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BBRE vs. URE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBRE vs. URE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and ProShares Ultra Real Estate (URE). The values are adjusted to include any dividend payments, if applicable.

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BBRE vs. URE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
3.79%2.09%8.24%13.85%-24.68%42.99%-7.55%26.06%-2.60%
URE
ProShares Ultra Real Estate
1.63%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-8.78%

Returns By Period

In the year-to-date period, BBRE achieves a 3.79% return, which is significantly higher than URE's 1.63% return.


BBRE

1D
1.42%
1M
-5.95%
YTD
3.79%
6M
1.76%
1Y
4.97%
3Y*
8.39%
5Y*
4.84%
10Y*

URE

1D
3.10%
1M
-12.81%
YTD
1.63%
6M
-6.43%
1Y
-6.73%
3Y*
3.31%
5Y*
-2.68%
10Y*
1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBRE vs. URE - Expense Ratio Comparison

BBRE has a 0.11% expense ratio, which is lower than URE's 0.95% expense ratio.


Return for Risk

BBRE vs. URE — Risk / Return Rank

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

BBRE
BBRE Risk / Return Rank: 2222
Overall Rank
BBRE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BBRE Sortino Ratio Rank: 2020
Sortino Ratio Rank
BBRE Omega Ratio Rank: 2020
Omega Ratio Rank
BBRE Calmar Ratio Rank: 2323
Calmar Ratio Rank
BBRE Martin Ratio Rank: 2626
Martin Ratio Rank

URE
URE Risk / Return Rank: 88
Overall Rank
URE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
URE Sortino Ratio Rank: 99
Sortino Ratio Rank
URE Omega Ratio Rank: 99
Omega Ratio Rank
URE Calmar Ratio Rank: 99
Calmar Ratio Rank
URE Martin Ratio Rank: 77
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. URE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and ProShares Ultra Real Estate (URE). 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.


BBREUREDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.21

+0.50

Sortino ratio

Return per unit of downside risk

0.52

-0.07

+0.59

Omega ratio

Gain probability vs. loss probability

1.07

0.99

+0.08

Calmar ratio

Return relative to maximum drawdown

0.45

-0.21

+0.65

Martin ratio

Return relative to average drawdown

1.85

-0.62

+2.48

BBRE vs. URE - Sharpe Ratio Comparison

The current BBRE Sharpe Ratio is 0.29, which is higher than the URE Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of BBRE and URE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBREUREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.21

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.07

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.07

+0.35

Correlation

The correlation between BBRE and URE is 0.95, 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

BBRE vs. URE - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 3.03%, more than URE's 2.30% yield.


TTM20252024202320222021202020192018201720162015
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
3.03%3.24%3.19%3.68%2.62%1.70%3.17%2.19%1.96%0.00%0.00%0.00%
URE
ProShares Ultra Real Estate
2.30%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%

Drawdowns

BBRE vs. URE - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, smaller than the maximum URE drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for BBRE and URE.


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Drawdown Indicators


BBREUREDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-97.16%

+53.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-22.93%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.15%

-63.66%

+32.51%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

Current Drawdown

Current decline from peak

-6.45%

-57.80%

+51.35%

Average Drawdown

Average peak-to-trough decline

-10.73%

-64.63%

+53.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

7.58%

-4.39%

Volatility

BBRE vs. URE - Volatility Comparison

The current volatility for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) is 4.53%, while ProShares Ultra Real Estate (URE) has a volatility of 9.23%. This indicates that BBRE experiences smaller price fluctuations and is considered to be less risky than URE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBREUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

9.23%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

19.05%

-9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

32.54%

-15.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

37.26%

-18.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.72%

40.50%

-17.78%