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JPFP vs. BBUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPFP vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Managed Futures Plus ETF (JPFP) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JPFP

1D
-1.85%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BBUS

1D
-1.68%
1M
-1.53%
YTD
7.57%
6M
6.62%
1Y
22.78%
3Y*
20.70%
5Y*
12.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPFP vs. BBUS - Yearly Performance Comparison


Correlation

The correlation between JPFP and BBUS is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

0.91

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Return for Risk

JPFP vs. BBUS — Risk / Return Rank

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

JPFP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BBUS
BBUS Risk / Return Rank: 5656
Overall Rank
BBUS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBUS Omega Ratio Rank: 5555
Omega Ratio Rank
BBUS Calmar Ratio Rank: 5252
Calmar Ratio Rank
BBUS Martin Ratio Rank: 6363
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.

JPFP vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Futures Plus ETF (JPFP) and JPMorgan 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPFPBBUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.49

Martin ratioReturn relative to average drawdown

10.97

JPFP vs. BBUS - Sharpe Ratio Comparison


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Drawdowns

JPFP vs. BBUS - Drawdown Comparison

The maximum JPFP drawdown since its inception was -5.82%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for JPFP and BBUS.


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Drawdown Indicators


JPFPBBUSDifference

Max Drawdown

Largest peak-to-trough decline

-5.82%

-35.35%

+29.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

Current Drawdown

Current decline from peak

-4.53%

-3.47%

-1.06%

Average Drawdown

Average peak-to-trough decline

-2.33%

-5.43%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

Volatility

JPFP vs. BBUS - Volatility Comparison


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Volatility by Period


JPFPBBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

Volatility (1Y)

Calculated over the trailing 1-year period

22.47%

12.59%

+9.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

17.14%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

19.59%

+2.88%

JPFP vs. BBUS - Expense Ratio Comparison

JPFP has a 0.59% expense ratio, which is higher than BBUS's 0.02% expense ratio.


Dividends

JPFP vs. BBUS - Dividend Comparison

JPFP has not paid dividends to shareholders, while BBUS's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM2025202420232022202120202019
BBUS
JPMorgan BetaBuilders U.S. Equity ETF
0.77%1.07%1.21%1.38%1.57%1.11%1.43%1.37%
JPFP
JPMorgan Managed Futures Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, JPFP and BBUS 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, BBUS is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBUS is cheaper with a 0.02% expense ratio, compared with 0.59% for JPFP.

BBUS has the higher dividend yield at 1.01%, compared with 0.00% for JPFP.

JPFP is categorized as Systematic Trend, while BBUS is Large Cap Blend Equities. Their fees differ too: 0.59% for JPFP and 0.02% for BBUS.

Portfolio Optimizer

Find the right allocation for JPFP and BBUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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