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SXQG vs. BBUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXQG vs. BBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) and JP Morgan Betabuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXQG achieves a -2.67% return, which is significantly lower than BBUS's 10.60% return.


SXQG

1D
-0.87%
1M
1.05%
YTD
-2.67%
6M
-2.94%
1Y
-0.51%
3Y*
11.07%
5Y*
5.59%
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)

SXQG vs. BBUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXQG
ETC 6 Meridian Quality Growth ETF
-2.67%4.43%18.77%28.32%-23.93%12.62%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
10.60%17.77%24.89%27.20%-19.46%15.08%

Correlation

The correlation between SXQG and BBUS is 0.81, 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

0.81

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

0.91

The correlation between SXQG and BBUS shifts across timeframes, from 0.81 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

SXQG vs. BBUS - Sectors Allocation Comparison


Sectors
SXQG
BBUS

Technology

30.3%
37.1%

Communication Services

15.6%
10.8%

Healthcare

15.6%
8.1%

Consumer Defensive

12.4%
4.5%

Financial Services

12.2%
10.8%

Consumer Cyclical

7.5%
9.4%

Industrials

5.5%
7.2%

Energy

0.7%
3.2%

Basic Materials

0.2%
1.2%

Real Estate

-

1.7%

Utilities

-

2.6%

Technology

SXQG
30.3%
BBUS
37.1%

Communication Services

SXQG
15.6%
BBUS
10.8%

Healthcare

SXQG
15.6%
BBUS
8.1%

Consumer Defensive

SXQG
12.4%
BBUS
4.5%

Financial Services

SXQG
12.2%
BBUS
10.8%

Consumer Cyclical

SXQG
7.5%
BBUS
9.4%

Industrials

SXQG
5.5%
BBUS
7.2%

Energy

SXQG
0.7%
BBUS
3.2%

Basic Materials

SXQG
0.2%
BBUS
1.2%

Real Estate

SXQG

-

BBUS
1.7%

Utilities

SXQG

-

BBUS
2.6%

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Return for Risk

SXQG vs. BBUS — Risk / Return Rank

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

SXQG
SXQG Risk / Return Rank: 88
Overall Rank
SXQG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SXQG Sortino Ratio Rank: 88
Sortino Ratio Rank
SXQG Omega Ratio Rank: 88
Omega Ratio Rank
SXQG Calmar Ratio Rank: 99
Calmar Ratio Rank
SXQG Martin Ratio Rank: 99
Martin Ratio Rank

BBUS
BBUS Risk / Return Rank: 6868
Overall Rank
BBUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 6868
Sortino Ratio Rank
BBUS Omega Ratio Rank: 6868
Omega Ratio Rank
BBUS Calmar Ratio Rank: 6060
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.

SXQG vs. BBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) 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.


SXQGBBUSDifference

Sharpe ratio

Return per unit of total volatility

-0.04

2.33

-2.37

Sortino ratio

Return per unit of downside risk

0.02

3.18

-3.16

Omega ratio

Gain probability vs. loss probability

1.00

1.42

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.04

3.00

-3.03

Martin ratio

Return relative to average drawdown

-0.11

13.76

-13.86

SXQG vs. BBUS - Sharpe Ratio Comparison

The current SXQG Sharpe Ratio is -0.04, which is lower than the BBUS Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SXQG 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.


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Sharpe Ratios by Period


SXQGBBUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.33

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.79

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.84

-0.51

Drawdowns

SXQG vs. BBUS - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, roughly equal to the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for SXQG and BBUS.


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Drawdown Indicators


SXQGBBUSDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-35.35%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-9.21%

-4.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-19.01%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.97%

-25.46%

-8.51%

Current Drawdown

Current decline from peak

-5.52%

-0.74%

-4.78%

Average Drawdown

Average peak-to-trough decline

-10.12%

-5.46%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

2.00%

+2.91%

Volatility

SXQG vs. BBUS - Volatility Comparison

ETC 6 Meridian Quality Growth ETF (SXQG) has a higher volatility of 3.09% compared to JP Morgan Betabuilders U.S. Equity ETF (BBUS) at 2.88%. This indicates that SXQG'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.


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Volatility by Period


SXQGBBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

2.88%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

8.96%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

11.87%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

17.03%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

19.59%

-1.62%

SXQG vs. BBUS - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than BBUS's 0.02% expense ratio.


Dividends

SXQG vs. BBUS - Dividend Comparison

SXQG's dividend yield for the trailing twelve months is around 0.07%, less than BBUS's 0.98% yield.


PositionTTM2025202420232022202120202019
BBUS
JP Morgan Betabuilders U.S. Equity ETF
0.98%1.07%1.21%1.38%1.57%1.11%1.43%1.37%
SXQG
ETC 6 Meridian Quality Growth ETF
0.07%0.15%0.00%0.02%0.09%0.00%0.00%0.00%

Frequently Asked Questions


SXQG and BBUS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SXQG has higher volatility (3.09%) compared to BBUS (2.88%). In terms of maximum drawdown, SXQG dropped -33.97% vs BBUS's -35.35%.

On 5-year performance, BBUS leads with 13.43% vs 5.59% for SXQG. 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.

Over the 5-year period, BBUS has performed better with a 13.43% return vs 5.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBUS is cheaper with a 0.02% expense ratio, compared with 1.00% for SXQG.

BBUS has the higher dividend yield at 0.98%, compared with 0.07% for SXQG.

They also come from different issuers: Meridian and JPMorgan. Their fees differ too: 1.00% for SXQG and 0.02% for BBUS.

BBUS currently has the higher Sharpe Ratio (2.33 vs -0.04), 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.

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