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ILCV vs. BBUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILCV and BBUS is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

ILCV vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Value ETF (ILCV) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
72.49%
115.53%
ILCV
BBUS

Key characteristics

Sharpe Ratio

ILCV:

0.44

BBUS:

0.54

Sortino Ratio

ILCV:

0.71

BBUS:

0.87

Omega Ratio

ILCV:

1.10

BBUS:

1.13

Calmar Ratio

ILCV:

0.46

BBUS:

0.55

Martin Ratio

ILCV:

2.00

BBUS:

2.24

Ulcer Index

ILCV:

3.43%

BBUS:

4.65%

Daily Std Dev

ILCV:

15.76%

BBUS:

19.47%

Max Drawdown

ILCV:

-58.63%

BBUS:

-35.35%

Current Drawdown

ILCV:

-7.96%

BBUS:

-10.05%

Returns By Period

In the year-to-date period, ILCV achieves a -3.12% return, which is significantly higher than BBUS's -5.77% return.


ILCV

YTD

-3.12%

1M

-4.62%

6M

-3.71%

1Y

7.25%

5Y*

13.43%

10Y*

8.91%

BBUS

YTD

-5.77%

1M

-3.21%

6M

-4.21%

1Y

10.85%

5Y*

15.96%

10Y*

N/A

*Annualized

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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%.


Expense ratio chart for ILCV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCV: 0.04%
Expense ratio chart for BBUS: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBUS: 0.02%

Risk-Adjusted Performance

ILCV vs. BBUS — Risk-Adjusted Performance Rank

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

ILCV
The Risk-Adjusted Performance Rank of ILCV is 5454
Overall Rank
The Sharpe Ratio Rank of ILCV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCV is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ILCV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ILCV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ILCV is 5959
Martin Ratio Rank

BBUS
The Risk-Adjusted Performance Rank of BBUS is 6161
Overall Rank
The Sharpe Ratio Rank of BBUS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of BBUS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BBUS is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BBUS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BBUS is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ILCV, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.00
ILCV: 0.44
BBUS: 0.54
The chart of Sortino ratio for ILCV, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.00
ILCV: 0.71
BBUS: 0.87
The chart of Omega ratio for ILCV, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
ILCV: 1.10
BBUS: 1.13
The chart of Calmar ratio for ILCV, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
ILCV: 0.46
BBUS: 0.55
The chart of Martin ratio for ILCV, currently valued at 2.00, compared to the broader market0.0020.0040.0060.00
ILCV: 2.00
BBUS: 2.24

The current ILCV Sharpe Ratio is 0.44, which is comparable to the BBUS Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ILCV and BBUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.44
0.54
ILCV
BBUS

Dividends

ILCV vs. BBUS - Dividend Comparison

ILCV's dividend yield for the trailing twelve months is around 2.11%, more than BBUS's 1.32% yield.


TTM20242023202220212020201920182017201620152014
ILCV
iShares Morningstar Value ETF
2.11%2.00%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%2.44%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.32%1.21%1.39%1.57%1.11%1.42%1.37%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ILCV vs. BBUS - Drawdown Comparison

The maximum ILCV drawdown since its inception was -58.63%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.96%
-10.05%
ILCV
BBUS

Volatility

ILCV vs. BBUS - Volatility Comparison

The current volatility for iShares Morningstar Value ETF (ILCV) is 11.87%, while JP Morgan Betabuilders U.S. Equity ETF (BBUS) has a volatility of 14.21%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.87%
14.21%
ILCV
BBUS