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SSUS vs. BBUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSUS vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

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SSUS vs. BBUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SSUS
Day Hagan/Ned Davis Research Smart Sector ETF
-4.23%16.47%18.86%18.19%-17.64%28.02%17.44%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
-4.74%17.77%24.89%27.20%-19.46%27.13%16.89%

Returns By Period

In the year-to-date period, SSUS achieves a -4.23% return, which is significantly higher than BBUS's -4.74% return.


SSUS

1D
2.97%
1M
-5.41%
YTD
-4.23%
6M
-2.87%
1Y
15.26%
3Y*
13.09%
5Y*
9.09%
10Y*

BBUS

1D
2.93%
1M
-4.99%
YTD
-4.74%
6M
-2.34%
1Y
17.47%
3Y*
18.31%
5Y*
11.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSUS vs. BBUS - Expense Ratio Comparison

SSUS has a 0.81% expense ratio, which is higher than BBUS's 0.02% expense ratio.


Return for Risk

SSUS vs. BBUS — Risk / Return Rank

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

SSUS
SSUS Risk / Return Rank: 5252
Overall Rank
SSUS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SSUS Sortino Ratio Rank: 4848
Sortino Ratio Rank
SSUS Omega Ratio Rank: 5252
Omega Ratio Rank
SSUS Calmar Ratio Rank: 5252
Calmar Ratio Rank
SSUS Martin Ratio Rank: 6262
Martin Ratio Rank

BBUS
BBUS Risk / Return Rank: 6363
Overall Rank
BBUS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
BBUS Omega Ratio Rank: 6363
Omega Ratio Rank
BBUS Calmar Ratio Rank: 6262
Calmar Ratio Rank
BBUS Martin Ratio Rank: 7272
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.

SSUS vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and JP Morgan 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.


SSUSBBUSDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.96

-0.10

Sortino ratio

Return per unit of downside risk

1.32

1.47

-0.15

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.34

1.50

-0.15

Martin ratio

Return relative to average drawdown

6.23

7.00

-0.77

SSUS vs. BBUS - Sharpe Ratio Comparison

The current SSUS Sharpe Ratio is 0.85, which is comparable to the BBUS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SSUS and BBUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSUSBBUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.96

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.66

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.73

-0.06

Correlation

The correlation between SSUS and BBUS is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SSUS vs. BBUS - Dividend Comparison

SSUS's dividend yield for the trailing twelve months is around 0.54%, less than BBUS's 1.14% yield.


TTM2025202420232022202120202019
SSUS
Day Hagan/Ned Davis Research Smart Sector ETF
0.54%0.52%0.68%1.07%0.63%0.55%0.50%0.00%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.14%1.07%1.21%1.38%1.57%1.11%1.43%1.37%

Drawdowns

SSUS vs. BBUS - Drawdown Comparison

The maximum SSUS drawdown since its inception was -23.75%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for SSUS and BBUS.


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Drawdown Indicators


SSUSBBUSDifference

Max Drawdown

Largest peak-to-trough decline

-23.75%

-35.35%

+11.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-12.12%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

-25.46%

+2.01%

Current Drawdown

Current decline from peak

-6.35%

-6.54%

+0.19%

Average Drawdown

Average peak-to-trough decline

-5.36%

-5.57%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.59%

-0.04%

Volatility

SSUS vs. BBUS - Volatility Comparison

Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and JP Morgan Betabuilders U.S. Equity ETF (BBUS) have volatilities of 5.58% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSUSBBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.35%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

9.52%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

18.33%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

17.04%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

19.75%

-2.79%