VLUE vs. BBRE
VLUE (iShares MSCI USA Value Factor ETF) and BBRE (JPMorgan BetaBuilders MSCI US REIT ETF) are both exchange-traded funds - VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index, while BBRE is a REIT fund tracking the MSCI US REIT Index. Both are passively managed. Over the past 5 years, VLUE returned 16.55%/yr vs 5.60%/yr for BBRE. Their 0.57 correlation means they have sometimes moved together and sometimes differently. VLUE charges 0.15%/yr vs 0.11%/yr for BBRE.
Performance
VLUE vs. BBRE - Performance Comparison
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Returns By Period
In the year-to-date period, VLUE achieves a 43.48% return, which is significantly higher than BBRE's 23.40% return.
VLUE
- 1D
- -0.49%
- 1M
- -4.86%
- 6M
- 35.25%
- YTD
- 43.48%
- 1Y
- 71.63%
- 3Y*
- 29.42%
- 5Y*
- 16.55%
- 10Y*
- 14.56%
- ALL TIME*
- 13.64%
BBRE
- 1D
- 2.14%
- 1M
- 4.84%
- 6M
- 20.78%
- YTD
- 23.40%
- 1Y
- 24.14%
- 3Y*
- 12.24%
- 5Y*
- 5.60%
- 10Y*
- —
- ALL TIME*
- 8.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.35M | $4.29M | $4.76M | |
| $165.60M | $255.80M | $278.61M |
VLUE vs. BBRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VLUE iShares MSCI USA Value Factor ETF | 43.48% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -14.25% |
BBRE JPMorgan BetaBuilders MSCI US REIT ETF | 23.40% | 2.09% | 8.24% | 13.85% | -24.68% | 42.99% | -7.55% | 26.06% | -2.41% |
Correlation
The correlation between VLUE and BBRE is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2018 | 0.57 |
Over the past year, the correlation between VLUE and BBRE has dropped to 0.25 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
VLUE vs. BBRE — Risk / Return Rank
VLUE
BBRE
VLUE vs. BBRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor ETF (VLUE) and JPMorgan BetaBuilders MSCI US REIT ETF (BBRE). 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.
| VLUE | BBRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.29 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 7.98 | 2.99 | +4.99 |
| Martin ratioReturn relative to average drawdown | 27.87 | 9.58 | +18.29 |
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Drawdowns
VLUE vs. BBRE - Drawdown Comparison
The maximum VLUE drawdown since its inception was -39.47%, smaller than the maximum BBRE drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for VLUE and BBRE.
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Drawdown Indicators
| VLUE | BBRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.47% | -43.61% | +4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -8.07% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -17.89% | -18.92% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -31.15% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -39.47% | — | — |
Current DrawdownCurrent decline from peak | -4.86% | 0.00% | -4.86% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -10.35% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.51% | +0.07% |
Volatility
VLUE vs. BBRE - Volatility Comparison
iShares MSCI USA Value Factor ETF (VLUE) has a higher volatility of 7.20% compared to JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) at 4.86%. This indicates that VLUE's price experiences larger fluctuations and is considered to be riskier than BBRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLUE | BBRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 4.86% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.11% | 10.88% | +6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.08% | 14.29% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 18.81% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 22.49% | -2.49% |
VLUE vs. BBRE - Expense Ratio Comparison
VLUE has a 0.15% expense ratio, which is higher than BBRE's 0.11% 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
VLUE vs. BBRE - Dividend Comparison
VLUE's dividend yield for the trailing twelve months is around 1.44%, less than BBRE's 2.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBRE JPMorgan BetaBuilders MSCI US REIT ETF | 2.51% | 3.24% | 3.19% | 3.68% | 2.62% | 1.70% | 3.17% | 2.19% | 1.96% | 0.00% | 0.00% | 0.00% |
VLUE iShares MSCI USA Value Factor ETF | 1.44% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
VLUE and BBRE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLUE has higher volatility (7.20%) compared to BBRE (4.86%). In terms of maximum drawdown, VLUE dropped -39.47% vs BBRE's -43.61%.
On 5-year performance, VLUE leads with 16.55% vs 5.60% for BBRE. On fees, BBRE is cheaper at 0.11% per year. On volatility, BBRE has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VLUE has performed better with a 16.55% return vs 5.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBRE is cheaper with a 0.11% expense ratio, compared with 0.15% for VLUE.
BBRE has the higher dividend yield at 2.51%, compared with 1.44% for VLUE.
VLUE is categorized as Large Cap Value Equities, while BBRE is REIT. VLUE tracks MSCI USA Enhanced Value Index, while BBRE tracks MSCI US REIT Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for VLUE and 0.11% for BBRE.
VLUE currently has the higher Sharpe Ratio (3.60 vs 1.69), 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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