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EUSA vs. BBHL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSA vs. BBHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Equal Weighted ETF (EUSA) and BBH Select Large Cap ETF (BBHL). The values are adjusted to include any dividend payments, if applicable.

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

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

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

EUSA
EUSA Risk / Return Rank: 5050
Overall Rank
EUSA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EUSA Sortino Ratio Rank: 4949
Sortino Ratio Rank
EUSA Omega Ratio Rank: 4646
Omega Ratio Rank
EUSA Calmar Ratio Rank: 5151
Calmar Ratio Rank
EUSA Martin Ratio Rank: 5757
Martin Ratio Rank

BBHL
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.

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.


EUSABBHLDifference
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

EUSA vs. BBHL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSABBHLDifference

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


EUSABBHLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.59%

-2.98%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

EUSA vs. BBHL - Volatility Comparison


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Volatility by Period


EUSABBHLDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for EUSA and BBHL

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