PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SDUS.L vs. BBDD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDUS.L vs. BBDD.L

Last updated Jun 5, 2026

SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and JPMorgan respectively. Both are passively managed. Over the past 5 years, SDUS.L returned 14.04%/yr vs 13.30%/yr for BBDD.L. Their correlation of 0.93 suggests significant overlap in exposure. SDUS.L charges 0.07%/yr vs 0.05%/yr for BBDD.L.

Performance

SDUS.L vs. BBDD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with SDUS.L having a 10.25% return and BBDD.L slightly lower at 10.03%.

SDUS.L

1D
0.08%
1M
5.05%
YTD
10.25%
6M
10.89%
1Y
28.55%
3Y*
23.31%
5Y*
14.04%
10Y*
—

BBDD.L

1D
0.11%
1M
4.68%
YTD
10.03%
6M
10.91%
1Y
27.38%
3Y*
22.16%
5Y*
13.30%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDUS.L vs. BBDD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		10.25%17.72%26.89%30.69%-21.32%28.28%22.03%13.16%
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)		10.03%17.66%25.08%27.09%-20.02%28.05%19.67%13.32%

Correlation

The correlation between SDUS.L and BBDD.L is 0.92, 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

0.92

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2019

0.93

The correlation between SDUS.L and BBDD.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

SDUS.L vs. BBDD.L - Sectors Allocation Comparison

Sectors
SDUS.L
BBDD.L

Technology

38.0%
35.4%

Financial Services

12.4%
11.8%

Communication Services

12.1%
11.5%

Consumer Cyclical

10.8%
10.1%

Healthcare

9.2%
8.6%

Industrials

7.7%
8.4%

Consumer Defensive

2.7%
4.8%

Real Estate

2.0%
1.8%

Energy

1.9%
3.6%

Basic Materials

1.8%
1.7%

Utilities

1.3%
2.3%

Technology

SDUS.L
38.0%
BBDD.L
35.4%

Financial Services

SDUS.L
12.4%
BBDD.L
11.8%

Communication Services

SDUS.L
12.1%
BBDD.L
11.5%

Consumer Cyclical

SDUS.L
10.8%
BBDD.L
10.1%

Healthcare

SDUS.L
9.2%
BBDD.L
8.6%

Industrials

SDUS.L
7.7%
BBDD.L
8.4%

Consumer Defensive

SDUS.L
2.7%
BBDD.L
4.8%

Real Estate

SDUS.L
2.0%
BBDD.L
1.8%

Energy

SDUS.L
1.9%
BBDD.L
3.6%

Basic Materials

SDUS.L
1.8%
BBDD.L
1.7%

Utilities

SDUS.L
1.3%
BBDD.L
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

JPMorgan BetaBuilders US Equity UCITS ETF (Dist)

Often compared with SDUS.L:
SDUS.L vs. GPSA.LSDUS.L vs. VWRA.LSDUS.L vs. IUSA.LSDUS.L vs. ISDU.LSDUS.L vs. MVEA.LSDUS.L vs. XZMD.LSDUS.L vs. BBUS.L
Often compared with BBDD.L:
BBDD.L vs. XBBBBDD.L vs. XCCCBBDD.L vs. BBBSBBDD.L vs. BBBLBBDD.L vs. XEMDBBDD.L vs. JPSC.DEBBDD.L vs. BBUS.DE

Return for Risk

SDUS.L vs. BBDD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDUS.L
SDUS.L Risk / Return Rank: 7070
Overall Rank
SDUS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDUS.L Omega Ratio Rank: 7171
Omega Ratio Rank
SDUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SDUS.L Martin Ratio Rank: 6969
Martin Ratio Rank
BBDD.L
BBDD.L Risk / Return Rank: 7979
Overall Rank
BBDD.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BBDD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
BBDD.L Omega Ratio Rank: 8484
Omega Ratio Rank
BBDD.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBDD.L Martin Ratio Rank: 7070
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.

SDUS.L vs. BBDD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.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.

SDUS.LBBDD.LDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.45

-0.17

Sortino ratioReturn per unit of downside risk
3.33
3.54

-0.21

Omega ratioGain probability vs. loss probability

1.41

1.44

-0.02

Calmar ratioReturn relative to maximum drawdown

3.00

2.99

+0.01

Martin ratioReturn relative to average drawdown

12.48

12.78

-0.30

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDUS.L vs. BBDD.L - Sharpe Ratio Comparison

The current SDUS.L Sharpe Ratio is 2.28, which is comparable to the BBDD.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SDUS.L and BBDD.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.

Loading charts...

Sharpe Ratios by Period

SDUS.LBBDD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.45

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.84

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.91

0.00

Drawdowns

SDUS.L vs. BBDD.L - Drawdown Comparison

The maximum SDUS.L drawdown since its inception was -33.90%, roughly equal to the maximum BBDD.L drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SDUS.L and BBDD.L.

Loading charts...

Drawdown Indicators

SDUS.LBBDD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-33.67%

-0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-9.13%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-19.47%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-26.16%

-0.07%

Current Drawdown

Current decline from peak

-0.54%

-0.48%

-0.06%

Average Drawdown

Average peak-to-trough decline

-5.44%

-5.42%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.14%

+0.14%

Volatility

SDUS.L vs. BBDD.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) has a higher volatility of 3.55% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) at 2.54%. This indicates that SDUS.L's price experiences larger fluctuations and is considered to be riskier than BBDD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SDUS.LBBDD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

2.54%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.05%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

11.14%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

15.81%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

17.52%

+0.71%

SDUS.L vs. BBDD.L - Expense Ratio Comparison

SDUS.L has a 0.07% expense ratio, which is higher than BBDD.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

SDUS.L vs. BBDD.L - Dividend Comparison

SDUS.L's dividend yield for the trailing twelve months is around 0.73%, less than BBDD.L's 0.99% yield.

PositionTTM20252024202320222021202020192018
BBDD.L
JPMorgan BetaBuilders US Equity UCITS ETF (Dist)		0.99%1.12%0.99%1.31%1.44%0.94%1.46%0.79%0.00%
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		0.73%0.80%0.90%1.06%1.32%0.95%1.18%1.40%0.22%

Frequently Asked Questions

With a correlation of 0.92, SDUS.L and BBDD.L 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.

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

BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SDUS.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for SDUS.L and 0.05% for BBDD.L.

Portfolio Optimizer

Find the right allocation for SDUS.L and BBDD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer