XDUS.L vs. BBDD.L

Last updated Jul 16, 2026

XDUS.L (Xtrackers MSCI USA UCITS ETF 1C) and BBDD.L (JPMorgan BetaBuilders US Equity UCITS ETF (Dist)) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from Xtrackers and JPMorgan respectively. Both are passively managed. Over the past 5 years, XDUS.L returned 13.07%/yr vs 13.06%/yr for BBDD.L. With a 1.00 correlation, they move nearly in lockstep. XDUS.L charges 0.07%/yr vs 0.05%/yr for BBDD.L.

Performance

XDUS.L vs. BBDD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XDUS.L having a 9.94% return and BBDD.L slightly lower at 9.75%.

XDUS.L

• 1D: -0.53%
• 1M: -0.23%
• 6M: 9.44%
• YTD: 9.94%
• 1Y: 20.56%
• 3Y*: 19.01%
• 5Y*: 13.07%
• 10Y*: 14.67%

BBDD.L

• 1D: -0.56%
• 1M: -0.20%
• 6M: 9.33%
• YTD: 9.75%
• 1Y: 20.33%
• 3Y*: 18.92%
• 5Y*: 13.06%
• 10Y*: —

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

XDUS.L vs. BBDD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XDUS.L Xtrackers MSCI USA UCITS ETF 1C	9.94%	9.21%	27.38%	20.65%	-10.42%	28.96%	16.52%	11.76%
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist)	9.75%	9.41%	27.20%	20.72%	-10.45%	29.23%	16.11%	11.80%

Correlation

The correlation between XDUS.L and BBDD.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (All Time) Calculated using the full available price history since Apr 10, 2019	1.00

The correlation between XDUS.L and BBDD.L has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

XDUS.L vs. BBDD.L - Sectors Allocation Comparison

Sectors	XDUS.L	BBDD.L
Technology	38.9%	38.9%
Financial Services	10.9%	11.1%
Communication Services	10.7%	10.9%
Consumer Cyclical	9.9%	9.8%
Healthcare	8.4%	8.3%
Industrials	8.1%	8.0%
Consumer Defensive	4.4%	4.4%
Energy	3.2%	3.2%
Utilities	2.0%	2.1%
Real Estate	1.8%	1.7%
Basic Materials	1.7%	1.6%

Return for Risk

XDUS.L vs. BBDD.L — Risk / Return Rank

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

XDUS.L

XDUS.L Risk / Return Rank: 68
XDUS.L Sharpe Ratio Rank: 69
XDUS.L Sortino Ratio Rank: 67
XDUS.L Omega Ratio Rank: 69
XDUS.L Calmar Ratio Rank: 67
XDUS.L Martin Ratio Rank: 66

BBDD.L

BBDD.L Risk / Return Rank: 67
BBDD.L Sharpe Ratio Rank: 70
BBDD.L Sortino Ratio Rank: 67
BBDD.L Omega Ratio Rank: 69
BBDD.L Calmar Ratio Rank: 65
BBDD.L Martin Ratio Rank: 62

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.

XDUS.L vs. BBDD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). 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.

	XDUS.L	BBDD.L	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.81	0.00
Sortino ratio: Return per unit of downside risk	2.49	2.48	+0.01
Omega ratio: Gain probability vs. loss probability	1.33	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	2.73	2.60	+0.13
Martin ratio: Return relative to average drawdown	9.47	8.90	+0.58

XDUS.L vs. BBDD.L - Sharpe Ratio Comparison

The current XDUS.L Sharpe Ratio is 1.82, which is comparable to the BBDD.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of XDUS.L and BBDD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XDUS.L vs. BBDD.L - Drawdown Comparison

The maximum XDUS.L drawdown since its inception was -25.82%, roughly equal to the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for XDUS.L and BBDD.L.

Drawdown Indicators

	XDUS.L	BBDD.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.82%	-25.72%	-0.10%
Max Drawdown (1Y) Largest decline over 1 year	-7.50%	-7.78%	+0.28%
Max Drawdown (3Y) Largest decline over 3 years	-21.51%	-21.41%	-0.10%
Max Drawdown (5Y) Largest decline over 5 years	-21.51%	-21.41%	-0.10%
Max Drawdown (10Y) Largest decline over 10 years	-25.82%	—	—
Current Drawdown Current decline from peak	-1.01%	-1.02%	+0.01%
Average Drawdown Average peak-to-trough decline	-3.49%	-3.67%	+0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.28%	-0.11%

Volatility

XDUS.L vs. BBDD.L - Volatility Comparison

Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) have volatilities of 3.12% and 3.17%, 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.

Volatility by Period

	XDUS.L	BBDD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.12%	3.17%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	8.01%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	11.29%	11.18%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.69%	14.56%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.62%	16.06%	-0.44%

XDUS.L vs. BBDD.L - Expense Ratio Comparison

XDUS.L has a 0.07% expense ratio, which is higher than BBDD.L'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%.

Dividends

XDUS.L vs. BBDD.L - Dividend Comparison

XDUS.L has not paid dividends to shareholders, while BBDD.L's dividend yield for the trailing twelve months is around 1.11%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist)	1.11%	1.12%	0.99%	1.31%	1.44%	0.94%	1.46%	0.79%
XDUS.L Xtrackers MSCI USA UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDUS.L and BBDD.L in my portfolio?

With a correlation of 0.99, XDUS.L and BBDD.L 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 ETF is better, XDUS.L or BBDD.L?

On fees, BBDD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDUS.L or BBDD.L?

BBDD.L is cheaper with a 0.05% expense ratio, compared with 0.07% for XDUS.L.

What is the main difference between XDUS.L and BBDD.L?

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.07% for XDUS.L and 0.05% for BBDD.L.