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BBSC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BBSCSCHD
YTD Return1.92%6.21%
1Y Return20.82%16.75%
3Y Return (Ann)0.42%6.45%
Sharpe Ratio1.001.47
Daily Std Dev20.75%11.53%
Max Drawdown-30.96%-33.37%
Current Drawdown-9.12%0.00%

Correlation

0.77
-1.001.00

The correlation between BBSC and SCHD is 0.77, 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.

Performance

BBSC vs. SCHD - Performance Comparison

In the year-to-date period, BBSC achieves a 1.92% return, which is significantly lower than SCHD's 6.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
26.91%
43.92%
BBSC
SCHD

Compare stocks, funds, or ETFs


JPMorgan BetaBuilders U.S. Small Cap Equity ETF

Schwab US Dividend Equity ETF

BBSC vs. SCHD - Expense Ratio Comparison

BBSC has a 0.09% expense ratio, which is higher than SCHD's 0.06% expense ratio.

BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
0.50%1.00%1.50%2.00%0.09%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

BBSC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.00
SCHD
Schwab US Dividend Equity ETF
1.47

BBSC vs. SCHD - Sharpe Ratio Comparison

The current BBSC Sharpe Ratio is 1.00, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of BBSC and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.00
1.47
BBSC
SCHD

Dividends

BBSC vs. SCHD - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 1.62%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.62%1.58%1.37%1.06%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BBSC vs. SCHD - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, smaller than the maximum SCHD drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for BBSC and SCHD


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-9.12%
0
BBSC
SCHD

Volatility

BBSC vs. SCHD - Volatility Comparison

JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a higher volatility of 4.88% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that BBSC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.88%
2.69%
BBSC
SCHD