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BBSC vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BBSC vs. XSVM

Last updated Jun 23, 2026

BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) 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 XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index. Both are passively managed. Over the past 5 years, BBSC returned 7.22%/yr vs 8.01%/yr for XSVM. Their correlation of 0.87 suggests significant overlap in exposure. BBSC charges 0.09%/yr vs 0.37%/yr for XSVM.

Performance

BBSC vs. XSVM - 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 Invesco S&P SmallCap Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BBSC having a 20.14% return and XSVM slightly lower at 20.07%.

BBSC

1D
0.21%
1M
4.47%
YTD
20.14%
6M
16.83%
1Y
41.19%
3Y*
19.37%
5Y*
7.22%
10Y*
—

XSVM

1D
-0.05%
1M
2.87%
YTD
20.07%
6M
17.31%
1Y
39.24%
3Y*
17.36%
5Y*
8.01%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSC vs. XSVM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF		20.14%10.38%12.31%20.07%-19.75%15.44%11.94%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		20.07%7.47%2.30%20.20%-13.63%56.36%8.45%

Correlation

The correlation between BBSC and XSVM is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

0.87

The correlation between BBSC and XSVM has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

BBSC vs. XSVM - Sectors Allocation Comparison

Sectors
BBSC
XSVM

Technology

20.3%
9.5%

Financial Services

16.7%
38.7%

Healthcare

15.5%
1.1%

Industrials

15.0%
6.3%

Consumer Cyclical

8.7%
17.4%

Real Estate

7.5%
4.8%

Energy

5.8%
9.3%

Basic Materials

4.0%
2.0%

Consumer Defensive

3.0%
6.9%

Communication Services

2.3%
2.8%

Utilities

1.2%
1.2%

Technology

BBSC
20.3%
XSVM
9.5%

Financial Services

BBSC
16.7%
XSVM
38.7%

Healthcare

BBSC
15.5%
XSVM
1.1%

Industrials

BBSC
15.0%
XSVM
6.3%

Consumer Cyclical

BBSC
8.7%
XSVM
17.4%

Real Estate

BBSC
7.5%
XSVM
4.8%

Energy

BBSC
5.8%
XSVM
9.3%

Basic Materials

BBSC
4.0%
XSVM
2.0%

Consumer Defensive

BBSC
3.0%
XSVM
6.9%

Communication Services

BBSC
2.3%
XSVM
2.8%

Utilities

BBSC
1.2%
XSVM
1.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan BetaBuilders U.S. Small Cap Equity ETF

Invesco S&P SmallCap Value with Momentum ETF

Often compared with BBSC:
BBSC vs. VBBBSC vs. FJACXBBSC vs. AVSCBBSC vs. VBRBBSC vs. SLYGBBSC vs. VIOOBBSC vs. SCHA
Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRX

Return for Risk

BBSC vs. XSVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBSC
BBSC Risk / Return Rank: 7171
Overall Rank
BBSC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BBSC Sortino Ratio Rank: 6868
Sortino Ratio Rank
BBSC Omega Ratio Rank: 5959
Omega Ratio Rank
BBSC Calmar Ratio Rank: 8383
Calmar Ratio Rank
BBSC Martin Ratio Rank: 7676
Martin Ratio Rank
XSVM
XSVM Risk / Return Rank: 7070
Overall Rank
XSVM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7070
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6464
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7878
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6868
Martin Ratio Rank
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. XSVM - 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 Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.

BBSCXSVMDifference
Sharpe ratioReturn per unit of total volatility
2.14
2.13

+0.01

Sortino ratioReturn per unit of downside risk
2.98
3.06

-0.09

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

4.34

3.91

+0.43

Martin ratioReturn relative to average drawdown

14.18

12.10

+2.08

BBSC vs. XSVM - Sharpe Ratio Comparison

The current BBSC Sharpe Ratio is 2.14, which is comparable to the XSVM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of BBSC and XSVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BBSC vs. XSVM - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for BBSC and XSVM.

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Drawdown Indicators

BBSCXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-62.57%

+31.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

-10.08%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-29.32%

-26.21%

-3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

-26.21%

-4.75%

Max Drawdown (10Y)

Largest decline over 10 years

—

-49.02%

—

Current Drawdown

Current decline from peak

0.00%

-1.49%

+1.49%

Average Drawdown

Average peak-to-trough decline

-11.39%

-11.54%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.25%

-0.34%

Volatility

BBSC vs. XSVM - Volatility Comparison

JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a higher volatility of 5.45% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 4.60%. This indicates that BBSC's price experiences larger fluctuations and is considered to be riskier than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BBSCXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

4.60%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

12.27%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.41%

18.57%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

22.55%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.85%

25.09%

-2.24%

BBSC vs. XSVM - Expense Ratio Comparison

BBSC has a 0.09% expense ratio, which is lower than XSVM's 0.37% expense ratio.

Dividends

BBSC vs. XSVM - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 0.99%, less than XSVM's 2.23% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		2.23%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions

BBSC and XSVM have a correlation of 0.84, 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 XSVM (4.60%). In terms of maximum drawdown, BBSC dropped -30.96% vs XSVM's -62.57%.

On 5-year performance, XSVM leads with 8.01% vs 7.22% for BBSC. On fees, BBSC is cheaper at 0.09% per year. On volatility, XSVM has been the lower-risk option at 4.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XSVM has performed better with a 8.01% return vs 7.22%. 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 0.37% for XSVM.

XSVM has the higher dividend yield at 2.23%, compared with 0.99% for BBSC.

BBSC is categorized as Small Cap Blend Equities, while XSVM is Momentum. BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index, while XSVM tracks S&P SmallCap 600 High Momentum Value Index. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.09% for BBSC and 0.37% for XSVM.

BBSC currently has the higher Sharpe Ratio (2.14 vs 2.13), 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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