MOOD vs. BBLU

Last updated Aug 4, 2026

MOOD (Relative Sentiment Tactical Allocation ETF) and BBLU (Ea Bridgeway Blue Chip ETF) are both exchange-traded funds - MOOD is a Tactical Allocation fund actively managed by Alpha Architect, while BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, MOOD returned 19.85%/yr vs 21.42%/yr for BBLU. Their 0.70 correlation means they have sometimes moved together and sometimes differently. MOOD charges 0.73%/yr vs 0.15%/yr for BBLU.

Performance

MOOD vs. BBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Relative Sentiment Tactical Allocation ETF (MOOD) and Ea Bridgeway Blue Chip ETF (BBLU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MOOD achieves a 13.59% return, which is significantly higher than BBLU's 11.27% return.

MOOD

• 1D: 0.28%
• 1M: 0.16%
• 6M: 7.23%
• YTD: 13.59%
• 1Y: 32.49%
• 3Y*: 19.85%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.20%

BBLU

• 1D: 0.95%
• 1M: 1.37%
• 6M: 9.83%
• YTD: 11.27%
• 1Y: 24.50%
• 3Y*: 21.42%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BBLU Ea Bridgeway Blue Chip ETF	$1.05M	$1.03M	$1.28M
MOOD Relative Sentiment Tactical Allocation ETF	$508.55K	$604.31K	$738.84K

MOOD vs. BBLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MOOD Relative Sentiment Tactical Allocation ETF	13.59%	30.39%	12.53%	12.56%	9.45%
BBLU Ea Bridgeway Blue Chip ETF	11.27%	18.40%	27.47%	31.11%	6.39%

Correlation

The correlation between MOOD and BBLU is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.65
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.70

The correlation between MOOD and BBLU has been stable across timeframes, ranging from 0.60 to 0.70 - a consistent structural relationship.

MOOD vs. BBLU - Sectors Allocation Comparison

Sectors	MOOD	BBLU
Technology	33.5%	31.5%
Financial Services	12.4%	15.9%
Industrials	9.9%	2.3%
Consumer Cyclical	9.0%	9.5%
Healthcare	9.0%	14.2%
Communication Services	8.6%	12.6%
Basic Materials	5.9%	-
Consumer Defensive	4.4%	8.8%
Energy	3.0%	5.2%
Utilities	2.2%	-
Real Estate	2.1%	-

Return for Risk

MOOD vs. BBLU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MOOD

MOOD Risk / Return Rank: 85
MOOD Sharpe Ratio Rank: 89
MOOD Sortino Ratio Rank: 80
MOOD Omega Ratio Rank: 91
MOOD Calmar Ratio Rank: 86
MOOD Martin Ratio Rank: 78

BBLU

BBLU Risk / Return Rank: 86
BBLU Sharpe Ratio Rank: 88
BBLU Sortino Ratio Rank: 88
BBLU Omega Ratio Rank: 84
BBLU Calmar Ratio Rank: 86
BBLU Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MOOD vs. BBLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) and Ea Bridgeway Blue Chip ETF (BBLU). 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.

	MOOD	BBLU	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.16	+0.07
Sortino ratio: Return per unit of downside risk	2.66	3.03	-0.37
Omega ratio: Gain probability vs. loss probability	1.44	1.37	+0.06
Calmar ratio: Return relative to maximum drawdown	3.36	3.41	-0.05
Martin ratio: Return relative to average drawdown	10.17	12.18	-2.01

MOOD vs. BBLU - Sharpe Ratio Comparison

The current MOOD Sharpe Ratio is 2.23, which is comparable to the BBLU Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of MOOD and BBLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MOOD vs. BBLU - Drawdown Comparison

The maximum MOOD drawdown since its inception was -14.34%, smaller than the maximum BBLU drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for MOOD and BBLU.

Drawdown Indicators

	MOOD	BBLU	Difference
Max Drawdown Largest peak-to-trough decline	-14.34%	-17.20%	+2.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-7.22%	-2.49%
Max Drawdown (3Y) Largest decline over 3 years	-9.71%	-17.20%	+7.49%
Current Drawdown Current decline from peak	-1.81%	0.00%	-1.81%
Average Drawdown Average peak-to-trough decline	-2.30%	-1.98%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	2.02%	+1.18%

Volatility

MOOD vs. BBLU - Volatility Comparison

The current volatility for Relative Sentiment Tactical Allocation ETF (MOOD) is 2.46%, while Ea Bridgeway Blue Chip ETF (BBLU) has a volatility of 3.08%. This indicates that MOOD experiences smaller price fluctuations and is considered to be less risky than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOOD	BBLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.46%	3.08%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	8.62%	+1.18%
Volatility (1Y) Calculated over the trailing 1-year period	14.69%	11.43%	+3.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.08%	14.43%	-2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.08%	14.43%	-2.35%

MOOD vs. BBLU - Expense Ratio Comparison

MOOD has a 0.73% expense ratio, which is higher than BBLU's 0.15% expense ratio.

Dividends

MOOD vs. BBLU - Dividend Comparison

MOOD's dividend yield for the trailing twelve months is around 0.35%, less than BBLU's 1.13% yield.

Position	TTM	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	1.13%	1.25%	1.39%	1.68%	32.08%
MOOD Relative Sentiment Tactical Allocation ETF	0.35%	0.40%	1.33%	1.34%	1.43%

Frequently Asked Questions

Can I hold both MOOD and BBLU in my portfolio?

MOOD and BBLU have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MOOD or BBLU?

BBLU has higher volatility (3.08%) compared to MOOD (2.46%). In terms of maximum drawdown, MOOD dropped -14.34% vs BBLU's -17.20%.

Which ETF is better, MOOD or BBLU?

On 3-year performance, BBLU leads with 21.42% vs 19.85% for MOOD. On fees, BBLU is cheaper at 0.15% per year. On volatility, MOOD has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MOOD or BBLU?

Over the 3-year period, BBLU has performed better with a 21.42% return vs 19.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MOOD or BBLU?

BBLU is cheaper with a 0.15% expense ratio, compared with 0.73% for MOOD.

Which ETF pays a higher dividend yield, MOOD or BBLU?

BBLU has the higher dividend yield at 1.13%, compared with 0.35% for MOOD.

What is the main difference between MOOD and BBLU?

MOOD is categorized as Tactical Allocation, while BBLU is Large Cap Growth Equities. Their fees differ too: 0.73% for MOOD and 0.15% for BBLU.

Which has better risk-adjusted returns?

MOOD currently has the higher Sharpe Ratio (2.23 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.