DBSC vs. BBSC

Last updated Jun 4, 2026

DBSC (Deepwater Beachfront Small Cap ETF) and BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) are both Small Cap Blend Equities funds. DBSC is actively managed, while BBSC is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. DBSC charges 0.85%/yr vs 0.09%/yr for BBSC.

Performance

DBSC vs. BBSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deepwater Beachfront Small Cap ETF (DBSC) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DBSC achieves a 5.96% return, which is significantly lower than BBSC's 15.75% return.

DBSC

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.96%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBSC

• 1D: -1.11%
• 1M: 2.71%
• YTD: 15.75%
• 6M: 14.20%
• 1Y: 35.98%
• 3Y*: 17.34%
• 5Y*: 6.64%
• 10Y*: —

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

DBSC vs. BBSC - Yearly Performance Comparison

	2026 (YTD)	2025
DBSC Deepwater Beachfront Small Cap ETF	5.96%	-0.65%
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	15.75%	-1.48%

Correlation

The correlation between DBSC and BBSC is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 17, 2025	0.80

Return for Risk

DBSC vs. BBSC — Risk / Return Rank

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

BBSC

BBSC Risk / Return Rank: 61
BBSC Sharpe Ratio Rank: 55
BBSC Sortino Ratio Rank: 56
BBSC Omega Ratio Rank: 50
BBSC Calmar Ratio Rank: 75
BBSC Martin Ratio Rank: 67

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.

DBSC vs. BBSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deepwater Beachfront Small Cap ETF (DBSC) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DBSC	BBSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.90	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.49	+0.10

Drawdowns

DBSC vs. BBSC - Drawdown Comparison

The maximum DBSC drawdown since its inception was -16.61%, smaller than the maximum BBSC drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for DBSC and BBSC.

Drawdown Indicators

	DBSC	BBSC	Difference
Max Drawdown Largest peak-to-trough decline	-16.61%	-30.96%	+14.35%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.54%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-29.32%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.96%	—
Current Drawdown Current decline from peak	-2.17%	-1.48%	-0.69%
Average Drawdown Average peak-to-trough decline	-4.69%	-11.49%	+6.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.92%	—

Volatility

Volatility by Period

	DBSC	BBSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.36%	19.12%	+1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.36%	22.93%	-2.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.36%	22.86%	-2.50%

DBSC vs. BBSC - Expense Ratio Comparison

DBSC has a 0.85% expense ratio, which is higher than BBSC's 0.09% expense ratio.

Dividends

DBSC vs. BBSC - Dividend Comparison

DBSC has not paid dividends to shareholders, while BBSC's dividend yield for the trailing twelve months is around 1.03%.

Position	TTM	2025	2024	2023	2022	2021	2020
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	1.03%	1.13%	1.29%	1.58%	1.37%	1.06%	0.18%
DBSC Deepwater Beachfront Small Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DBSC and BBSC in my portfolio?

DBSC and BBSC have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DBSC or BBSC?

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.

Which ETF is cheaper, DBSC or BBSC?

BBSC is cheaper with a 0.09% expense ratio, compared with 0.85% for DBSC.

Which ETF pays a higher dividend yield, DBSC or BBSC?

BBSC has the higher dividend yield at 1.03%, compared with 0.00% for DBSC.

What is the main difference between DBSC and BBSC?

They also come from different issuers: Deepwater Asset Management and JPMorgan. Their fees differ too: 0.85% for DBSC and 0.09% for BBSC.