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new etfs watchlist
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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new etfs watchlist

Last updated Nov 6, 2024

Asset Allocation

JGHY.DE 33.33%JGPI.DE 33.33%GARP 33.33%BondBondEquityEquity
PositionCategory/SectorWeight
GARP
iShares MSCI USA Quality GARP ETF		Large Cap Growth Equities
33.33%
JGHY.DE
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)		High Yield Bonds
33.33%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		Large Cap Blend Equities, Actively Managed, Dividend
33.33%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in new etfs watchlist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.93%
11.47%
new etfs watchlist
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 7, 2023, corresponding to the inception date of JGPI.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		21.24%0.55%11.47%32.45%13.43%11.05%
new etfs watchlist15.82%-0.33%8.93%N/AN/AN/A
Portfolio components:
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		11.27%0.26%8.04%N/AN/AN/A
GARP
iShares MSCI USA Quality GARP ETF		29.61%-0.80%12.91%43.74%N/AN/A
JGHY.DE
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)		6.81%-0.43%5.56%11.20%N/AN/A

Monthly Returns

The table below presents the monthly returns of new etfs watchlist, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.63%2.87%2.33%-2.88%3.59%2.45%1.75%2.09%1.83%-1.49%15.82%
20232.57%2.57%

Expense Ratio

new etfs watchlist features an expense ratio of 0.28%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
Expense ratio chart for JGPI.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
JGHY.DE
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)
Expense ratio chart for JGHY.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
GARP
iShares MSCI USA Quality GARP ETF
Expense ratio chart for GARP: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

new etfs watchlist
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.70, compared to the broader market0.002.004.002.70
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.49, compared to the broader market0.002.004.006.008.0010.0012.0014.003.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.22, compared to the broader market0.0010.0020.0030.0040.0050.0017.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		—————
GARP
iShares MSCI USA Quality GARP ETF		2.503.221.453.2912.63
JGHY.DE
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)		2.363.521.484.1819.75

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for new etfs watchlist. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

new etfs watchlist provided a 1.81% dividend yield over the last twelve months.

TTM2023202220212020
Portfolio1.81%0.25%0.62%0.22%0.25%
Portfolio components:
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		5.05%0.00%0.00%0.00%0.00%
GARP
iShares MSCI USA Quality GARP ETF		0.39%0.75%1.85%0.67%0.75%
JGHY.DE
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)		0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.40%
-1.40%
new etfs watchlist
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the new etfs watchlist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the new etfs watchlist was 4.38%, occurring on Aug 5, 2024. Recovery took 9 trading sessions.

The current new etfs watchlist drawdown is 1.40%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.38%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-3.81%Apr 2, 202414Apr 19, 202416May 13, 202430
-2.3%Oct 15, 202415Nov 4, 2024———
-2.23%Sep 3, 20244Sep 6, 20245Sep 13, 20249
-1.19%Dec 28, 20235Jan 4, 20244Jan 10, 20249

Volatility

Volatility Chart

The current new etfs watchlist volatility is 2.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.42%
3.19%
new etfs watchlist
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
GARPJGPI.DEJGHY.DE
GARP1.000.230.36
JGPI.DE0.231.000.49
JGHY.DE0.360.491.00
The correlation results are calculated based on daily price changes starting from Dec 8, 2023