BBRE vs. VLUE
BBRE (JPMorgan BetaBuilders MSCI US REIT ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both exchange-traded funds - BBRE is a REIT fund tracking the MSCI US REIT Index, while VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Both are passively managed. Over the past 5 years, BBRE returned 5.60%/yr vs 16.55%/yr for VLUE. Their 0.57 correlation means they have sometimes moved together and sometimes differently. BBRE charges 0.11%/yr vs 0.15%/yr for VLUE.
Performance
BBRE vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, BBRE achieves a 23.40% return, which is significantly lower than VLUE's 43.48% 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%
VLUE
- 1D
- -0.49%
- 1M
- -4.86%
- 6M
- 35.25%
- YTD
- 43.48%
- 1Y
- 71.63%
- 3Y*
- 29.42%
- 5Y*
- 16.55%
- 10Y*
- 14.56%
- ALL TIME*
- 13.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.35M | $4.29M | $4.76M | |
| $165.60M | $255.80M | $278.61M |
BBRE vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VLUE iShares MSCI USA Value Factor ETF | 43.48% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -14.25% |
Correlation
The correlation between BBRE and VLUE is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2018 | 0.57 |
Over the past year, the correlation between BBRE and VLUE has dropped to 0.25 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
BBRE vs. VLUE — Risk / Return Rank
BBRE
VLUE
BBRE vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and iShares MSCI USA Value Factor ETF (VLUE). 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.
| BBRE | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.61 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 7.98 | -4.99 |
| Martin ratioReturn relative to average drawdown | 9.58 | 27.87 | -18.29 |
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Drawdowns
BBRE vs. VLUE - Drawdown Comparison
The maximum BBRE drawdown since its inception was -43.61%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for BBRE and VLUE.
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Drawdown Indicators
| BBRE | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.61% | -39.47% | -4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -9.04% | +0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -17.89% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -31.15% | -27.12% | -4.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.86% | +4.86% |
Average DrawdownAverage peak-to-trough decline | -10.35% | -5.99% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.58% | -0.07% |
Volatility
BBRE vs. VLUE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) is 4.86%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 7.20%. This indicates that BBRE experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBRE | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 7.20% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 17.11% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 20.08% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 18.29% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.49% | 20.00% | +2.49% |
BBRE vs. VLUE - Expense Ratio Comparison
BBRE has a 0.11% expense ratio, which is lower than VLUE'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. VLUE - Dividend Comparison
BBRE's dividend yield for the trailing twelve months is around 2.51%, more than VLUE's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VLUE iShares MSCI USA Value Factor ETF | 1.44% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
BBRE and VLUE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLUE has higher volatility (7.20%) compared to BBRE (4.86%). In terms of maximum drawdown, BBRE dropped -43.61% vs VLUE's -39.47%.
On 5-year performance, VLUE leads with 16.55% vs 5.60% for BBRE. On fees, BBRE is cheaper at 0.11% per year. On volatility, BBRE has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VLUE has performed better with a 16.55% return vs 5.60%. 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 VLUE.
BBRE has the higher dividend yield at 2.51%, compared with 1.44% for VLUE.
BBRE is categorized as REIT, while VLUE is Large Cap Value Equities. BBRE tracks MSCI US REIT Index, while VLUE tracks MSCI USA Enhanced Value Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.11% for BBRE and 0.15% for VLUE.
VLUE currently has the higher Sharpe Ratio (3.60 vs 1.69), 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.
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