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

Performance

BBUS vs. SPTM - 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 S&P 1500 Composite Stock Market ETF (SPTM). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.38%
12.03%
BBUS
SPTM

Returns By Period

The year-to-date returns for both stocks are quite close, with BBUS having a 25.50% return and SPTM slightly lower at 24.69%.


BBUS

YTD

25.50%

1M

1.39%

6M

12.38%

1Y

32.55%

5Y (annualized)

15.50%

10Y (annualized)

N/A

SPTM

YTD

24.69%

1M

1.31%

6M

12.03%

1Y

31.89%

5Y (annualized)

15.27%

10Y (annualized)

12.87%

Key characteristics


BBUSSPTM
Sharpe Ratio2.632.59
Sortino Ratio3.503.48
Omega Ratio1.491.48
Calmar Ratio3.783.78
Martin Ratio17.1916.64
Ulcer Index1.88%1.90%
Daily Std Dev12.25%12.20%
Max Drawdown-35.35%-54.80%
Current Drawdown-1.39%-1.53%

Compare stocks, funds, or ETFs

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BBUS vs. SPTM - Expense Ratio Comparison

BBUS has a 0.02% expense ratio, which is lower than SPTM's 0.03% 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%.


SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
Expense ratio chart for SPTM: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
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 SPTM 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. SPTM - 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 S&P 1500 Composite Stock Market ETF (SPTM). 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 market0.002.004.006.002.632.59
The chart of Sortino ratio for BBUS, currently valued at 3.50, compared to the broader market-2.000.002.004.006.008.0010.0012.003.503.48
The chart of Omega ratio for BBUS, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.48
The chart of Calmar ratio for BBUS, currently valued at 3.78, compared to the broader market0.005.0010.0015.003.783.78
The chart of Martin ratio for BBUS, currently valued at 17.19, compared to the broader market0.0020.0040.0060.0080.00100.0017.1916.64
BBUS
SPTM

The current BBUS Sharpe Ratio is 2.63, which is comparable to the SPTM Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of BBUS and SPTM, 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
2.59
BBUS
SPTM

Dividends

BBUS vs. SPTM - Dividend Comparison

BBUS's dividend yield for the trailing twelve months is around 1.20%, less than SPTM's 1.24% 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%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
1.24%1.44%1.69%1.25%1.56%1.71%1.90%1.66%1.91%1.92%2.08%1.63%

Drawdowns

BBUS vs. SPTM - Drawdown Comparison

The maximum BBUS drawdown since its inception was -35.35%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for BBUS and SPTM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.39%
-1.53%
BBUS
SPTM

Volatility

BBUS vs. SPTM - Volatility Comparison

JP Morgan Betabuilders U.S. Equity ETF (BBUS) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) have volatilities of 4.13% and 4.18%, 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%
4.18%
BBUS
SPTM