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SDUS.L vs. BBUD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDUS.L vs. BBUD.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 JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDUS.L achieves a 8.53% return, which is significantly lower than BBUD.L's 9.91% return.


SDUS.L

1D
-1.38%
1M
-0.51%
6M
7.96%
YTD
8.53%
1Y
20.07%
3Y*
20.13%
5Y*
12.89%
10Y*

BBUD.L

1D
0.06%
1M
0.66%
6M
8.97%
YTD
9.91%
1Y
20.68%
3Y*
19.99%
5Y*
12.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
8.53%17.72%26.98%30.63%-21.32%28.21%22.07%14.40%
BBUD.L
JPM BetaBuilders US Equity UCITS ETF - USD (dist)
9.91%17.41%25.12%27.64%-19.95%27.63%20.16%13.29%

Correlation

The correlation between SDUS.L and BBUD.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

0.99

The correlation between SDUS.L and BBUD.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

SDUS.L vs. BBUD.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: 6060
Overall Rank
SDUS.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SDUS.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SDUS.L Omega Ratio Rank: 5858
Omega Ratio Rank
SDUS.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SDUS.L Martin Ratio Rank: 6262
Martin Ratio Rank

BBUD.L
BBUD.L Risk / Return Rank: 7272
Overall Rank
BBUD.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BBUD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
BBUD.L Omega Ratio Rank: 7171
Omega Ratio Rank
BBUD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
BBUD.L Martin Ratio Rank: 7474
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. BBUD.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 JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.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.


SDUS.LBBUD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

2.11

2.46

-0.34

Martin ratioReturn relative to average drawdown

8.28

10.00

-1.72

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

The current SDUS.L Sharpe Ratio is 1.53, which is comparable to the BBUD.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SDUS.L and BBUD.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

SDUS.L vs. BBUD.L - Drawdown Comparison

The maximum SDUS.L drawdown since its inception was -33.87%, roughly equal to the maximum BBUD.L drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for SDUS.L and BBUD.L.


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Drawdown Indicators


SDUS.LBBUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-34.19%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-8.61%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-20.24%

-19.33%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-25.33%

-0.90%

Current Drawdown

Current decline from peak

-2.08%

-0.66%

-1.42%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.30%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.12%

+0.30%

Volatility

SDUS.L vs. BBUD.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) has a higher volatility of 3.49% compared to JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L) at 3.03%. This indicates that SDUS.L's price experiences larger fluctuations and is considered to be riskier than BBUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDUS.LBBUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

3.03%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

9.43%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

12.14%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

16.21%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

17.73%

+0.46%

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

SDUS.L has a 0.07% expense ratio, which is higher than BBUD.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. BBUD.L - Dividend Comparison

SDUS.L's dividend yield for the trailing twelve months is around 0.77%, less than BBUD.L's 1.10% yield.


PositionTTM20252024202320222021202020192018
BBUD.L
JPM BetaBuilders US Equity UCITS ETF - USD (dist)
1.10%1.10%1.01%1.29%1.46%0.95%1.37%0.74%0.00%
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
0.77%0.80%0.90%1.06%1.32%0.95%1.18%1.40%0.22%

Frequently Asked Questions


With a correlation of 0.99, SDUS.L and BBUD.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, BBUD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

SDUS.L tracks Russell 1000 TR USD, while BBUD.L tracks Morningstar US Target Market Exposure Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for SDUS.L and 0.05% for BBUD.L.

Portfolio Optimizer

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

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

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