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CUS1.L vs. BBSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CUS1.L vs. BBSC

Last updated Jun 5, 2026

CUS1.L (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) are both Small Cap Blend Equities funds - CUS1.L tracks the Russell 2000 TR USD while BBSC tracks the Morningstar US Small Cap Target Market Exposure Extended Index. Both are passively managed. Over the past 5 years, CUS1.L returned 7.82%/yr vs 8.12%/yr for BBSC. A 0.63 correlation means they provide meaningful diversification when combined. CUS1.L charges 0.43%/yr vs 0.09%/yr for BBSC.

Performance

CUS1.L vs. BBSC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CUS1.L is traded in GBp, while BBSC is traded in USD. To make them comparable, the BBSC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CUS1.L achieves a 15.99% return, which is significantly lower than BBSC's 17.99% return.

CUS1.L

1D
1.06%
1M
4.90%
YTD
15.99%
6M
15.37%
1Y
35.71%
3Y*
13.68%
5Y*
7.82%
10Y*
11.83%

BBSC

1D
1.52%
1M
3.55%
YTD
17.99%
6M
14.25%
1Y
39.48%
3Y*
15.48%
5Y*
8.12%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUS1.L vs. BBSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
CUS1.L
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)		15.99%2.68%11.54%11.30%-7.26%19.95%7.36%
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF		17.99%2.52%14.27%14.07%-10.21%16.54%8.55%

Correlation

The correlation between CUS1.L and BBSC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

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

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.63

The correlation between CUS1.L and BBSC has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

CUS1.L vs. BBSC - Sectors Allocation Comparison

Sectors
CUS1.L
BBSC

Industrials

19.6%
14.9%

Technology

16.8%
18.5%

Financial Services

15.1%
16.9%

Healthcare

12.6%
15.7%

Consumer Cyclical

10.5%
9.0%

Real Estate

7.0%
7.7%

Energy

5.6%
6.4%

Consumer Defensive

3.9%
3.2%

Basic Materials

3.9%
4.1%

Utilities

2.7%
1.2%

Communication Services

2.5%
2.4%

Industrials

CUS1.L
19.6%
BBSC
14.9%

Technology

CUS1.L
16.8%
BBSC
18.5%

Financial Services

CUS1.L
15.1%
BBSC
16.9%

Healthcare

CUS1.L
12.6%
BBSC
15.7%

Consumer Cyclical

CUS1.L
10.5%
BBSC
9.0%

Real Estate

CUS1.L
7.0%
BBSC
7.7%

Energy

CUS1.L
5.6%
BBSC
6.4%

Consumer Defensive

CUS1.L
3.9%
BBSC
3.2%

Basic Materials

CUS1.L
3.9%
BBSC
4.1%

Utilities

CUS1.L
2.7%
BBSC
1.2%

Communication Services

CUS1.L
2.5%
BBSC
2.4%

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iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)

JPMorgan BetaBuilders U.S. Small Cap Equity ETF

Often compared with CUS1.L:
CUS1.L vs. WLDS.LCUS1.L vs. AVUVCUS1.L vs. R2SC.LCUS1.L vs. CSPX.LCUS1.L vs. AMZNCUS1.L vs. USSC.LCUS1.L vs. VIOG
Often compared with BBSC:
BBSC vs. VBBBSC vs. FJACXBBSC vs. AVSCBBSC vs. VBRBBSC vs. SLYGBBSC vs. XSVMBBSC vs. VIOO

Return for Risk

CUS1.L vs. BBSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CUS1.L
CUS1.L Risk / Return Rank: 7878
Overall Rank
CUS1.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CUS1.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CUS1.L Omega Ratio Rank: 7070
Omega Ratio Rank
CUS1.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
CUS1.L Martin Ratio Rank: 8484
Martin Ratio Rank
BBSC
BBSC Risk / Return Rank: 6565
Overall Rank
BBSC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BBSC Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBSC Omega Ratio Rank: 5555
Omega Ratio Rank
BBSC Calmar Ratio Rank: 7979
Calmar Ratio Rank
BBSC Martin Ratio Rank: 7171
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.

CUS1.L vs. BBSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). 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.

CUS1.LBBSCDifference
Sharpe ratioReturn per unit of total volatility
2.40
2.20

+0.20

Sortino ratioReturn per unit of downside risk
3.25
3.00

+0.25

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

5.52

5.02

+0.50

Martin ratioReturn relative to average drawdown

17.02

15.78

+1.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CUS1.L vs. BBSC - Sharpe Ratio Comparison

The current CUS1.L Sharpe Ratio is 2.40, which is comparable to the BBSC Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CUS1.L and BBSC, 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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Sharpe Ratios by Period

CUS1.LBBSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.20

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.38

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.52

+0.19

Drawdowns

CUS1.L vs. BBSC - Drawdown Comparison

The maximum CUS1.L drawdown since its inception was -35.26%, which is greater than BBSC's maximum drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for CUS1.L and BBSC.

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Drawdown Indicators

CUS1.LBBSCDifference

Max Drawdown

Largest peak-to-trough decline

-35.26%

-30.44%

-4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

-7.90%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-30.44%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-30.44%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.38%

-8.84%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.51%

-0.42%

Volatility

CUS1.L vs. BBSC - Volatility Comparison

The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) is 3.89%, while JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a volatility of 4.31%. This indicates that CUS1.L experiences smaller price fluctuations and is considered to be less risky than BBSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CUS1.LBBSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

4.31%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

12.04%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

18.03%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

21.47%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

21.44%

-1.88%

CUS1.L vs. BBSC - Expense Ratio Comparison

CUS1.L has a 0.43% expense ratio, which is higher than BBSC's 0.09% expense ratio.

Dividends

CUS1.L vs. BBSC - Dividend Comparison

CUS1.L has not paid dividends to shareholders, while BBSC's dividend yield for the trailing twelve months is around 1.02%.

PositionTTM202520242023202220212020
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF		1.02%1.13%1.29%1.58%1.37%1.06%0.18%
CUS1.L
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CUS1.L and BBSC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBSC is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBSC is cheaper with a 0.09% expense ratio, compared with 0.43% for CUS1.L.

CUS1.L tracks Russell 2000 TR USD, while BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.43% for CUS1.L and 0.09% for BBSC.

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