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JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) Sharpe Ratio: 1.76

JPCT.DE's Sharpe Ratio of 1.76 indicates that for each unit of volatility, it generates 1.76 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

JPCT.DE Sharpe Ratio Rank

JPCT.DE Sharpe Ratio Rank: 39.740
Below Average

JPCT.DE ranks above 39.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

JPCT.DE Sharpe Ratio Market Positioning

The chart shows JPCT.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.18 or lower
  • Yellow zone (middle 50%): 1.18 to 2.60
  • Green zone (top 25%): 2.60 or higher
  • Top 1%: 7.30+
  • Median: 1.99 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)'s Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how JPCT.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ISPA.DEiShares STOXX Global Select Dividend 100 UCITS ETF (DE)4.25
VDIV.DEVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF3.67
IS3S.DEiShares Edge MSCI World Value Factor UCITS ETF3.44
XDEV.DEXtrackers MSCI World Value Factor UCITS ETF 1C3.42
VGWD.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing2.92
PSWD.DEInvesco FTSE RAFI All World 3000 UCITS ETF2.87
CBUI.DEiShares MSCI World Value Factor ESG UCITS ETF USD Acc2.80
SPP2.DESPDR MSCI ACWI UCITS ETF USD Hedged Acc2.73
BBCK.DEInvesco Global Buyback Achievers UCITS ETF2.59
AVWC.DEAvantis Global Equity UCITS ETF USD Acc EUR2.56
JPCT.DEJPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)1.76

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JPCT.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JPCT.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore JPCT.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

JPCT.DE Sortino Ratio