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RIUS.L vs. BBSU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIUS.L vs. BBSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RIUS.L is traded in USD, while BBSU.L is traded in GBp. To make them comparable, the BBSU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RIUS.L achieves a 8.40% return, which is significantly lower than BBSU.L's 9.19% return.


RIUS.L

1D
0.41%
1M
-0.37%
6M
8.97%
YTD
8.40%
1Y
19.02%
3Y*
19.93%
5Y*
12.29%
10Y*
ALL TIME*
15.97%

BBSU.L

1D
0.28%
1M
0.16%
6M
9.86%
YTD
9.19%
1Y
19.15%
3Y*
19.43%
5Y*
12.26%
10Y*
ALL TIME*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIUS.L vs. BBSU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RIUS.L
L&G US ESG Paris Aligned UCITS ETF USD (Acc)
8.40%18.88%26.31%30.95%-23.30%27.45%25.19%2.72%
BBSU.L
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
9.19%17.65%25.07%27.08%-20.03%28.08%19.62%3.51%

Correlation

The correlation between RIUS.L and BBSU.L is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2019

0.92

The correlation between RIUS.L and BBSU.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

RIUS.L vs. BBSU.L - Sectors Allocation Comparison


Sectors
RIUS.L
BBSU.L

Technology

44.4%
38.9%

Financial Services

11.8%
11.1%

Healthcare

10.1%
8.3%

Communication Services

9.8%
10.9%

Consumer Cyclical

9.3%
9.8%

Industrials

7.9%
8.0%

Consumer Defensive

3.2%
4.4%

Basic Materials

2.1%
1.6%

Real Estate

1.3%
1.7%

Utilities

0.1%
2.1%

Energy

-

3.2%

Technology

RIUS.L
44.4%
BBSU.L
38.9%

Financial Services

RIUS.L
11.8%
BBSU.L
11.1%

Healthcare

RIUS.L
10.1%
BBSU.L
8.3%

Communication Services

RIUS.L
9.8%
BBSU.L
10.9%

Consumer Cyclical

RIUS.L
9.3%
BBSU.L
9.8%

Industrials

RIUS.L
7.9%
BBSU.L
8.0%

Consumer Defensive

RIUS.L
3.2%
BBSU.L
4.4%

Basic Materials

RIUS.L
2.1%
BBSU.L
1.6%

Real Estate

RIUS.L
1.3%
BBSU.L
1.7%

Utilities

RIUS.L
0.1%
BBSU.L
2.1%

Energy

RIUS.L

-

BBSU.L
3.2%

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Return for Risk

RIUS.L vs. BBSU.L — Risk / Return Rank

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

RIUS.L
RIUS.L Risk / Return Rank: 5151
Overall Rank
RIUS.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RIUS.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
RIUS.L Omega Ratio Rank: 5050
Omega Ratio Rank
RIUS.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
RIUS.L Martin Ratio Rank: 5555
Martin Ratio Rank

BBSU.L
BBSU.L Risk / Return Rank: 7171
Overall Rank
BBSU.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BBSU.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
BBSU.L Omega Ratio Rank: 7474
Omega Ratio Rank
BBSU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
BBSU.L 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.

RIUS.L vs. BBSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L). 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.


RIUS.LBBSU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

1.77

2.08

-0.31

Martin ratioReturn relative to average drawdown

7.06

8.45

-1.38

RIUS.L vs. BBSU.L - Sharpe Ratio Comparison

The current RIUS.L Sharpe Ratio is 1.35, which is comparable to the BBSU.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of RIUS.L and BBSU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RIUS.L vs. BBSU.L - Drawdown Comparison

The maximum RIUS.L drawdown since its inception was -33.35%, roughly equal to the maximum BBSU.L drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for RIUS.L and BBSU.L.


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Drawdown Indicators


RIUS.LBBSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.35%

-33.73%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-9.14%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.30%

-19.51%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.59%

-26.17%

-1.42%

Current Drawdown

Current decline from peak

-1.85%

-1.25%

-0.60%

Average Drawdown

Average peak-to-trough decline

-6.29%

-5.33%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.26%

+0.43%

Volatility

RIUS.L vs. BBSU.L - Volatility Comparison

L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.L) has a higher volatility of 3.94% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBSU.L) at 3.35%. This indicates that RIUS.L's price experiences larger fluctuations and is considered to be riskier than BBSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIUS.LBBSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

3.35%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

8.77%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

11.69%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

15.83%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

17.37%

+1.78%

RIUS.L vs. BBSU.L - Expense Ratio Comparison

RIUS.L has a 0.12% expense ratio, which is higher than BBSU.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

RIUS.L vs. BBSU.L - Dividend Comparison

Neither RIUS.L nor BBSU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RIUS.L and BBSU.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBSU.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBSU.L is cheaper with a 0.05% expense ratio, compared with 0.12% for RIUS.L.

RIUS.L tracks Solactive L&G United States Paris-aligned ESG SDG USD Index NTR, while BBSU.L tracks Russell 1000 TR USD. They also come from different issuers: L&G and JPMorgan. Their fees differ too: 0.12% for RIUS.L and 0.05% for BBSU.L.

Portfolio Optimizer

Find the right allocation for RIUS.L and BBSU.L

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