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BBUS vs. SCHK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBUS vs. SCHK - 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 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

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BBUS vs. SCHK - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBUS
JP Morgan Betabuilders U.S. Equity ETF
-4.04%17.77%24.89%27.20%-19.46%27.13%20.69%16.53%
SCHK
Schwab 1000 Index ETF
-3.51%17.23%24.48%26.63%-19.51%26.17%20.75%16.19%

Returns By Period

In the year-to-date period, BBUS achieves a -4.04% return, which is significantly lower than SCHK's -3.51% return.


BBUS

1D
0.73%
1M
-4.30%
YTD
-4.04%
6M
-2.01%
1Y
17.87%
3Y*
18.60%
5Y*
11.41%
10Y*

SCHK

1D
0.73%
1M
-4.38%
YTD
-3.51%
6M
-1.54%
1Y
18.17%
3Y*
18.37%
5Y*
11.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBUS vs. SCHK - Expense Ratio Comparison

BBUS has a 0.02% expense ratio, which is lower than SCHK's 0.05% 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. SCHK — Risk / Return Rank

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

BBUS
BBUS Risk / Return Rank: 5858
Overall Rank
BBUS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 5555
Sortino Ratio Rank
BBUS Omega Ratio Rank: 5959
Omega Ratio Rank
BBUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBUS Martin Ratio Rank: 6666
Martin Ratio Rank

SCHK
SCHK Risk / Return Rank: 5959
Overall Rank
SCHK Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCHK Omega Ratio Rank: 5959
Omega Ratio Rank
SCHK Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHK Martin Ratio Rank: 6868
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. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JP Morgan Betabuilders U.S. Equity ETF (BBUS) and Schwab 1000 Index ETF (SCHK). 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.


BBUSSCHKDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.98

0.00

Sortino ratio

Return per unit of downside risk

1.50

1.50

-0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.51

1.51

0.00

Martin ratio

Return relative to average drawdown

7.01

7.17

-0.15

BBUS vs. SCHK - Sharpe Ratio Comparison

The current BBUS Sharpe Ratio is 0.98, which is comparable to the SCHK Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BBUS and SCHK, 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


BBUSSCHKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.98

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.65

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.69

+0.04

Correlation

The correlation between BBUS and SCHK is 0.99, 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. SCHK - Dividend Comparison

BBUS's dividend yield for the trailing twelve months is around 1.13%, less than SCHK's 1.16% yield.


TTM202520242023202220212020201920182017
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.13%1.07%1.21%1.38%1.57%1.11%1.43%1.37%0.00%0.00%
SCHK
Schwab 1000 Index ETF
1.16%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%

Drawdowns

BBUS vs. SCHK - Drawdown Comparison

The maximum BBUS drawdown since its inception was -35.35%, roughly equal to the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for BBUS and SCHK.


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Drawdown Indicators


BBUSSCHKDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-34.80%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-12.31%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-25.44%

-0.02%

Current Drawdown

Current decline from peak

-5.86%

-5.55%

-0.31%

Average Drawdown

Average peak-to-trough decline

-5.57%

-5.27%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.60%

+0.01%

Volatility

BBUS vs. SCHK - Volatility Comparison

JP Morgan Betabuilders U.S. Equity ETF (BBUS) and Schwab 1000 Index ETF (SCHK) have volatilities of 5.39% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBUSSCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.49%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

9.80%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

18.61%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

17.24%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

19.23%

+0.52%