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CU1.L vs. BBUD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU1.L vs. BBUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CU1.L is traded in GBp, while BBUD.L is traded in USD. To make them comparable, the BBUD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU1.L achieves a 8.92% return, which is significantly lower than BBUD.L's 10.61% return.


CU1.L

1D
-1.06%
1M
-0.88%
6M
7.37%
YTD
8.92%
1Y
19.25%
3Y*
18.28%
5Y*
12.81%
10Y*
14.31%

BBUD.L

1D
-0.25%
1M
-0.08%
6M
8.87%
YTD
10.61%
1Y
20.94%
3Y*
19.10%
5Y*
13.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU1.L vs. BBUD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CU1.L
iShares MSCI USA UCITS ETF USD (Acc)
8.92%9.22%27.38%20.66%-10.62%28.72%16.30%12.13%
BBUD.L
JPM BetaBuilders US Equity UCITS ETF - USD (dist)
10.61%9.05%27.31%21.26%-10.43%28.84%16.63%12.40%

Correlation

The correlation between CU1.L and BBUD.L 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 (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

0.93

The correlation between CU1.L and BBUD.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

CU1.L vs. BBUD.L — Risk / Return Rank

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

CU1.L
CU1.L Risk / Return Rank: 6767
Overall Rank
CU1.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CU1.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
CU1.L Omega Ratio Rank: 7070
Omega Ratio Rank
CU1.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
CU1.L Martin Ratio Rank: 6363
Martin Ratio Rank

BBUD.L
BBUD.L Risk / Return Rank: 7272
Overall Rank
BBUD.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BBUD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
BBUD.L Omega Ratio Rank: 7171
Omega Ratio Rank
BBUD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
BBUD.L Martin Ratio Rank: 7474
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.

CU1.L vs. BBUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.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.

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.


CU1.LBBUD.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.50

2.80

-0.30

Martin ratioReturn relative to average drawdown

8.48

9.09

-0.61

CU1.L vs. BBUD.L - Sharpe Ratio Comparison

The current CU1.L Sharpe Ratio is 1.73, which is comparable to the BBUD.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CU1.L and BBUD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CU1.L vs. BBUD.L - Drawdown Comparison

The maximum CU1.L drawdown since its inception was -98.42%, which is greater than BBUD.L's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for CU1.L and BBUD.L.


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Drawdown Indicators


CU1.LBBUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.42%

-26.30%

-72.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-7.71%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-21.32%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-21.32%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

Current Drawdown

Current decline from peak

-1.89%

-0.43%

-1.46%

Average Drawdown

Average peak-to-trough decline

-4.00%

-3.72%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.38%

-0.11%

Volatility

CU1.L vs. BBUD.L - Volatility Comparison

iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L) have volatilities of 3.12% and 3.21%, 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.


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Volatility by Period


CU1.LBBUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.21%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

9.56%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

12.45%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

15.70%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

17.15%

+1.23%

CU1.L vs. BBUD.L - Expense Ratio Comparison

CU1.L has a 0.33% expense ratio, which is higher than BBUD.L's 0.05% expense ratio.


Dividends

CU1.L vs. BBUD.L - Dividend Comparison

CU1.L has not paid dividends to shareholders, while BBUD.L's dividend yield for the trailing twelve months is around 1.10%.


PositionTTM2025202420232022202120202019
BBUD.L
JPM BetaBuilders US Equity UCITS ETF - USD (dist)
1.10%1.10%1.01%1.29%1.46%0.95%1.37%0.74%
CU1.L
iShares MSCI USA UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, CU1.L and BBUD.L 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.

On fees, BBUD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBUD.L is cheaper with a 0.05% expense ratio, compared with 0.33% for CU1.L.

CU1.L tracks Russell 1000 TR USD, while BBUD.L tracks Morningstar US Target Market Exposure Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.33% for CU1.L and 0.05% for BBUD.L.

Portfolio Optimizer

Find the right allocation for CU1.L and BBUD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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