ILCV vs. BBUS
Compare and contrast key facts about iShares Morningstar Value ETF (ILCV) and JP Morgan Betabuilders U.S. Equity ETF (BBUS).
ILCV and BBUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCV is a passively managed fund by iShares that tracks the performance of the ILCV-US - Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004. BBUS is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar US Target Market Exposure Index. It was launched on Mar 12, 2019. Both ILCV and BBUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILCV or BBUS.
Performance
ILCV vs. BBUS - Performance Comparison
Returns By Period
In the year-to-date period, ILCV achieves a 20.60% return, which is significantly lower than BBUS's 26.25% return.
ILCV
20.60%
1.21%
11.88%
28.20%
10.63%
9.72%
BBUS
26.25%
2.02%
13.92%
32.81%
15.63%
N/A
Key characteristics
| ILCV | BBUS | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.72 |
| Sortino Ratio | 3.90 | 3.61 |
| Omega Ratio | 1.52 | 1.51 |
| Calmar Ratio | 0.29 | 3.91 |
| Martin Ratio | 18.61 | 17.76 |
| Ulcer Index | 1.55% | 1.88% |
| Daily Std Dev | 10.12% | 12.25% |
| Max Drawdown | -100.00% | -35.35% |
| Current Drawdown | -99.97% | -0.80% |
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ILCV vs. BBUS - Expense Ratio Comparison
ILCV has a 0.04% 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%.
Correlation
The correlation between ILCV and BBUS is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ILCV vs. BBUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) and JP Morgan 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.
Dividends
ILCV vs. BBUS - Dividend Comparison
ILCV's dividend yield for the trailing twelve months is around 1.98%, more than BBUS's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCV iShares Morningstar Value ETF | 1.98% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% | 2.44% | 2.51% |
BBUS JP Morgan Betabuilders U.S. Equity ETF | 1.19% | 1.39% | 1.57% | 1.11% | 1.42% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ILCV vs. BBUS - Drawdown Comparison
The maximum ILCV drawdown since its inception was -100.00%, which is greater than BBUS's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for ILCV and BBUS. For additional features, visit the drawdowns tool.
Volatility
ILCV vs. BBUS - Volatility Comparison
The current volatility for iShares Morningstar Value ETF (ILCV) is 3.27%, while JP Morgan Betabuilders U.S. Equity ETF (BBUS) has a volatility of 4.02%. This indicates that ILCV 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.