PortfoliosLab logoPortfoliosLab logo
CAPS.L vs. BBSU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAPS.L vs. BBSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Capital Strength UCITS ETF Acc (CAPS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CAPS.L vs. BBSU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CAPS.L
First Trust Capital Strength UCITS ETF Acc
1.07%-0.65%12.99%2.23%0.10%19.38%
BBSU.L
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
-3.45%9.39%27.19%20.71%-10.46%18.91%

Returns By Period

In the year-to-date period, CAPS.L achieves a 1.07% return, which is significantly higher than BBSU.L's -3.45% return.


CAPS.L

1D
0.03%
1M
-5.45%
YTD
1.07%
6M
1.25%
1Y
1.25%
3Y*
7.18%
5Y*
10Y*

BBSU.L

1D
1.60%
1M
-3.24%
YTD
-3.45%
6M
-0.34%
1Y
14.51%
3Y*
15.81%
5Y*
12.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CAPS.L vs. BBSU.L - Expense Ratio Comparison

CAPS.L has a 0.60% expense ratio, which is higher than BBSU.L's 0.05% expense ratio.


Return for Risk

CAPS.L vs. BBSU.L — Risk / Return Rank

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

CAPS.L
CAPS.L Risk / Return Rank: 1414
Overall Rank
CAPS.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CAPS.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CAPS.L Omega Ratio Rank: 1313
Omega Ratio Rank
CAPS.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
CAPS.L Martin Ratio Rank: 1616
Martin Ratio Rank

BBSU.L
BBSU.L Risk / Return Rank: 5454
Overall Rank
BBSU.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BBSU.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
BBSU.L Omega Ratio Rank: 4949
Omega Ratio Rank
BBSU.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
BBSU.L Martin Ratio Rank: 5858
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.

CAPS.L vs. BBSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength UCITS ETF Acc (CAPS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L). 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.


CAPS.LBBSU.LDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.94

-0.84

Sortino ratio

Return per unit of downside risk

0.22

1.37

-1.14

Omega ratio

Gain probability vs. loss probability

1.03

1.20

-0.17

Calmar ratio

Return relative to maximum drawdown

0.25

1.84

-1.59

Martin ratio

Return relative to average drawdown

0.67

6.20

-5.52

CAPS.L vs. BBSU.L - Sharpe Ratio Comparison

The current CAPS.L Sharpe Ratio is 0.10, which is lower than the BBSU.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of CAPS.L and BBSU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CAPS.LBBSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.94

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.84

-0.48

Correlation

The correlation between CAPS.L and BBSU.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CAPS.L vs. BBSU.L - Dividend Comparison

Neither CAPS.L nor BBSU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CAPS.L vs. BBSU.L - Drawdown Comparison

The maximum CAPS.L drawdown since its inception was -22.86%, smaller than the maximum BBSU.L drawdown of -25.80%. Use the drawdown chart below to compare losses from any high point for CAPS.L and BBSU.L.


Loading graphics...

Drawdown Indicators


CAPS.LBBSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.86%

-25.80%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-10.79%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.42%

Current Drawdown

Current decline from peak

-15.11%

-5.43%

-9.68%

Average Drawdown

Average peak-to-trough decline

-10.02%

-3.79%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.32%

+0.07%

Volatility

CAPS.L vs. BBSU.L - Volatility Comparison

The current volatility for First Trust Capital Strength UCITS ETF Acc (CAPS.L) is 2.87%, while JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) has a volatility of 3.78%. This indicates that CAPS.L experiences smaller price fluctuations and is considered to be less risky than BBSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CAPS.LBBSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.78%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

8.36%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

15.46%

-3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

14.52%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

16.22%

+3.27%