BBUS vs. GXLC
BBUS (JPMorgan BetaBuilders U.S. Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - BBUS tracks the Morningstar US Target Market Exposure Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their 0.99 correlation means they have historically moved very closely together. Both charge a 0.02% expense ratio.
Performance
BBUS vs. GXLC - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BBUS having a 11.30% return and GXLC slightly higher at 11.54%.
BBUS
- 1D
- 1.46%
- 1M
- 1.67%
- 6M
- 9.38%
- YTD
- 11.30%
- 1Y
- 22.56%
- 3Y*
- 20.79%
- 5Y*
- 12.56%
- 10Y*
- —
- ALL TIME*
- 15.98%
GXLC
- 1D
- 1.34%
- 1M
- 1.54%
- 6M
- 9.67%
- YTD
- 11.54%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $26.15M | $23.57M | $29.57M | |
| $25.69K | $21.89K | $18.29K |
BBUS vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBUS JPMorgan BetaBuilders U.S. Equity ETF | 11.30% | 2.87% |
GXLC Global X U.S. 500 ETF | 11.54% | 3.22% |
Correlation
The correlation between BBUS and GXLC is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.99 |
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Return for Risk
BBUS vs. GXLC — Risk / Return Rank
BBUS
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BBUS vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Equity ETF (BBUS) and Global X U.S. 500 ETF (GXLC). 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.
| BBUS | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | — | — |
| Martin ratioReturn relative to average drawdown | 10.36 | — | — |
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Drawdowns
BBUS vs. GXLC - Drawdown Comparison
The maximum BBUS drawdown since its inception was -35.35%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for BBUS and GXLC.
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Drawdown Indicators
| BBUS | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -9.08% | -26.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.16% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -1.57% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | — | — |
Volatility
BBUS vs. GXLC - Volatility Comparison
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Volatility by Period
| BBUS | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 13.64% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 13.64% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.50% | 13.64% | +5.86% |
BBUS vs. GXLC - Expense Ratio Comparison
Both BBUS and GXLC have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
BBUS vs. GXLC - Dividend Comparison
BBUS's dividend yield for the trailing twelve months is around 1.00%, more than GXLC's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BBUS JPMorgan BetaBuilders U.S. Equity ETF | 1.00% | 1.07% | 1.21% | 1.38% | 1.57% | 1.11% | 1.43% | 1.37% |
GXLC Global X U.S. 500 ETF | 0.63% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, BBUS and GXLC 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 0.02% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
BBUS and GXLC have the same expense ratio: 0.02% per year.
BBUS has the higher dividend yield at 1.00%, compared with 0.63% for GXLC.
BBUS tracks Morningstar US Target Market Exposure Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: JPMorgan and Global X.
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