BBRE vs. WELL

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and Welltower Inc. (WELL).

BBRE is a passively managed fund by JPMorgan that tracks the performance of the MSCI US REIT Index. It was launched on Jun 15, 2018.

Performance

BBRE vs. WELL - Performance Comparison

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

BBRE vs. WELL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%
WELL Welltower Inc.	6.90%	49.86%	43.07%	41.79%	-21.18%	36.98%	-17.19%	23.04%	25.02%

Returns By Period

In the year-to-date period, BBRE achieves a 3.79% return, which is significantly lower than WELL's 6.90% return.

BBRE

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

WELL

• 1D: 1.23%
• 1M: -4.54%
• YTD: 6.90%
• 6M: 11.81%
• 1Y: 31.19%
• 3Y*: 43.37%
• 5Y*: 25.13%
• 10Y*: 15.28%

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

Return for Risk

BBRE vs. WELL — Risk / Return Rank

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

BBRE

BBRE Risk / Return Rank: 22
BBRE Sharpe Ratio Rank: 21
BBRE Sortino Ratio Rank: 20
BBRE Omega Ratio Rank: 20
BBRE Calmar Ratio Rank: 23
BBRE Martin Ratio Rank: 26

WELL

WELL Risk / Return Rank: 81
WELL Sharpe Ratio Rank: 85
WELL Sortino Ratio Rank: 78
WELL Omega Ratio Rank: 78
WELL Calmar Ratio Rank: 82
WELL Martin Ratio Rank: 81

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. WELL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and Welltower Inc. (WELL). 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	WELL	Difference
Sharpe ratio Return per unit of total volatility	0.29	1.47	-1.18
Sortino ratio Return per unit of downside risk	0.52	1.97	-1.45
Omega ratio Gain probability vs. loss probability	1.07	1.26	-0.19
Calmar ratio Return relative to maximum drawdown	0.45	2.46	-2.01
Martin ratio Return relative to average drawdown	1.85	6.07	-4.22
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. WELL - Sharpe Ratio Comparison

The current BBRE Sharpe Ratio is 0.29, which is lower than the WELL Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of BBRE and WELL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBRE	WELL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.29	1.47	-1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	1.08	-0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.56	-0.28

Correlation

The correlation between BBRE and WELL is 0.71, 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. WELL - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 3.03%, more than WELL's 1.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WELL Welltower Inc.	1.46%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%

Drawdowns

BBRE vs. WELL - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, smaller than the maximum WELL drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for BBRE and WELL.

Drawdown Indicators

	BBRE	WELL	Difference
Max Drawdown Largest peak-to-trough decline	-43.61%	-63.33%	+19.72%
Max Drawdown (1Y) Largest decline over 1 year	-13.24%	-12.61%	-0.63%
Max Drawdown (5Y) Largest decline over 5 years	-31.15%	-40.78%	+9.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.33%	—
Current Drawdown Current decline from peak	-6.45%	-7.92%	+1.47%
Average Drawdown Average peak-to-trough decline	-10.73%	-10.37%	-0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	5.11%	-1.92%

Volatility

BBRE vs. WELL - Volatility Comparison

The current volatility for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) is 4.53%, while Welltower Inc. (WELL) has a volatility of 6.70%. This indicates that BBRE experiences smaller price fluctuations and is considered to be less risky than WELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBRE	WELL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	6.70%	-2.17%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	14.89%	-5.60%
Volatility (1Y) Calculated over the trailing 1-year period	17.06%	21.26%	-4.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.79%	23.52%	-4.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.72%	31.83%	-9.11%