ESGV vs. BBUS

Last updated Jun 24, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and BBUS (JPMorgan BetaBuilders U.S. Equity ETF) are both Large Cap Blend Equities funds - ESGV tracks the FTSE US All Cap Choice Index while BBUS tracks the Morningstar US Target Market Exposure Index. Both are passively managed. Over the past 5 years, ESGV returned 11.61%/yr vs 12.52%/yr for BBUS. With a 0.99 correlation, they move nearly in lockstep. ESGV charges 0.09%/yr vs 0.02%/yr for BBUS.

Performance

ESGV vs. BBUS - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with ESGV having a 7.75% return and BBUS slightly lower at 7.57%.

ESGV

• 1D: -1.50%
• 1M: -1.12%
• YTD: 7.75%
• 6M: 6.70%
• 1Y: 23.45%
• 3Y*: 20.58%
• 5Y*: 11.61%
• 10Y*: —

BBUS

• 1D: -1.68%
• 1M: -1.53%
• YTD: 7.57%
• 6M: 6.62%
• 1Y: 22.78%
• 3Y*: 20.70%
• 5Y*: 12.52%
• 10Y*: —

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

ESGV vs. BBUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ESGV Vanguard ESG U.S. Stock ETF	7.75%	16.48%	24.69%	30.79%	-24.04%	26.55%	25.69%	18.46%
BBUS JPMorgan BetaBuilders U.S. Equity ETF	7.57%	17.77%	24.89%	27.20%	-19.46%	27.13%	20.69%	16.26%

Correlation

The correlation between ESGV and BBUS is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019	0.99

The correlation between ESGV and BBUS has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

ESGV vs. BBUS - Sectors Allocation Comparison

Sectors	ESGV	BBUS
Technology	43.0%	38.1%
Communication Services	12.2%	10.0%
Consumer Cyclical	11.7%	9.1%
Financial Services	11.4%	11.2%
Healthcare	9.5%	8.0%
Industrials	4.2%	7.4%
Consumer Defensive	3.6%	4.4%
Real Estate	2.6%	1.7%
Basic Materials	1.8%	1.2%
Utilities	0.2%	2.6%
Energy	0.1%	3.0%

Return for Risk

ESGV vs. BBUS — Risk / Return Rank

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

ESGV

ESGV Risk / Return Rank: 48
ESGV Sharpe Ratio Rank: 50
ESGV Sortino Ratio Rank: 48
ESGV Omega Ratio Rank: 49
ESGV Calmar Ratio Rank: 42
ESGV Martin Ratio Rank: 51

BBUS

BBUS Risk / Return Rank: 56
BBUS Sharpe Ratio Rank: 56
BBUS Sortino Ratio Rank: 54
BBUS Omega Ratio Rank: 55
BBUS Calmar Ratio Rank: 52
BBUS Martin Ratio Rank: 63

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.

ESGV vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) 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.

	ESGV	BBUS	Difference
Sharpe ratio: Return per unit of total volatility	1.67	1.82	-0.15
Sortino ratio: Return per unit of downside risk	2.29	2.48	-0.19
Omega ratio: Gain probability vs. loss probability	1.30	1.33	-0.03
Calmar ratio: Return relative to maximum drawdown	2.03	2.49	-0.46
Martin ratio: Return relative to average drawdown	8.48	10.97	-2.50

ESGV vs. BBUS - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 1.67, which is comparable to the BBUS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ESGV 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.

Drawdowns

ESGV vs. BBUS - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, roughly equal to the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for ESGV and BBUS.

Drawdown Indicators

	ESGV	BBUS	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-35.35%	+1.69%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-9.21%	-2.39%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	-19.01%	-1.40%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	-25.46%	-3.35%
Current Drawdown Current decline from peak	-3.56%	-3.47%	-0.09%
Average Drawdown Average peak-to-trough decline	-6.40%	-5.43%	-0.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.08%	+0.69%

Volatility

ESGV vs. BBUS - Volatility Comparison

Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 5.61% compared to JPMorgan BetaBuilders U.S. Equity ETF (BBUS) at 5.00%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than BBUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGV	BBUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	5.00%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	11.26%	9.95%	+1.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.15%	12.59%	+1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.48%	17.14%	+1.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.60%	19.59%	+1.01%

ESGV vs. BBUS - Expense Ratio Comparison

ESGV has a 0.09% expense ratio, which is higher than BBUS's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ESGV vs. BBUS - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.89%, less than BBUS's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
ESGV Vanguard ESG U.S. Stock ETF	0.89%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%

Frequently Asked Questions

Can I hold both ESGV and BBUS in my portfolio?

With a correlation of 0.99, ESGV 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.

Which is riskier, ESGV or BBUS?

ESGV has higher volatility (5.61%) compared to BBUS (5.00%). In terms of maximum drawdown, ESGV dropped -33.66% vs BBUS's -35.35%.

Which ETF is better, ESGV or BBUS?

On 5-year performance, BBUS leads with 12.52% vs 11.61% for ESGV. On fees, BBUS is cheaper at 0.02% per year. On volatility, BBUS has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGV or BBUS?

Over the 5-year period, BBUS has performed better with a 12.52% return vs 11.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGV or BBUS?

BBUS is cheaper with a 0.02% expense ratio, compared with 0.09% for ESGV.

Which ETF pays a higher dividend yield, ESGV or BBUS?

BBUS has the higher dividend yield at 1.01%, compared with 0.89% for ESGV.

What is the main difference between ESGV and BBUS?

ESGV tracks FTSE US All Cap Choice Index, while BBUS tracks Morningstar US Target Market Exposure Index. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.09% for ESGV and 0.02% for BBUS.

Which has better risk-adjusted returns?

BBUS currently has the higher Sharpe Ratio (1.82 vs 1.67), 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.