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BBSU.L vs. BBUD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSU.L vs. BBUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) and JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BBSU.L is traded in GBp, while BBUD.L is traded in USD. To make them comparable, the BBUD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with BBSU.L having a 10.32% return and BBUD.L slightly higher at 10.61%.


BBSU.L

1D
-0.11%
1M
0.31%
6M
9.90%
YTD
10.32%
1Y
20.93%
3Y*
19.12%
5Y*
13.20%
10Y*

BBUD.L

1D
-0.25%
1M
0.23%
6M
10.00%
YTD
10.61%
1Y
21.03%
3Y*
19.10%
5Y*
13.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSU.L vs. BBUD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBSU.L
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
10.32%9.39%27.19%20.71%-10.46%29.25%16.07%11.84%
BBUD.L
JPM BetaBuilders US Equity UCITS ETF - USD (dist)
10.61%9.05%27.31%21.26%-10.43%28.84%16.63%11.34%

Correlation

The correlation between BBSU.L and BBUD.L is 0.92, 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

0.92

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2019

0.93

The correlation between BBSU.L and BBUD.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

BBSU.L vs. BBUD.L — Risk / Return Rank

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

BBSU.L
BBSU.L Risk / Return Rank: 7171
Overall Rank
BBSU.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BBSU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
BBSU.L Omega Ratio Rank: 7575
Omega Ratio Rank
BBSU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
BBSU.L Martin Ratio Rank: 6565
Martin Ratio Rank

BBUD.L
BBUD.L Risk / Return Rank: 6767
Overall Rank
BBUD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BBUD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
BBUD.L Omega Ratio Rank: 6565
Omega Ratio Rank
BBUD.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
BBUD.L Martin Ratio Rank: 6969
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.

BBSU.L vs. BBUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) and JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L). 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.


BBSU.LBBUD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

2.76

2.80

-0.04

Martin ratioReturn relative to average drawdown

9.41

9.09

+0.32

BBSU.L vs. BBUD.L - Sharpe Ratio Comparison

The current BBSU.L Sharpe Ratio is 1.93, which is comparable to the BBUD.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BBSU.L and BBUD.L, 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

BBSU.L vs. BBUD.L - Drawdown Comparison

The maximum BBSU.L drawdown since its inception was -25.80%, roughly equal to the maximum BBUD.L drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for BBSU.L and BBUD.L.


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Drawdown Indicators


BBSU.LBBUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.80%

-26.30%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-7.71%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-21.32%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.42%

-21.32%

-0.10%

Current Drawdown

Current decline from peak

-0.52%

-0.43%

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.68%

-3.72%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.38%

-0.09%

Volatility

BBSU.L vs. BBUD.L - Volatility Comparison

JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) and JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L) have volatilities of 3.15% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBSU.LBBUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.21%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

9.56%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

12.45%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

15.70%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

17.15%

-1.09%

BBSU.L vs. BBUD.L - Expense Ratio Comparison

Both BBSU.L and BBUD.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BBSU.L vs. BBUD.L - Dividend Comparison

BBSU.L has not paid dividends to shareholders, while BBUD.L's dividend yield for the trailing twelve months is around 1.10%.


PositionTTM2025202420232022202120202019
BBSU.L
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBUD.L
JPM BetaBuilders US Equity UCITS ETF - USD (dist)
1.10%1.10%1.01%1.29%1.46%0.95%1.37%0.74%

Frequently Asked Questions


With a correlation of 0.92, BBSU.L and BBUD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BBSU.L and BBUD.L have the same expense ratio: 0.05% per year.

BBSU.L tracks Russell 1000 TR USD, while BBUD.L tracks Morningstar US Target Market Exposure Index.

Portfolio Optimizer

Find the right allocation for BBSU.L and BBUD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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