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

Correlation

The correlation between BBUS and SPDW is 0.82, 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.


-0.50.00.51.00.8

Performance

BBUS vs. SPDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JP Morgan Betabuilders U.S. Equity ETF (BBUS) and SPDR Portfolio World ex-US ETF (SPDW). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
130.82%
39.12%
BBUS
SPDW

Key characteristics

Sharpe Ratio

BBUS:

2.23

SPDW:

0.47

Sortino Ratio

BBUS:

2.95

SPDW:

0.72

Omega Ratio

BBUS:

1.42

SPDW:

1.09

Calmar Ratio

BBUS:

3.28

SPDW:

0.65

Martin Ratio

BBUS:

14.64

SPDW:

1.85

Ulcer Index

BBUS:

1.91%

SPDW:

3.26%

Daily Std Dev

BBUS:

12.55%

SPDW:

12.83%

Max Drawdown

BBUS:

-35.35%

SPDW:

-60.02%

Current Drawdown

BBUS:

-2.66%

SPDW:

-9.11%

Returns By Period

In the year-to-date period, BBUS achieves a 26.03% return, which is significantly higher than SPDW's 3.24% return.


BBUS

YTD

26.03%

1M

0.42%

6M

9.69%

1Y

26.69%

5Y*

14.73%

10Y*

N/A

SPDW

YTD

3.24%

1M

-1.85%

6M

-1.01%

1Y

4.13%

5Y*

4.70%

10Y*

5.13%

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. SPDW - Expense Ratio Comparison

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


SPDW
SPDR Portfolio World ex-US ETF
Expense ratio chart for SPDW: 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%

Risk-Adjusted Performance

BBUS vs. SPDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JP Morgan Betabuilders U.S. Equity ETF (BBUS) and SPDR Portfolio World ex-US ETF (SPDW). 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 2.23, compared to the broader market0.002.004.002.230.47
The chart of Sortino ratio for BBUS, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.002.950.72
The chart of Omega ratio for BBUS, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.09
The chart of Calmar ratio for BBUS, currently valued at 3.28, compared to the broader market0.005.0010.0015.003.280.65
The chart of Martin ratio for BBUS, currently valued at 14.64, compared to the broader market0.0020.0040.0060.0080.00100.0014.641.85
BBUS
SPDW

The current BBUS Sharpe Ratio is 2.23, which is higher than the SPDW Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of BBUS and SPDW, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.23
0.47
BBUS
SPDW

Dividends

BBUS vs. SPDW - Dividend Comparison

BBUS's dividend yield for the trailing twelve months is around 0.81%, less than SPDW's 1.79% yield.


TTM20232022202120202019201820172016201520142013
BBUS
JP Morgan Betabuilders U.S. Equity ETF
0.81%1.39%1.57%1.11%1.42%1.37%0.00%0.00%0.00%0.00%0.00%0.00%
SPDW
SPDR Portfolio World ex-US ETF
1.79%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.79%3.51%2.37%

Drawdowns

BBUS vs. SPDW - Drawdown Comparison

The maximum BBUS drawdown since its inception was -35.35%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for BBUS and SPDW. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.66%
-9.11%
BBUS
SPDW

Volatility

BBUS vs. SPDW - Volatility Comparison

JP Morgan Betabuilders U.S. Equity ETF (BBUS) has a higher volatility of 3.88% compared to SPDR Portfolio World ex-US ETF (SPDW) at 3.40%. This indicates that BBUS's price experiences larger fluctuations and is considered to be riskier than SPDW 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%JulyAugustSeptemberOctoberNovemberDecember
3.88%
3.40%
BBUS
SPDW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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