PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) Sharpe Ratio: 0.97

JPTC.L's Sharpe Ratio of 0.97 indicates that for each unit of volatility, it generates 0.97 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 5, 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.

JPTC.L Sharpe Ratio Market Positioning

The chart shows JPTC.L'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%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.42
  • Green zone (top 25%): 1.42 or higher
  • Top 1%: 5.81+
  • Median: 0.96 — 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 JPTC.L'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 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TDGB.LVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF2.59
IWFV.LiShares Edge MSCI World Value Factor UCITS ETF2.38
XDEV.LXtrackers MSCI World Value Factor UCITS ETF 1C2.36
IWVL.LiShares Edge MSCI World Value Factor UCITS ETF USD (Acc)2.26
IWVG.LiShares Edge MSCI World Value Factor UCITS ETF USD (Dist)2.12
VHYD.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing1.78
PSRW.LInvesco FTSE RAFI All World 3000 UCITS ETF1.78
HWWD.LHSBC Multi Factor Worldwide Equity UCITS ETF1.59
WSML.LiShares MSCI World Small Cap UCITS ETF USD (Acc)1.59
HWWA.LHSBC Multi Factor Worldwide Equity UCITS ETF1.58
JPTC.LJPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JPTC.L'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 JPTC.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...