BLUX vs. BBUS

Last updated Jun 24, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and BBUS (JPMorgan BetaBuilders U.S. Equity ETF) are both Large Cap Blend Equities funds. Over the past year, BLUX returned 26.50% vs 22.78% for BBUS. Their correlation of 0.91 suggests significant overlap in exposure. BLUX charges 0.25%/yr vs 0.02%/yr for BBUS.

Performance

BLUX vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Dynamic Total Market ETF (BLUX) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLUX achieves a 13.12% return, which is significantly higher than BBUS's 7.57% return.

BLUX

• 1D: -0.95%
• 1M: 1.21%
• YTD: 13.12%
• 6M: 11.59%
• 1Y: 26.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBUS

• 1D: -1.68%
• 1M: -1.53%
• YTD: 7.57%
• 6M: 6.62%
• 1Y: 22.78%
• 3Y*: 20.70%
• 5Y*: 12.52%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BLUX vs. BBUS - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	13.12%	12.62%
BBUS JPMorgan BetaBuilders U.S. Equity ETF	7.57%	15.29%

Correlation

The correlation between BLUX and BBUS is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.91

The correlation between BLUX and BBUS has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

BLUX vs. BBUS - Sectors Allocation Comparison

Sectors	BLUX	BBUS
Technology	26.7%	38.1%
Financial Services	14.1%	11.2%
Industrials	12.0%	7.4%
Healthcare	11.6%	8.0%
Consumer Cyclical	10.0%	9.1%
Communication Services	6.6%	10.0%
Real Estate	4.8%	1.7%
Energy	4.6%	3.0%
Consumer Defensive	3.7%	4.4%
Basic Materials	3.4%	1.2%
Utilities	2.6%	2.6%

Return for Risk

BLUX vs. BBUS — Risk / Return Rank

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

BLUX

BLUX Risk / Return Rank: 64
BLUX Sharpe Ratio Rank: 62
BLUX Sortino Ratio Rank: 62
BLUX Omega Ratio Rank: 59
BLUX Calmar Ratio Rank: 65
BLUX Martin Ratio Rank: 72

BBUS

BBUS Risk / Return Rank: 56
BBUS Sharpe Ratio Rank: 56
BBUS Sortino Ratio Rank: 54
BBUS Omega Ratio Rank: 55
BBUS Calmar Ratio Rank: 52
BBUS Martin Ratio Rank: 63

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.

BLUX vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Dynamic Total Market ETF (BLUX) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BLUX	BBUS	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.82	+0.05
Sortino ratio: Return per unit of downside risk	2.62	2.48	+0.14
Omega ratio: Gain probability vs. loss probability	1.33	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	2.95	2.49	+0.46
Martin ratio: Return relative to average drawdown	12.23	10.97	+1.26

BLUX vs. BBUS - Sharpe Ratio Comparison

The current BLUX Sharpe Ratio is 1.87, which is comparable to the BBUS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BLUX and BBUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLUX vs. BBUS - Drawdown Comparison

The maximum BLUX drawdown since its inception was -9.03%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for BLUX and BBUS.

Drawdown Indicators

	BLUX	BBUS	Difference
Max Drawdown Largest peak-to-trough decline	-9.03%	-35.35%	+26.32%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-9.21%	+0.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.46%	—
Current Drawdown Current decline from peak	-1.12%	-3.47%	+2.35%
Average Drawdown Average peak-to-trough decline	-1.31%	-5.43%	+4.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.08%	+0.09%

Volatility

BLUX vs. BBUS - Volatility Comparison

Bluemonte Dynamic Total Market ETF (BLUX) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS) have volatilities of 4.84% and 5.00%, 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.

Volatility by Period

	BLUX	BBUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	5.00%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.93%	9.95%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	14.24%	12.59%	+1.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.24%	17.14%	-2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.24%	19.59%	-5.35%

BLUX vs. BBUS - Expense Ratio Comparison

BLUX has a 0.25% expense ratio, which is higher than BBUS's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BLUX vs. BBUS - Dividend Comparison

BLUX's dividend yield for the trailing twelve months is around 0.84%, less than BBUS's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BBUS JPMorgan BetaBuilders U.S. Equity ETF	1.01%	1.07%	1.21%	1.38%	1.57%	1.11%	1.43%	1.37%
BLUX Bluemonte Dynamic Total Market ETF	0.84%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLUX and BBUS in my portfolio?

With a correlation of 0.91, BLUX and BBUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BLUX or BBUS?

BBUS has higher volatility (5.00%) compared to BLUX (4.84%). In terms of maximum drawdown, BLUX dropped -9.03% vs BBUS's -35.35%.

Which ETF is better, BLUX or BBUS?

On 1-year performance, BLUX leads with 26.50% vs 22.78% for BBUS. On fees, BBUS is cheaper at 0.02% per year. On volatility, BLUX has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUX or BBUS?

Over the 1-year period, BLUX has performed better with a 26.50% return vs 22.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUX or BBUS?

BBUS is cheaper with a 0.02% expense ratio, compared with 0.25% for BLUX.

Which ETF pays a higher dividend yield, BLUX or BBUS?

BBUS has the higher dividend yield at 1.01%, compared with 0.84% for BLUX.

What is the main difference between BLUX and BBUS?

They also come from different issuers: Bluemonte and JPMorgan. Their fees differ too: 0.25% for BLUX and 0.02% for BBUS.

Which has better risk-adjusted returns?

BLUX currently has the higher Sharpe Ratio (1.87 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.