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BBUS vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BBUS vs. SCHD - 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 US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.38%
10.88%
BBUS
SCHD

Returns By Period

In the year-to-date period, BBUS achieves a 25.50% return, which is significantly higher than SCHD's 16.26% return.


BBUS

YTD

25.50%

1M

1.39%

6M

12.38%

1Y

32.55%

5Y (annualized)

15.50%

10Y (annualized)

N/A

SCHD

YTD

16.26%

1M

0.84%

6M

10.89%

1Y

25.41%

5Y (annualized)

12.67%

10Y (annualized)

11.40%

Key characteristics


BBUSSCHD
Sharpe Ratio2.632.27
Sortino Ratio3.503.27
Omega Ratio1.491.40
Calmar Ratio3.783.34
Martin Ratio17.1912.25
Ulcer Index1.88%2.05%
Daily Std Dev12.25%11.06%
Max Drawdown-35.35%-33.37%
Current Drawdown-1.39%-1.54%

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BBUS vs. SCHD - Expense Ratio Comparison

BBUS has a 0.02% expense ratio, which is lower than SCHD's 0.06% 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%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
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 SCHD is 0.79, 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. SCHD - 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 US Dividend Equity ETF (SCHD). 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 2.63, compared to the broader market0.002.004.002.632.27
The chart of Sortino ratio for BBUS, currently valued at 3.50, compared to the broader market-2.000.002.004.006.008.0010.0012.003.503.27
The chart of Omega ratio for BBUS, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.40
The chart of Calmar ratio for BBUS, currently valued at 3.78, compared to the broader market0.005.0010.0015.003.783.34
The chart of Martin ratio for BBUS, currently valued at 17.19, compared to the broader market0.0020.0040.0060.0080.00100.0017.1912.25
BBUS
SCHD

The current BBUS Sharpe Ratio is 2.63, which is comparable to the SCHD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of BBUS and SCHD, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.63
2.27
BBUS
SCHD

Dividends

BBUS vs. SCHD - Dividend Comparison

BBUS's dividend yield for the trailing twelve months is around 1.20%, less than SCHD's 3.40% 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%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BBUS vs. SCHD - Drawdown Comparison

The maximum BBUS drawdown since its inception was -35.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BBUS and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.39%
-1.54%
BBUS
SCHD

Volatility

BBUS vs. SCHD - Volatility Comparison

JP Morgan Betabuilders U.S. Equity ETF (BBUS) has a higher volatility of 4.13% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that BBUS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.13%
3.39%
BBUS
SCHD