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BBUS vs. SCHK
Performance
Risk-Adjusted Performance
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.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.38%
13.21%
BBUS
SCHK

Returns By Period

The year-to-date returns for both investments are quite close, with BBUS having a 25.50% return and SCHK slightly higher at 26.08%.


BBUS

YTD

25.50%

1M

1.39%

6M

12.38%

1Y

32.55%

5Y (annualized)

15.50%

10Y (annualized)

N/A

SCHK

YTD

26.08%

1M

1.64%

6M

13.21%

1Y

33.58%

5Y (annualized)

16.18%

10Y (annualized)

N/A

Key characteristics


BBUSSCHK
Sharpe Ratio2.632.68
Sortino Ratio3.503.57
Omega Ratio1.491.50
Calmar Ratio3.783.91
Martin Ratio17.1917.13
Ulcer Index1.88%1.94%
Daily Std Dev12.25%12.38%
Max Drawdown-35.35%-34.80%
Current Drawdown-1.39%-1.41%

Compare stocks, funds, or ETFs

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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%.


SCHK
Schwab 1000 Index ETF
Expense ratio chart for SCHK: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
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

-0.50.00.51.01.0

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.

Risk-Adjusted Performance

BBUS vs. SCHK - 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 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.


Sharpe ratio
The chart of Sharpe ratio for BBUS, currently valued at 2.63, compared to the broader market0.002.004.002.632.68
The chart of Sortino ratio for BBUS, currently valued at 3.50, compared to the broader market-2.000.002.004.006.008.0010.0012.003.503.57
The chart of Omega ratio for BBUS, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.50
The chart of Calmar ratio for BBUS, currently valued at 3.78, compared to the broader market0.005.0010.0015.003.783.91
The chart of Martin ratio for BBUS, currently valued at 17.19, compared to the broader market0.0020.0040.0060.0080.00100.0017.1917.13
BBUS
SCHK

The current BBUS Sharpe Ratio is 2.63, which is comparable to the SCHK Sharpe Ratio of 2.68. 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.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.63
2.68
BBUS
SCHK

Dividends

BBUS vs. SCHK - Dividend Comparison

BBUS's dividend yield for the trailing twelve months is around 1.20%, less than SCHK's 1.45% yield.


TTM2023202220212020201920182017
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.20%1.39%1.57%1.11%1.42%1.37%0.00%0.00%
SCHK
Schwab 1000 Index ETF
1.45%2.03%1.96%1.41%2.65%3.25%1.81%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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.39%
-1.41%
BBUS
SCHK

Volatility

BBUS vs. SCHK - Volatility Comparison

JP Morgan Betabuilders U.S. Equity ETF (BBUS) and Schwab 1000 Index ETF (SCHK) have volatilities of 4.13% and 4.23%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.13%
4.23%
BBUS
SCHK