PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

JPMorgan U.S. Research Enhanced Large Cap ETF (JUSA) Sharpe Ratio: 1.49

ETF · Currency in USD · Last updated Aug 2, 2026

JPMorgan U.S. Research Enhanced Large Cap ETF is an actively managed ETF that seeks capital appreciation through U.S. large-cap equities. The fund uses J.P. Morgan's bottom-up fundamental research process to modestly overweight stocks viewed as undervalued while maintaining broad large-cap market characteristics.

JUSA's Sharpe Ratio of 1.49 indicates that for each unit of volatility, it generates 1.49 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JUSA Sharpe Ratio Rank

JUSA Sharpe Ratio Rank: 63.764
Above Average

JUSA ranks above 63.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

JUSA Sharpe Ratio Market Positioning

The chart shows JUSA'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%): 0.56 or lower
  • Yellow zone (middle 50%): 0.56 to 1.74
  • Green zone (top 25%): 1.74 or higher
  • Top 1%: 6.18+
  • Median: 1.26 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan U.S. Research Enhanced Large Cap ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how JUSA'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 Aug 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AVIEAvantis Inflation Focused Equity ETF3.16
IUSInvesco RAFI Strategic US ETF3.11
AFOSARS Focused Opportunities Strategy ETF2.72
RAFEPIMCO RAFI ESG U.S. ETF2.67
ESNEssential 40 Stock ETF2.65
RSSYReturn Stacked US Stocks & Futures Yield ETF2.41
EBILongview Advantage ETF2.32
FDRRFidelity Dividend ETF for Rising Rates2.28
JPUSJPMorgan Diversified Return US Equity ETF2.20
XOEXXtrackers S&P 100 Ex Top 20 ETF2.10
JUSAJPMorgan U.S. Research Enhanced Large Cap ETF1.49
Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does JUSA fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio