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FUSS.L vs. BBSU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUSS.L vs. BBSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FUSS.L is traded in GBP, while BBSU.L is traded in GBp. To make them comparable, the BBSU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with FUSS.L having a 10.18% return and BBSU.L slightly higher at 10.31%.


FUSS.L

1D
0.21%
1M
4.74%
YTD
10.18%
6M
9.82%
1Y
29.98%
3Y*
19.64%
5Y*
14.92%
10Y*

BBSU.L

1D
0.07%
1M
5.58%
YTD
10.31%
6M
10.11%
1Y
28.62%
3Y*
19.09%
5Y*
14.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUSS.L vs. BBSU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FUSS.L
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
10.18%9.84%28.34%22.30%-11.83%28.45%13.81%
BBSU.L
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
10.31%9.39%27.19%20.71%-10.46%29.25%13.01%

Correlation

The correlation between FUSS.L and BBSU.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.98

The correlation between FUSS.L and BBSU.L has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

FUSS.L vs. BBSU.L — Risk / Return Rank

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

FUSS.L
FUSS.L Risk / Return Rank: 7777
Overall Rank
FUSS.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
FUSS.L Omega Ratio Rank: 7979
Omega Ratio Rank
FUSS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FUSS.L Martin Ratio Rank: 7070
Martin Ratio Rank

BBSU.L
BBSU.L Risk / Return Rank: 7979
Overall Rank
BBSU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BBSU.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
BBSU.L Omega Ratio Rank: 8585
Omega Ratio Rank
BBSU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBSU.L Martin Ratio Rank: 6969
Martin Ratio Rank
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.

FUSS.L vs. BBSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.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.


FUSS.LBBSU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.46

1.50

-0.04

Calmar ratioReturn relative to maximum drawdown

3.62

3.65

-0.03

Martin ratioReturn relative to average drawdown

12.87

12.74

+0.14

FUSS.L vs. BBSU.L - Sharpe Ratio Comparison

The current FUSS.L Sharpe Ratio is 2.60, which is comparable to the BBSU.L Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of FUSS.L and BBSU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FUSS.LBBSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.70

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.00

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.96

+0.10

Drawdowns

FUSS.L vs. BBSU.L - Drawdown Comparison

The maximum FUSS.L drawdown since its inception was -22.18%, smaller than the maximum BBSU.L drawdown of -25.80%. Use the drawdown chart below to compare losses from any high point for FUSS.L and BBSU.L.


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Drawdown Indicators


FUSS.LBBSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.18%

-25.80%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-7.80%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.18%

-21.42%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-21.42%

-0.76%

Current Drawdown

Current decline from peak

-0.02%

-0.17%

+0.15%

Average Drawdown

Average peak-to-trough decline

-3.62%

-3.72%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.24%

+0.08%

Volatility

FUSS.L vs. BBSU.L - Volatility Comparison

Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) have volatilities of 2.62% and 2.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUSS.LBBSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.64%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

7.21%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

10.54%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

14.45%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

16.10%

-0.93%

FUSS.L vs. BBSU.L - Expense Ratio Comparison

FUSS.L has a 0.30% expense ratio, which is higher than BBSU.L's 0.05% expense ratio.


Dividends

FUSS.L vs. BBSU.L - Dividend Comparison

Neither FUSS.L nor BBSU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, FUSS.L and BBSU.L 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.

On fees, BBSU.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBSU.L is cheaper with a 0.05% expense ratio, compared with 0.30% for FUSS.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Fidelity and JPMorgan. Their fees differ too: 0.30% for FUSS.L and 0.05% for BBSU.L.

Portfolio Optimizer

Find the right allocation for FUSS.L and BBSU.L

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