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WTEF.DE vs. BBUS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEF.DE vs. BBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE). The values are adjusted to include any dividend payments, if applicable.

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WTEF.DE vs. BBUS.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WTEF.DE
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc
-2.73%3.44%28.84%6.12%
BBUS.DE
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
-3.13%4.72%32.23%5.14%

Returns By Period

In the year-to-date period, WTEF.DE achieves a -2.73% return, which is significantly higher than BBUS.DE's -3.12% return.


WTEF.DE

1D
0.24%
1M
-3.06%
YTD
-2.73%
6M
-0.92%
1Y
8.67%
3Y*
5Y*
10Y*

BBUS.DE

1D
0.20%
1M
-2.48%
YTD
-3.12%
6M
-0.63%
1Y
10.16%
3Y*
16.08%
5Y*
11.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEF.DE vs. BBUS.DE - Expense Ratio Comparison

WTEF.DE has a 0.20% expense ratio, which is higher than BBUS.DE'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%.


Return for Risk

WTEF.DE vs. BBUS.DE — Risk / Return Rank

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

WTEF.DE
WTEF.DE Risk / Return Rank: 3434
Overall Rank
WTEF.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
WTEF.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
WTEF.DE Omega Ratio Rank: 2424
Omega Ratio Rank
WTEF.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
WTEF.DE Martin Ratio Rank: 4444
Martin Ratio Rank

BBUS.DE
BBUS.DE Risk / Return Rank: 4444
Overall Rank
BBUS.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BBUS.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
BBUS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
BBUS.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
BBUS.DE Martin Ratio Rank: 6363
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.

WTEF.DE vs. BBUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE). 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.


WTEF.DEBBUS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.59

-0.09

Sortino ratio

Return per unit of downside risk

0.78

0.90

-0.12

Omega ratio

Gain probability vs. loss probability

1.11

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

1.57

2.27

-0.70

Martin ratio

Return relative to average drawdown

5.20

7.62

-2.42

WTEF.DE vs. BBUS.DE - Sharpe Ratio Comparison

The current WTEF.DE Sharpe Ratio is 0.50, which is comparable to the BBUS.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of WTEF.DE and BBUS.DE, 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


WTEF.DEBBUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.59

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.77

+0.14

Correlation

The correlation between WTEF.DE and BBUS.DE is 0.83, 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

WTEF.DE vs. BBUS.DE - Dividend Comparison

Neither WTEF.DE nor BBUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTEF.DE vs. BBUS.DE - Drawdown Comparison

The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum BBUS.DE drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and BBUS.DE.


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Drawdown Indicators


WTEF.DEBBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.39%

-34.09%

+11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-8.20%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

Current Drawdown

Current decline from peak

-5.36%

-5.24%

-0.12%

Average Drawdown

Average peak-to-trough decline

-3.72%

-4.89%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.19%

+0.38%

Volatility

WTEF.DE vs. BBUS.DE - Volatility Comparison

WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a higher volatility of 4.31% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) at 3.66%. This indicates that WTEF.DE's price experiences larger fluctuations and is considered to be riskier than BBUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEF.DEBBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.66%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

8.66%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

17.13%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

15.37%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

17.31%

-2.20%