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Inception Date
Oct 15, 2024
Leveraged
1x (No leverage)
Index Tracked
JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc)
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

JPCT.L Performance Chart

JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) is up 7.0% since the beginning of the year. JPCT.L is currently trading at $53 per share. Investors who bought $1,000 worth of JPCT.L shares 5 years ago would now be looking at an investment worth $1,630.


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S&P 500 Index

Returns By Period

JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) has returned 7.02% so far this year and 17.84% over the past 12 months.


JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc)

1D
0.13%
1M
0.13%
6M
6.06%
YTD
7.02%
1Y
17.84%
3Y*
16.69%
5Y*
10.27%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPCT.L Monthly Returns History

Based on dividend-adjusted daily data since Nov 4, 2020, JPCT.L's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +10.6%, while the worst month was Mar 2026 at -8.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JPCT.L closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +5.6%, while the worst single day was Apr 4, 2025 at -4.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.22%-0.18%-8.39%10.55%4.61%-1.27%1.27%7.02%
20253.63%-3.01%-5.04%1.91%7.19%3.64%1.58%2.21%2.36%2.45%0.47%1.36%19.79%
20241.33%3.37%2.88%-3.38%2.71%3.80%1.27%2.01%2.04%-1.47%3.45%-1.47%17.53%
20236.18%-1.71%3.18%1.91%-0.83%5.93%3.24%-2.35%-4.32%-3.33%8.93%5.57%23.63%
2022-5.83%-1.75%3.17%-7.39%-1.38%-8.09%6.61%-3.56%-8.36%5.35%5.08%-2.45%-18.49%
2021-0.32%2.08%4.29%3.78%2.43%0.90%2.04%2.09%-3.74%4.59%-0.97%4.61%23.68%

Benchmark Metrics

JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) has an annualized alpha of 6.59%, beta of 0.49, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since November 04, 2020.

  • This ETF participated in 92.72% of S&P 500 Index downside but only 89.18% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.49 may look defensive, but with R2 of 0.28 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.28 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.59%
Beta
0.49
0.28
Upside Capture
89.18%
Downside Capture
92.72%

Expense Ratio

JPCT.L has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

JPCT.L ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JPCT.L Risk / Return Rank: 4747
Overall Rank
JPCT.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JPCT.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
JPCT.L Omega Ratio Rank: 4646
Omega Ratio Rank
JPCT.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
JPCT.L Martin Ratio Rank: 5353
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) and compare them to S&P 500 Index.

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.


JPCT.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.24

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

1.71

2.35

-0.63

Martin ratioReturn relative to average drawdown

7.26

10.19

-2.93

Dividends

Dividend History


JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc). 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 JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) was 26.59%, occurring on Oct 12, 2022. Recovery took 321 trading sessions.

The current JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) drawdown is 0.02%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.59%Oct 2022
9mo 9d1y 3mo
2y 16dJan 2022 - Jan 2024
Bear market2022
-17.82%Apr 2025
1mo 18d1mo 13d
3mo 1dFeb 2025 - May 2025
2025 selloff2025
-10.25%Mar 2026
2mo 1d18d
2mo 19dJan 2026 - Apr 2026
-7.78%Aug 2024
21d18d
1mo 9dJul 2024 - Aug 2024
-6.17%Oct 2021
27d28d
1mo 25dSep 2021 - Nov 2021

Drawdown Indicators


JPCT.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.59%

-56.78%

+30.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-9.10%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.82%

-18.90%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-25.43%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.02%

-0.49%

+0.47%

Average Drawdown

Average peak-to-trough decline

-5.34%

-10.70%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.09%

+0.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with JPCT.L

Add JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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