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KRMA vs. BBUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KRMA vs. BBUS - Performance Comparison

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

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KRMA vs. BBUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KRMA
Global X Conscious Companies ETF
-3.68%13.98%18.12%22.08%-18.96%27.71%17.53%13.71%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
-4.04%17.77%24.89%27.20%-19.46%27.13%20.69%16.53%

Returns By Period

In the year-to-date period, KRMA achieves a -3.68% return, which is significantly higher than BBUS's -4.04% return.


KRMA

1D
0.67%
1M
-3.94%
YTD
-3.68%
6M
-1.39%
1Y
14.91%
3Y*
14.13%
5Y*
8.73%
10Y*

BBUS

1D
0.73%
1M
-4.30%
YTD
-4.04%
6M
-2.01%
1Y
17.87%
3Y*
18.60%
5Y*
11.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KRMA vs. BBUS - Expense Ratio Comparison

KRMA has a 0.43% expense ratio, which is higher than BBUS's 0.02% expense ratio.


Return for Risk

KRMA vs. BBUS — Risk / Return Rank

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

KRMA
KRMA Risk / Return Rank: 4545
Overall Rank
KRMA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
KRMA Sortino Ratio Rank: 4343
Sortino Ratio Rank
KRMA Omega Ratio Rank: 4545
Omega Ratio Rank
KRMA Calmar Ratio Rank: 4242
Calmar Ratio Rank
KRMA Martin Ratio Rank: 5252
Martin Ratio Rank

BBUS
BBUS Risk / Return Rank: 5858
Overall Rank
BBUS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 5555
Sortino Ratio Rank
BBUS Omega Ratio Rank: 5959
Omega Ratio Rank
BBUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBUS Martin Ratio Rank: 6666
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.

KRMA vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) 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.


KRMABBUSDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.98

-0.16

Sortino ratio

Return per unit of downside risk

1.27

1.50

-0.22

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.22

1.51

-0.29

Martin ratio

Return relative to average drawdown

5.53

7.01

-1.48

KRMA vs. BBUS - Sharpe Ratio Comparison

The current KRMA Sharpe Ratio is 0.82, which is comparable to the BBUS Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of KRMA 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.


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Sharpe Ratios by Period


KRMABBUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.98

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.67

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.73

-0.06

Correlation

The correlation between KRMA and BBUS is 0.93, 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.


Dividends

KRMA vs. BBUS - Dividend Comparison

KRMA's dividend yield for the trailing twelve months is around 2.69%, more than BBUS's 1.13% yield.


TTM2025202420232022202120202019201820172016
KRMA
Global X Conscious Companies ETF
2.69%2.59%0.91%1.16%0.86%1.07%0.96%1.52%1.82%1.21%0.96%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.13%1.07%1.21%1.38%1.57%1.11%1.43%1.37%0.00%0.00%0.00%

Drawdowns

KRMA vs. BBUS - Drawdown Comparison

The maximum KRMA drawdown since its inception was -36.16%, roughly equal to the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for KRMA and BBUS.


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Drawdown Indicators


KRMABBUSDifference

Max Drawdown

Largest peak-to-trough decline

-36.16%

-35.35%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-12.12%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-26.12%

-25.46%

-0.66%

Current Drawdown

Current decline from peak

-5.43%

-5.86%

+0.43%

Average Drawdown

Average peak-to-trough decline

-4.99%

-5.57%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.61%

+0.13%

Volatility

KRMA vs. BBUS - Volatility Comparison

Global X Conscious Companies ETF (KRMA) and JP Morgan Betabuilders U.S. Equity ETF (BBUS) have volatilities of 5.15% and 5.39%, 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


KRMABBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

5.39%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

9.54%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

18.33%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

17.04%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

19.75%

-1.15%