PSMD vs. BBUS

Last updated Jun 24, 2026

PSMD (Pacer Swan SOS Moderate (December) ETF) and BBUS (JPMorgan BetaBuilders U.S. Equity ETF) are both Large Cap Blend Equities funds. PSMD is actively managed, while BBUS is passively managed. Over the past 5 years, PSMD returned 8.98%/yr vs 12.52%/yr for BBUS. Their correlation of 0.91 suggests significant overlap in exposure. PSMD charges 0.75%/yr vs 0.02%/yr for BBUS.

Performance

PSMD vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Moderate (December) ETF (PSMD) and JPMorgan BetaBuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSMD achieves a 4.91% return, which is significantly lower than BBUS's 7.57% return.

PSMD

• 1D: -0.51%
• 1M: -0.09%
• YTD: 4.91%
• 6M: 5.01%
• 1Y: 13.69%
• 3Y*: 12.16%
• 5Y*: 8.98%
• 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)

PSMD vs. BBUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PSMD Pacer Swan SOS Moderate (December) ETF	4.91%	11.45%	12.78%	17.46%	-4.47%	11.23%	0.55%
BBUS JPMorgan BetaBuilders U.S. Equity ETF	7.57%	17.77%	24.89%	27.20%	-19.46%	27.13%	1.49%

Correlation

The correlation between PSMD 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 (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020	0.91

The correlation between PSMD and BBUS has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

PSMD vs. BBUS - Sectors Allocation Comparison

Sectors	PSMD	BBUS
Technology	34.1%	38.1%
Financial Services	12.6%	11.2%
Communication Services	11.2%	10.0%
Consumer Cyclical	10.6%	9.1%
Healthcare	9.4%	8.0%
Industrials	8.0%	7.4%
Consumer Defensive	5.0%	4.4%
Energy	3.2%	3.0%
Utilities	2.3%	2.6%
Real Estate	1.9%	1.7%
Basic Materials	1.8%	1.2%

Return for Risk

PSMD vs. BBUS — Risk / Return Rank

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

PSMD

PSMD Risk / Return Rank: 81
PSMD Sharpe Ratio Rank: 81
PSMD Sortino Ratio Rank: 86
PSMD Omega Ratio Rank: 87
PSMD Calmar Ratio Rank: 67
PSMD Martin Ratio Rank: 84

BBUS

BBUS Risk / Return Rank: 56
BBUS Sharpe Ratio Rank: 56
BBUS Sortino Ratio Rank: 54
BBUS Omega Ratio Rank: 55
BBUS Calmar Ratio Rank: 52
BBUS Martin Ratio Rank: 63

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.

PSMD vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (December) ETF (PSMD) 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.

	PSMD	BBUS	Difference
Sharpe ratio: Return per unit of total volatility	2.40	1.82	+0.58
Sortino ratio: Return per unit of downside risk	3.55	2.48	+1.07
Omega ratio: Gain probability vs. loss probability	1.49	1.33	+0.16
Calmar ratio: Return relative to maximum drawdown	3.11	2.49	+0.62
Martin ratio: Return relative to average drawdown	16.22	10.97	+5.25

PSMD vs. BBUS - Sharpe Ratio Comparison

The current PSMD Sharpe Ratio is 2.40, which is higher than the BBUS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PSMD and BBUS, 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

PSMD vs. BBUS - Drawdown Comparison

The maximum PSMD drawdown since its inception was -11.96%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for PSMD and BBUS.

Drawdown Indicators

	PSMD	BBUS	Difference
Max Drawdown Largest peak-to-trough decline	-11.96%	-35.35%	+23.39%
Max Drawdown (1Y) Largest decline over 1 year	-4.42%	-9.21%	+4.79%
Max Drawdown (3Y) Largest decline over 3 years	-10.70%	-19.01%	+8.31%
Max Drawdown (5Y) Largest decline over 5 years	-11.96%	-25.46%	+13.50%
Current Drawdown Current decline from peak	-0.73%	-3.47%	+2.74%
Average Drawdown Average peak-to-trough decline	-1.65%	-5.43%	+3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	2.08%	-1.23%

Volatility

PSMD vs. BBUS - Volatility Comparison

The current volatility for Pacer Swan SOS Moderate (December) ETF (PSMD) is 1.93%, while JPMorgan BetaBuilders U.S. Equity ETF (BBUS) has a volatility of 5.00%. This indicates that PSMD 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.

Volatility by Period

	PSMD	BBUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.93%	5.00%	-3.07%
Volatility (6M) Calculated over the trailing 6-month period	4.78%	9.95%	-5.17%
Volatility (1Y) Calculated over the trailing 1-year period	5.75%	12.59%	-6.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.63%	17.14%	-8.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.47%	19.59%	-11.12%

PSMD vs. BBUS - Expense Ratio Comparison

PSMD has a 0.75% expense ratio, which is higher than BBUS's 0.02% expense ratio.

Dividends

PSMD vs. BBUS - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BBUS JPMorgan BetaBuilders U.S. Equity ETF	1.01%	1.07%	1.21%	1.38%	1.57%	1.11%	1.43%	1.37%
PSMD Pacer Swan SOS Moderate (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.47%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSMD and BBUS in my portfolio?

With a correlation of 0.91, PSMD 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.

Which is riskier, PSMD or BBUS?

BBUS has higher volatility (5.00%) compared to PSMD (1.93%). In terms of maximum drawdown, PSMD dropped -11.96% vs BBUS's -35.35%.

Which ETF is better, PSMD or BBUS?

On 5-year performance, BBUS leads with 12.52% vs 8.98% for PSMD. On fees, BBUS is cheaper at 0.02% per year. On volatility, PSMD has been the lower-risk option at 1.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSMD or BBUS?

Over the 5-year period, BBUS has performed better with a 12.52% return vs 8.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSMD or BBUS?

BBUS is cheaper with a 0.02% expense ratio, compared with 0.75% for PSMD.

Which ETF pays a higher dividend yield, PSMD or BBUS?

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

What is the main difference between PSMD and BBUS?

They also come from different issuers: Pacer and JPMorgan. Their fees differ too: 0.75% for PSMD and 0.02% for BBUS.

Which has better risk-adjusted returns?

PSMD currently has the higher Sharpe Ratio (2.40 vs 1.82), 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.