of maximum drawdown, BBRE dropped -43.61% vs LQD's -24.95%.

On 5-year performance, BBRE leads with 5.60% vs -1.00% for LQD. On fees, BBRE is cheaper at 0.11% per year. On volatility, LQD has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBRE has performed better with a 5.60% return vs -1.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBRE is cheaper with a 0.11% expense ratio, compared with 0.15% for LQD.

LQD has the higher dividend yield at 4.65%, compared with 2.51% for BBRE.

BBRE is categorized as REIT, while LQD is Corporate Bonds. BBRE tracks MSCI US REIT Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.11% for BBRE and 0.15% for LQD.

BBRE currently has the higher Sharpe Ratio (1.69 vs 0.43), 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 LQD

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