DJEL.L vs. BBUS.L
DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) and BBUS.L (BetaBuilders US Equity UCITS USD Acc) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from Amundi and JPMorgan respectively. Both are passively managed. Over the past 5 years, DJEL.L returned 10.83%/yr vs 14.51%/yr for BBUS.L. A 0.70 correlation means they provide meaningful diversification when combined. DJEL.L charges 0.50%/yr vs 0.04%/yr for BBUS.L.
Performance
DJEL.L vs. BBUS.L - Performance Comparison
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Different Trading Currencies
DJEL.L is traded in GBp, while BBUS.L is traded in USD. To make them comparable, the BBUS.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DJEL.L achieves a 7.34% return, which is significantly lower than BBUS.L's 10.58% return.
DJEL.L
- 1D
- 1.30%
- 1M
- 6.01%
- YTD
- 7.34%
- 6M
- 7.63%
- 1Y
- 23.69%
- 3Y*
- 13.92%
- 5Y*
- 10.83%
- 10Y*
- 13.70%
BBUS.L
- 1D
- 0.07%
- 1M
- 5.52%
- YTD
- 10.58%
- 6M
- 10.02%
- 1Y
- 28.61%
- 3Y*
- 19.17%
- 5Y*
- 14.51%
- 10Y*
- —
DJEL.L vs. BBUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR | 7.34% | 6.63% | 16.67% | 9.42% | 3.64% | 21.33% | 5.44% | 10.07% |
BBUS.L BetaBuilders US Equity UCITS USD Acc | 10.58% | 9.16% | 27.18% | 21.25% | -10.45% | 28.84% | 16.60% | 11.33% |
Correlation
The correlation between DJEL.L and BBUS.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.70 |
The correlation between DJEL.L and BBUS.L has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.
DJEL.L vs. BBUS.L - Sectors Allocation Comparison
Sectors
DJEL.L
BBUS.L
Financial Services
Industrials
Technology
Healthcare
Consumer Cyclical
Consumer Defensive
Basic Materials
Energy
Communication Services
Real Estate
-
Utilities
-
Financial Services
DJEL.L
BBUS.L
Industrials
DJEL.L
BBUS.L
Technology
DJEL.L
BBUS.L
Healthcare
DJEL.L
BBUS.L
Consumer Cyclical
DJEL.L
BBUS.L
Consumer Defensive
DJEL.L
BBUS.L
Basic Materials
DJEL.L
BBUS.L
Energy
DJEL.L
BBUS.L
Communication Services
DJEL.L
BBUS.L
Real Estate
DJEL.L
-
BBUS.L
Utilities
DJEL.L
-
BBUS.L
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Return for Risk
DJEL.L vs. BBUS.L — Risk / Return Rank
DJEL.L
BBUS.L
DJEL.L vs. BBUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) and BetaBuilders US Equity UCITS USD Acc (BBUS.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.
| DJEL.L | BBUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 3.69 | -0.47 |
| Martin ratioReturn relative to average drawdown | 10.89 | 12.17 | -1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJEL.L | BBUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.39 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.93 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.90 | +0.31 |
Drawdowns
DJEL.L vs. BBUS.L - Drawdown Comparison
The maximum DJEL.L drawdown since its inception was -28.44%, which is greater than BBUS.L's maximum drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for DJEL.L and BBUS.L.
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Drawdown Indicators
| DJEL.L | BBUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.44% | -26.39% | -2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -7.71% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -18.99% | -21.39% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.99% | -21.39% | +2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.44% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -3.80% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.34% | -0.16% |
Volatility
DJEL.L vs. BBUS.L - Volatility Comparison
The current volatility for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) is 2.90%, while BetaBuilders US Equity UCITS USD Acc (BBUS.L) has a volatility of 3.53%. This indicates that DJEL.L experiences smaller price fluctuations and is considered to be less risky than BBUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJEL.L | BBUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.53% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 8.67% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 11.90% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 15.58% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 17.26% | +1.22% |
DJEL.L vs. BBUS.L - Expense Ratio Comparison
DJEL.L has a 0.50% expense ratio, which is higher than BBUS.L's 0.04% expense ratio.
Dividends
DJEL.L vs. BBUS.L - Dividend Comparison
DJEL.L's dividend yield for the trailing twelve months is around 0.74%, while BBUS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBUS.L BetaBuilders US Equity UCITS USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR | 0.74% | 0.79% | 1.16% | 1.05% | 1.74% | 1.14% | 1.60% | 1.30% | 1.93% | 1.70% | 2.22% | 2.44% |
Frequently Asked Questions
DJEL.L and BBUS.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBUS.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBUS.L is cheaper with a 0.04% expense ratio, compared with 0.50% for DJEL.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.50% for DJEL.L and 0.04% for BBUS.L.
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