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BBUS vs. ILCV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBUS vs. ILCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JP Morgan Betabuilders U.S. Equity ETF (BBUS) and iShares Morningstar Value ETF (ILCV). The values are adjusted to include any dividend payments, if applicable.

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BBUS vs. ILCV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBUS
JP Morgan Betabuilders U.S. Equity ETF
-4.74%17.77%24.89%27.20%-19.46%27.13%20.69%16.53%
ILCV
iShares Morningstar Value ETF
-0.92%18.79%17.03%14.43%-7.02%26.71%-0.84%13.79%

Returns By Period

In the year-to-date period, BBUS achieves a -4.74% return, which is significantly lower than ILCV's -0.92% return.


BBUS

1D
2.93%
1M
-4.99%
YTD
-4.74%
6M
-2.34%
1Y
17.47%
3Y*
18.31%
5Y*
11.24%
10Y*

ILCV

1D
1.96%
1M
-4.49%
YTD
-0.92%
6M
4.39%
1Y
16.47%
3Y*
15.74%
5Y*
10.84%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBUS vs. ILCV - Expense Ratio Comparison

BBUS has a 0.02% expense ratio, which is lower than ILCV's 0.04% 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%.


Return for Risk

BBUS vs. ILCV — Risk / Return Rank

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

BBUS
BBUS Risk / Return Rank: 6363
Overall Rank
BBUS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
BBUS Omega Ratio Rank: 6363
Omega Ratio Rank
BBUS Calmar Ratio Rank: 6262
Calmar Ratio Rank
BBUS Martin Ratio Rank: 7272
Martin Ratio Rank

ILCV
ILCV Risk / Return Rank: 6666
Overall Rank
ILCV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ILCV Sortino Ratio Rank: 6464
Sortino Ratio Rank
ILCV Omega Ratio Rank: 6868
Omega Ratio Rank
ILCV Calmar Ratio Rank: 6161
Calmar Ratio Rank
ILCV Martin Ratio Rank: 7272
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.

BBUS vs. ILCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JP Morgan Betabuilders U.S. Equity ETF (BBUS) and iShares Morningstar Value ETF (ILCV). 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.


BBUSILCVDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.08

-0.12

Sortino ratio

Return per unit of downside risk

1.47

1.57

-0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratio

Return relative to maximum drawdown

1.50

1.50

-0.01

Martin ratio

Return relative to average drawdown

7.00

7.14

-0.14

BBUS vs. ILCV - Sharpe Ratio Comparison

The current BBUS Sharpe Ratio is 0.96, which is comparable to the ILCV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BBUS and ILCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBUSILCVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.08

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.76

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.44

+0.29

Correlation

The correlation between BBUS and ILCV is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBUS vs. ILCV - Dividend Comparison

BBUS's dividend yield for the trailing twelve months is around 1.14%, less than ILCV's 1.77% yield.


TTM20252024202320222021202020192018201720162015
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.14%1.07%1.21%1.38%1.57%1.11%1.43%1.37%0.00%0.00%0.00%0.00%
ILCV
iShares Morningstar Value ETF
1.77%1.77%1.99%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%

Drawdowns

BBUS vs. ILCV - Drawdown Comparison

The maximum BBUS drawdown since its inception was -35.35%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for BBUS and ILCV.


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Drawdown Indicators


BBUSILCVDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-58.63%

+23.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-11.82%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-18.58%

-6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

Current Drawdown

Current decline from peak

-6.54%

-4.72%

-1.82%

Average Drawdown

Average peak-to-trough decline

-5.57%

-9.39%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.48%

+0.11%

Volatility

BBUS vs. ILCV - Volatility Comparison

JP Morgan Betabuilders U.S. Equity ETF (BBUS) has a higher volatility of 5.35% compared to iShares Morningstar Value ETF (ILCV) at 3.81%. This indicates that BBUS's price experiences larger fluctuations and is considered to be riskier than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBUSILCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.81%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

7.65%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

15.31%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

14.26%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

16.68%

+3.07%