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BBSC vs. RB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSC vs. RB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBSC achieves a 15.75% return, which is significantly higher than RB's 6.76% return.


BBSC

1D
-1.11%
1M
2.71%
YTD
15.75%
6M
14.20%
1Y
35.98%
3Y*
17.34%
5Y*
6.64%
10Y*

RB

1D
-0.17%
1M
1.63%
YTD
6.76%
6M
8.48%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSC vs. RB - Yearly Performance Comparison


Correlation

The correlation between BBSC and RB is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.80

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Return for Risk

BBSC vs. RB — Risk / Return Rank

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

BBSC
BBSC Risk / Return Rank: 6161
Overall Rank
BBSC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BBSC Sortino Ratio Rank: 5656
Sortino Ratio Rank
BBSC Omega Ratio Rank: 5050
Omega Ratio Rank
BBSC Calmar Ratio Rank: 7575
Calmar Ratio Rank
BBSC Martin Ratio Rank: 6767
Martin Ratio Rank

RB
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.

BBSC vs. RB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.


BBSCRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.79

Martin ratioReturn relative to average drawdown

12.35

BBSC vs. RB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBSCRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

3.15

-2.66

Drawdowns

BBSC vs. RB - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for BBSC and RB.


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Drawdown Indicators


BBSCRBDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-1.70%

-29.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

Max Drawdown (3Y)

Largest decline over 3 years

-29.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

Current Drawdown

Current decline from peak

-1.48%

-0.47%

-1.01%

Average Drawdown

Average peak-to-trough decline

-11.49%

-0.41%

-11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

BBSC vs. RB - Volatility Comparison


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Volatility by Period


BBSCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

6.21%

+12.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.93%

6.21%

+16.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.86%

6.21%

+16.65%

BBSC vs. RB - Expense Ratio Comparison

BBSC has a 0.09% expense ratio, which is lower than RB's 0.58% expense ratio.


Dividends

BBSC vs. RB - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 1.03%, less than RB's 2.00% yield.


PositionTTM202520242023202220212020
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.03%1.13%1.29%1.58%1.37%1.06%0.18%
RB
ProShares Russell 2000 Dynamic Daily Buffer ETF
2.00%1.78%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBSC and RB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBSC is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBSC is cheaper with a 0.09% expense ratio, compared with 0.58% for RB.

RB has the higher dividend yield at 2.00%, compared with 1.03% for BBSC.

BBSC is categorized as Small Cap Blend Equities, while RB is Defined Outcome. BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index, while RB tracks Russell 2000. They also come from different issuers: JPMorgan and ProShares. Their fees differ too: 0.09% for BBSC and 0.58% for RB.

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