BBSC vs. USFR
BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - BBSC is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure Extended Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 5 years, BBSC returned 7.22%/yr vs 3.70%/yr for USFR. At a correlation of -0.03, they often move in opposite directions. BBSC charges 0.09%/yr vs 0.15%/yr for USFR.
Performance
BBSC vs. USFR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BBSC achieves a 20.14% return, which is significantly higher than USFR's 1.78% return.
BBSC
- 1D
- 0.21%
- 1M
- 4.47%
- YTD
- 20.14%
- 6M
- 16.83%
- 1Y
- 41.19%
- 3Y*
- 19.37%
- 5Y*
- 7.22%
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.78%
- 6M
- 1.89%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.70%
- 10Y*
- 2.43%
BBSC vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 20.14% | 10.38% | 12.31% | 20.07% | -19.75% | 15.44% | 11.94% |
USFR WisdomTree Floating Rate Treasury Fund | 1.78% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | -0.05% |
Correlation
The correlation between BBSC and USFR is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020 | -0.03 |
The correlation between BBSC and USFR shifts across timeframes, from -0.16 (1 year) to -0.03 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BBSC vs. USFR — Risk / Return Rank
BBSC
USFR
BBSC vs. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). 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.
| BBSC | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.51 | ||
| Sortino ratioReturn per unit of downside risk | -46.90 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 13.24 | -11.89 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 200.29 | -195.95 |
| Martin ratioReturn relative to average drawdown | 14.18 | 775.73 | -761.55 |
Loading charts...
Drawdowns
BBSC vs. USFR - Drawdown Comparison
The maximum BBSC drawdown since its inception was -30.96%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for BBSC and USFR.
Loading charts...
Drawdown Indicators
| BBSC | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.96% | -1.36% | -29.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -0.02% | -9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -29.32% | -0.06% | -29.26% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -0.18% | -30.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -0.15% | -11.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 0.01% | +2.90% |
Volatility
BBSC vs. USFR - Volatility Comparison
JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a higher volatility of 5.45% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that BBSC's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BBSC | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 0.08% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 0.19% | +13.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 0.27% | +19.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.97% | 0.40% | +22.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 0.78% | +22.07% |
BBSC vs. USFR - Expense Ratio Comparison
BBSC has a 0.09% expense ratio, which is lower than USFR'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
BBSC vs. USFR - Dividend Comparison
BBSC's dividend yield for the trailing twelve months is around 0.99%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 0.99% | 1.13% | 1.29% | 1.58% | 1.37% | 1.06% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
BBSC and USFR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBSC has higher volatility (5.45%) compared to USFR (0.08%). In terms of maximum drawdown, BBSC dropped -30.96% vs USFR's -1.36%.
On 5-year performance, BBSC leads with 7.22% vs 3.70% for USFR. On fees, BBSC is cheaper at 0.09% per year. On volatility, USFR has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BBSC has performed better with a 7.22% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBSC is cheaper with a 0.09% expense ratio, compared with 0.15% for USFR.
USFR has the higher dividend yield at 3.91%, compared with 0.99% for BBSC.
BBSC is categorized as Small Cap Blend Equities, while USFR is Government Bonds. BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.09% for BBSC and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.65 vs 2.14), 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.
Find the right allocation for BBSC and USFR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer