STLG vs. BBUS

Last updated Jun 4, 2026

STLG (iShares Factors US Growth Style ETF) and BBUS (JP Morgan Betabuilders U.S. Equity ETF) are both Large Cap Growth Equities funds - STLG tracks the Russell US Large Cap Factors Growth Style Index while BBUS tracks the Morningstar US Target Market Exposure Index. Both are passively managed. Over the past 5 years, STLG returned 20.26%/yr vs 13.43%/yr for BBUS. Their correlation of 0.90 suggests significant overlap in exposure. STLG charges 0.25%/yr vs 0.02%/yr for BBUS.

Performance

STLG vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and JP Morgan 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, STLG achieves a 21.29% return, which is significantly higher than BBUS's 10.60% return.

STLG

• 1D: -0.72%
• 1M: 11.92%
• YTD: 21.29%
• 6M: 21.80%
• 1Y: 43.57%
• 3Y*: 33.60%
• 5Y*: 20.26%
• 10Y*: —

BBUS

• 1D: -0.74%
• 1M: 5.12%
• YTD: 10.60%
• 6M: 10.47%
• 1Y: 27.47%
• 3Y*: 22.46%
• 5Y*: 13.43%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STLG vs. BBUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
STLG iShares Factors US Growth Style ETF	21.29%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%
BBUS JP Morgan Betabuilders U.S. Equity ETF	10.60%	17.77%	24.89%	27.20%	-19.46%	27.13%	11.69%

Correlation

The correlation between STLG and BBUS is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 17, 2020	0.90

The correlation between STLG and BBUS has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

STLG vs. BBUS - Sectors Allocation Comparison

Sectors	STLG	BBUS
Technology	54.2%	37.1%
Consumer Cyclical	16.7%	9.4%
Healthcare	8.8%	8.1%
Communication Services	6.3%	10.8%
Industrials	5.7%	7.2%
Consumer Defensive	3.0%	4.5%
Financial Services	2.2%	10.8%
Utilities	1.6%	2.6%
Energy	1.1%	3.2%
Basic Materials	0.2%	1.2%
Real Estate	0.0%	1.7%

Return for Risk

STLG vs. BBUS — Risk / Return Rank

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

STLG

STLG Risk / Return Rank: 69
STLG Sharpe Ratio Rank: 74
STLG Sortino Ratio Rank: 69
STLG Omega Ratio Rank: 67
STLG Calmar Ratio Rank: 64
STLG Martin Ratio Rank: 69

BBUS

BBUS Risk / Return Rank: 68
BBUS Sharpe Ratio Rank: 70
BBUS Sortino Ratio Rank: 68
BBUS Omega Ratio Rank: 68
BBUS Calmar Ratio Rank: 60
BBUS Martin Ratio Rank: 72

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.

STLG vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) 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.

	STLG	BBUS	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.33	+0.12
Sortino ratio: Return per unit of downside risk	3.18	3.18	0.00
Omega ratio: Gain probability vs. loss probability	1.41	1.42	-0.01
Calmar ratio: Return relative to maximum drawdown	3.20	3.00	+0.20
Martin ratio: Return relative to average drawdown	12.85	13.76	-0.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STLG vs. BBUS - Sharpe Ratio Comparison

The current STLG Sharpe Ratio is 2.45, which is comparable to the BBUS Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of STLG 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.

Sharpe Ratios by Period

	STLG	BBUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.33	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.79	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.84	+0.06

Drawdowns

STLG vs. BBUS - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for STLG and BBUS.

Drawdown Indicators

	STLG	BBUS	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-35.35%	+4.01%
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	-9.21%	-4.48%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	-19.01%	-4.72%
Max Drawdown (5Y) Largest decline over 5 years	-30.61%	-25.46%	-5.15%
Current Drawdown Current decline from peak	-0.73%	-0.74%	+0.01%
Average Drawdown Average peak-to-trough decline	-7.36%	-5.46%	-1.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	2.00%	+1.40%

Volatility

STLG vs. BBUS - Volatility Comparison

iShares Factors US Growth Style ETF (STLG) has a higher volatility of 5.03% compared to JP Morgan Betabuilders U.S. Equity ETF (BBUS) at 2.88%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than BBUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STLG	BBUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	2.88%	+2.15%
Volatility (6M) Calculated over the trailing 6-month period	13.89%	8.96%	+4.93%
Volatility (1Y) Calculated over the trailing 1-year period	17.89%	11.87%	+6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.97%	17.03%	+4.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.89%	19.59%	+4.30%

STLG vs. BBUS - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is higher than BBUS's 0.02% 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

STLG vs. BBUS - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.25%, less than BBUS's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BBUS JP Morgan Betabuilders U.S. Equity ETF	0.98%	1.07%	1.21%	1.38%	1.57%	1.11%	1.43%	1.37%
STLG iShares Factors US Growth Style ETF	0.25%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%

Frequently Asked Questions

Can I hold both STLG and BBUS in my portfolio?

With a correlation of 0.93, STLG 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, STLG or BBUS?

STLG has higher volatility (5.03%) compared to BBUS (2.88%). In terms of maximum drawdown, STLG dropped -31.34% vs BBUS's -35.35%.

Which ETF is better, STLG or BBUS?

On 5-year performance, STLG leads with 20.26% vs 13.43% for BBUS. On fees, BBUS is cheaper at 0.02% per year. On volatility, BBUS has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STLG or BBUS?

Over the 5-year period, STLG has performed better with a 20.26% return vs 13.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STLG or BBUS?

BBUS is cheaper with a 0.02% expense ratio, compared with 0.25% for STLG.

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

BBUS has the higher dividend yield at 0.98%, compared with 0.25% for STLG.

What is the main difference between STLG and BBUS?

STLG tracks Russell US Large Cap Factors Growth Style Index, while BBUS tracks Morningstar US Target Market Exposure Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.25% for STLG and 0.02% for BBUS.

Which has better risk-adjusted returns?

STLG currently has the higher Sharpe Ratio (2.45 vs 2.33), 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.