LSAT vs. BBUS
Compare and contrast key facts about Leadershares Alphafactor Tactical Focused ETF (LSAT) and JP Morgan Betabuilders U.S. Equity ETF (BBUS).
LSAT and BBUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LSAT is an actively managed fund by Redwood Investment Management. It was launched on Oct 27, 2020. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSAT or BBUS.
Key characteristics
| LSAT | BBUS | |
|---|---|---|
| YTD Return | 22.76% | 26.95% |
| 1Y Return | 33.75% | 38.06% |
| 3Y Return (Ann) | 7.06% | 9.68% |
| Sharpe Ratio | 2.56 | 3.09 |
| Sortino Ratio | 3.60 | 4.09 |
| Omega Ratio | 1.44 | 1.58 |
| Calmar Ratio | 3.01 | 4.45 |
| Martin Ratio | 15.51 | 20.37 |
| Ulcer Index | 2.14% | 1.86% |
| Daily Std Dev | 12.99% | 12.29% |
| Max Drawdown | -20.48% | -35.35% |
| Current Drawdown | -0.77% | -0.26% |
Correlation
The correlation between LSAT and BBUS is 0.70, 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.
Performance
LSAT vs. BBUS - Performance Comparison
In the year-to-date period, LSAT achieves a 22.76% return, which is significantly lower than BBUS's 26.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LSAT vs. BBUS - Expense Ratio Comparison
LSAT has a 0.99% expense ratio, which is higher than BBUS's 0.02% expense ratio.
Risk-Adjusted Performance
LSAT vs. BBUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leadershares Alphafactor Tactical Focused ETF (LSAT) 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
LSAT vs. BBUS - Dividend Comparison
LSAT's dividend yield for the trailing twelve months is around 1.51%, more than BBUS's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
LSAT Leadershares Alphafactor Tactical Focused ETF | 1.51% | 1.85% | 0.36% | 3.44% | 0.31% | 0.00% |
BBUS JP Morgan Betabuilders U.S. Equity ETF | 1.18% | 1.39% | 1.57% | 1.11% | 1.42% | 1.37% |
Drawdowns
LSAT vs. BBUS - Drawdown Comparison
The maximum LSAT drawdown since its inception was -20.48%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for LSAT and BBUS. For additional features, visit the drawdowns tool.
Volatility
LSAT vs. BBUS - Volatility Comparison
Leadershares Alphafactor Tactical Focused ETF (LSAT) and JP Morgan Betabuilders U.S. Equity ETF (BBUS) have volatilities of 3.98% and 3.89%, 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.