EUSA vs. BBHL
EUSA (iShares MSCI USA Equal Weighted ETF) and BBHL (BBH Select Large Cap ETF) are both exchange-traded funds - EUSA is a Mid Cap Blend Equities fund tracking the MSCI USA Equal Weighted Index, while BBHL is a Large Cap Growth Equities fund tracking the Actively Managed. Both are passively managed. A 0.80 correlation means they provide meaningful diversification when combined. EUSA charges 0.09%/yr vs 0.71%/yr for BBHL.
Performance
EUSA vs. BBHL - Performance Comparison
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Returns By Period
In the year-to-date period, EUSA achieves a 10.04% return, which is significantly higher than BBHL's 6.39% return.
EUSA
- 1D
- 0.81%
- 1M
- 3.88%
- YTD
- 10.04%
- 6M
- 10.00%
- 1Y
- 19.17%
- 3Y*
- 16.37%
- 5Y*
- 7.90%
- 10Y*
- 11.57%
BBHL
- 1D
- 0.94%
- 1M
- 4.01%
- YTD
- 6.39%
- 6M
- 6.61%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUSA vs. BBHL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EUSA iShares MSCI USA Equal Weighted ETF | 10.04% | 3.65% |
BBHL BBH Select Large Cap ETF | 6.39% | 2.72% |
Correlation
The correlation between EUSA and BBHL is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.80 |
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Return for Risk
EUSA vs. BBHL — Risk / Return Rank
EUSA
BBHL
EUSA vs. BBHL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) and BBH Select Large Cap ETF (BBHL). 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.
| EUSA | BBHL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | — | — |
| Martin ratioReturn relative to average drawdown | 9.76 | — | — |
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
| EUSA | BBHL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.41 | -0.71 |
Drawdowns
EUSA vs. BBHL - Drawdown Comparison
The maximum EUSA drawdown since its inception was -39.16%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for EUSA and BBHL.
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Drawdown Indicators
| EUSA | BBHL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.16% | -11.99% | -27.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.20% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -2.98% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | — | — |
Volatility
EUSA vs. BBHL - Volatility Comparison
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Volatility by Period
| EUSA | BBHL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 12.71% | -0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 12.71% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 12.71% | +5.63% |
EUSA vs. BBHL - Expense Ratio Comparison
EUSA has a 0.09% expense ratio, which is lower than BBHL's 0.71% expense ratio.
Dividends
EUSA vs. BBHL - Dividend Comparison
EUSA's dividend yield for the trailing twelve months is around 1.51%, while BBHL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBHL BBH Select Large Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUSA iShares MSCI USA Equal Weighted ETF | 1.51% | 1.63% | 1.47% | 1.53% | 1.73% | 1.23% | 1.45% | 1.49% | 2.01% | 1.50% | 1.59% | 2.21% |
Frequently Asked Questions
EUSA and BBHL 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.
On fees, EUSA is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUSA is cheaper with a 0.09% expense ratio, compared with 0.71% for BBHL.
EUSA has the higher dividend yield at 1.51%, compared with 0.00% for BBHL.
EUSA is categorized as Mid Cap Blend Equities, while BBHL is Large Cap Growth Equities. EUSA tracks MSCI USA Equal Weighted Index, while BBHL tracks Actively Managed. They also come from different issuers: iShares and BBH. Their fees differ too: 0.09% for EUSA and 0.71% for BBHL.
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