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BBSU.L vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBSU.L and VUAA.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BBSU.L vs. VUAA.DE - 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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
80.01%
82.23%
BBSU.L
VUAA.DE

Key characteristics

Sharpe Ratio

BBSU.L:

0.15

VUAA.DE:

0.23

Sortino Ratio

BBSU.L:

0.31

VUAA.DE:

0.42

Omega Ratio

BBSU.L:

1.04

VUAA.DE:

1.06

Calmar Ratio

BBSU.L:

0.11

VUAA.DE:

0.18

Martin Ratio

BBSU.L:

0.37

VUAA.DE:

0.63

Ulcer Index

BBSU.L:

6.45%

VUAA.DE:

6.65%

Daily Std Dev

BBSU.L:

16.48%

VUAA.DE:

18.14%

Max Drawdown

BBSU.L:

-25.80%

VUAA.DE:

-33.67%

Current Drawdown

BBSU.L:

-14.92%

VUAA.DE:

-15.47%

Returns By Period

In the year-to-date period, BBSU.L achieves a -10.79% return, which is significantly higher than VUAA.DE's -12.06% return.


BBSU.L

YTD

-10.79%

1M

8.27%

6M

-7.75%

1Y

2.63%

5Y*

13.64%

10Y*

N/A

VUAA.DE

YTD

-12.06%

1M

7.93%

6M

-9.26%

1Y

4.15%

5Y*

14.32%

10Y*

N/A

*Annualized

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BBSU.L vs. VUAA.DE - Expense Ratio Comparison

BBSU.L has a 0.05% expense ratio, which is lower than VUAA.DE's 0.07% 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%.


Risk-Adjusted Performance

BBSU.L vs. VUAA.DE — Risk-Adjusted Performance Rank

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

BBSU.L
The Risk-Adjusted Performance Rank of BBSU.L is 2828
Overall Rank
The Sharpe Ratio Rank of BBSU.L is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of BBSU.L is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BBSU.L is 2828
Omega Ratio Rank
The Calmar Ratio Rank of BBSU.L is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BBSU.L is 2828
Martin Ratio Rank

VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 3333
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBSU.L vs. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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.


The current BBSU.L Sharpe Ratio is 0.15, which is lower than the VUAA.DE Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of BBSU.L and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.53
0.55
BBSU.L
VUAA.DE

Dividends

BBSU.L vs. VUAA.DE - Dividend Comparison

Neither BBSU.L nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BBSU.L vs. VUAA.DE - Drawdown Comparison

The maximum BBSU.L drawdown since its inception was -25.80%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for BBSU.L and VUAA.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.89%
-8.03%
BBSU.L
VUAA.DE

Volatility

BBSU.L vs. VUAA.DE - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) is 9.95%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 10.94%. This indicates that BBSU.L experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.95%
10.94%
BBSU.L
VUAA.DE