PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ESG vs. BBUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESG vs. BBUS

Last updated Aug 2, 2026
Documentation

ESG (FlexShares STOXX US ESG Select Index Fund) and BBUS (JPMorgan BetaBuilders U.S. Equity ETF) are both Large Cap Blend Equities funds - ESG tracks the STOXX USA ESG Select KPIs Index while BBUS tracks the Morningstar US Target Market Exposure Index. Both are passively managed. Over the past 5 years, ESG returned 11.70%/yr vs 12.29%/yr for BBUS. Their 0.97 correlation means they have historically moved very closely together. ESG charges 0.32%/yr vs 0.02%/yr for BBUS.

Performance

ESG vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX US ESG Select Index Fund (ESG) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESG achieves a 11.91% return, which is significantly higher than BBUS's 9.70% return.

ESG

1D
0.20%
1M
0.58%
6M
9.98%
YTD
11.91%
1Y
22.28%
3Y*
17.88%
5Y*
11.70%
10Y*
14.84%
ALL TIME*
14.86%

BBUS

1D
0.73%
1M
0.21%
6M
8.38%
YTD
9.70%
1Y
20.80%
3Y*
19.31%
5Y*
12.29%
10Y*
—
ALL TIME*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BBUS

JPMorgan BetaBuilders U.S. Equity ETF
$26.56M$23.62M$29.53M

ESG

FlexShares STOXX US ESG Select Index Fund
$141.70K$104.98K$155.55K

ESG vs. BBUS - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ESG
FlexShares STOXX US ESG Select Index Fund		11.91%16.04%20.22%27.86%-19.89%28.48%20.75%18.25%
BBUS
JPMorgan BetaBuilders U.S. Equity ETF		9.70%17.77%24.89%27.20%-19.46%27.13%20.69%16.26%

Correlation

The correlation between ESG and BBUS is 0.94, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.97

The correlation between ESG and BBUS has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

ESG vs. BBUS - Sectors Allocation Comparison

Sectors
ESG
BBUS

Technology

33.3%
38.7%

Financial Services

18.3%
11.6%

Healthcare

13.7%
8.9%

Consumer Defensive

9.3%
4.4%

Consumer Cyclical

8.2%
9.4%

Industrials

4.6%
8.6%

Energy

3.6%
3.0%

Basic Materials

3.1%
1.6%

Real Estate

2.9%
1.7%

Communication Services

0.8%
9.9%

Utilities

0.7%
2.2%

Technology

ESG
33.3%
BBUS
38.7%

Financial Services

ESG
18.3%
BBUS
11.6%

Healthcare

ESG
13.7%
BBUS
8.9%

Consumer Defensive

ESG
9.3%
BBUS
4.4%

Consumer Cyclical

ESG
8.2%
BBUS
9.4%

Industrials

ESG
4.6%
BBUS
8.6%

Energy

ESG
3.6%
BBUS
3.0%

Basic Materials

ESG
3.1%
BBUS
1.6%

Real Estate

ESG
2.9%
BBUS
1.7%

Communication Services

ESG
0.8%
BBUS
9.9%

Utilities

ESG
0.7%
BBUS
2.2%

Compare stocks, funds, or ETFs

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

FlexShares STOXX US ESG Select Index Fund

JPMorgan BetaBuilders U.S. Equity ETF

Often compared with ESG:
ESG vs. SPYESG vs. QQQESG vs. VOOESG vs. SCHDESG vs. 4UBQ.DEESG vs. USSGESG vs. MSCI
Often compared with BBUS:
BBUS vs. VOOBBUS vs. VTIBBUS vs. BBREBBUS vs. SPTMBBUS vs. BBCABBUS vs. SCHKBBUS vs. QQQ

Return for Risk

ESG vs. BBUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ESG
ESG Risk / Return Rank: 7474
Overall Rank
ESG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ESG Sortino Ratio Rank: 7575
Sortino Ratio Rank
ESG Omega Ratio Rank: 7474
Omega Ratio Rank
ESG Calmar Ratio Rank: 6868
Calmar Ratio Rank
ESG Martin Ratio Rank: 7777
Martin Ratio Rank
BBUS
BBUS Risk / Return Rank: 6363
Overall Rank
BBUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBUS Omega Ratio Rank: 6262
Omega Ratio Rank
BBUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
BBUS Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESG vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). 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.

ESGBBUSDifference
Sharpe ratioReturn per unit of total volatility
1.74
1.47

+0.27

Sortino ratioReturn per unit of downside risk
2.42
2.04

+0.38

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.36

2.05

+0.31

Martin ratioReturn relative to average drawdown

9.79

8.63

+1.16

ESG vs. BBUS - Sharpe Ratio Comparison

The current ESG Sharpe Ratio is 1.74, which is comparable to the BBUS Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ESG and BBUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

ESG vs. BBUS - Drawdown Comparison

The maximum ESG drawdown since its inception was -32.53%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for ESG and BBUS.

Loading charts...

Drawdown Indicators

ESGBBUSDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-35.35%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-9.21%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.32%

-19.01%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-25.46%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

—

—

Current Drawdown

Current decline from peak

-0.71%

-1.55%

+0.84%

Average Drawdown

Average peak-to-trough decline

-5.01%

-5.38%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.19%

-0.10%

Volatility

ESG vs. BBUS - Volatility Comparison

The current volatility for FlexShares STOXX US ESG Select Index Fund (ESG) is 3.30%, while JPMorgan BetaBuilders U.S. Equity ETF (BBUS) has a volatility of 3.54%. This indicates that ESG experiences smaller price fluctuations and is considered to be less risky than BBUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ESGBBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

3.54%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

10.14%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

12.89%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

17.15%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

19.50%

-1.17%

ESG vs. BBUS - Expense Ratio Comparison

ESG has a 0.32% expense ratio, which is higher than BBUS's 0.02% expense ratio.

Dividends

ESG vs. BBUS - Dividend Comparison

ESG's dividend yield for the trailing twelve months is around 0.87%, less than BBUS's 1.01% yield.

PositionTTM2025202420232022202120202019201820172016
BBUS
JPMorgan BetaBuilders U.S. Equity ETF		1.01%1.07%1.21%1.38%1.57%1.11%1.43%1.37%0.00%0.00%0.00%
ESG
FlexShares STOXX US ESG Select Index Fund		0.87%0.96%1.18%1.10%1.38%1.03%1.33%1.51%1.72%1.52%0.92%

Frequently Asked Questions

With a correlation of 0.94, ESG and BBUS 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.

BBUS has higher volatility (3.54%) compared to ESG (3.30%). In terms of maximum drawdown, ESG dropped -32.53% vs BBUS's -35.35%.

On 5-year performance, BBUS leads with 12.29% vs 11.70% for ESG. On fees, BBUS is cheaper at 0.02% per year. On volatility, ESG has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBUS has performed better with a 12.29% return vs 11.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBUS is cheaper with a 0.02% expense ratio, compared with 0.32% for ESG.

BBUS has the higher dividend yield at 1.01%, compared with 0.87% for ESG.

ESG tracks STOXX USA ESG Select KPIs Index, while BBUS tracks Morningstar US Target Market Exposure Index. They also come from different issuers: Northern Trust and JPMorgan. Their fees differ too: 0.32% for ESG and 0.02% for BBUS.

ESG currently has the higher Sharpe Ratio (1.74 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ESG and BBUS

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

Open Portfolio Optimizer