PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBUS vs. SCHA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BBUS vs. SCHA - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.04%
11.43%
BBUS
SCHA

Returns By Period

In the year-to-date period, BBUS achieves a 25.49% return, which is significantly higher than SCHA's 15.19% return.


BBUS

YTD

25.49%

1M

1.17%

6M

12.04%

1Y

32.25%

5Y (annualized)

15.54%

10Y (annualized)

N/A

SCHA

YTD

15.19%

1M

2.05%

6M

11.44%

1Y

29.61%

5Y (annualized)

10.34%

10Y (annualized)

9.37%

Key characteristics


BBUSSCHA
Sharpe Ratio2.711.56
Sortino Ratio3.592.24
Omega Ratio1.501.27
Calmar Ratio3.891.41
Martin Ratio17.738.88
Ulcer Index1.87%3.41%
Daily Std Dev12.26%19.37%
Max Drawdown-35.35%-42.41%
Current Drawdown-1.40%-4.17%

Compare stocks, funds, or ETFs

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


BBUS vs. SCHA - Expense Ratio Comparison

BBUS has a 0.02% expense ratio, which is lower than SCHA'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%.


SCHA
Schwab U.S. Small-Cap ETF
Expense ratio chart for SCHA: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BBUS: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.8

The correlation between BBUS and SCHA is 0.84, 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.

Risk-Adjusted Performance

BBUS vs. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JP Morgan Betabuilders U.S. Equity ETF (BBUS) and Schwab U.S. Small-Cap ETF (SCHA). 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.


Sharpe ratio
The chart of Sharpe ratio for BBUS, currently valued at 2.71, compared to the broader market0.002.004.006.002.711.56
The chart of Sortino ratio for BBUS, currently valued at 3.59, compared to the broader market-2.000.002.004.006.008.0010.0012.003.592.24
The chart of Omega ratio for BBUS, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.27
The chart of Calmar ratio for BBUS, currently valued at 3.89, compared to the broader market0.005.0010.0015.003.891.41
The chart of Martin ratio for BBUS, currently valued at 17.73, compared to the broader market0.0020.0040.0060.0080.00100.0017.738.88
BBUS
SCHA

The current BBUS Sharpe Ratio is 2.71, which is higher than the SCHA Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BBUS and SCHA, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.71
1.56
BBUS
SCHA

Dividends

BBUS vs. SCHA - Dividend Comparison

BBUS's dividend yield for the trailing twelve months is around 1.20%, less than SCHA's 2.08% yield.


TTM20232022202120202019201820172016201520142013
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.20%1.39%1.57%1.11%1.42%1.37%0.00%0.00%0.00%0.00%0.00%0.00%
SCHA
Schwab U.S. Small-Cap ETF
2.08%2.04%1.88%1.62%1.50%2.20%2.88%1.47%2.09%2.28%2.55%1.75%

Drawdowns

BBUS vs. SCHA - Drawdown Comparison

The maximum BBUS drawdown since its inception was -35.35%, smaller than the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for BBUS and SCHA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.40%
-4.17%
BBUS
SCHA

Volatility

BBUS vs. SCHA - Volatility Comparison

The current volatility for JP Morgan Betabuilders U.S. Equity ETF (BBUS) is 4.13%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 6.74%. This indicates that BBUS experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.13%
6.74%
BBUS
SCHA