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6PSA.DE vs. JPVA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6PSA.DE vs. JPVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 6PSA.DE achieves a 16.30% return, which is significantly higher than JPVA.DE's 9.76% return.


6PSA.DE

1D
0.32%
1M
4.24%
YTD
16.30%
6M
16.15%
1Y
30.70%
3Y*
17.58%
5Y*
13.04%
10Y*
12.86%

JPVA.DE

1D
0.75%
1M
2.96%
YTD
9.76%
6M
9.73%
1Y
23.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

6PSA.DE vs. JPVA.DE - Yearly Performance Comparison


2026 (YTD)20252024
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
16.30%3.95%19.57%
JPVA.DE
JPMorgan US Value Active UCITS ETF USD (Acc)
9.76%1.79%20.26%

Correlation

The correlation between 6PSA.DE and JPVA.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.93

The correlation between 6PSA.DE and JPVA.DE has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

6PSA.DE vs. JPVA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6PSA.DE
6PSA.DE Risk / Return Rank: 9191
Overall Rank
6PSA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
6PSA.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
6PSA.DE Omega Ratio Rank: 8989
Omega Ratio Rank
6PSA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
6PSA.DE Martin Ratio Rank: 9393
Martin Ratio Rank

JPVA.DE
JPVA.DE Risk / Return Rank: 7070
Overall Rank
JPVA.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JPVA.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
JPVA.DE Omega Ratio Rank: 6363
Omega Ratio Rank
JPVA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
JPVA.DE Martin Ratio Rank: 7777
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.

6PSA.DE vs. JPVA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE). 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.


6PSA.DEJPVA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.18

Calmar ratioReturn relative to maximum drawdown

8.20

4.58

+3.62

Martin ratioReturn relative to average drawdown

24.83

14.35

+10.48

6PSA.DE vs. JPVA.DE - Sharpe Ratio Comparison

The current 6PSA.DE Sharpe Ratio is 2.99, which is higher than the JPVA.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of 6PSA.DE and JPVA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


6PSA.DEJPVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.99

2.06

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.95

-0.11

Drawdowns

6PSA.DE vs. JPVA.DE - Drawdown Comparison

The maximum 6PSA.DE drawdown since its inception was -41.53%, which is greater than JPVA.DE's maximum drawdown of -21.80%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and JPVA.DE.


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Drawdown Indicators


6PSA.DEJPVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-21.80%

-19.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-5.03%

+1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.00%

-5.34%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.61%

-0.39%

Volatility

6PSA.DE vs. JPVA.DE - Volatility Comparison

Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) have volatilities of 2.18% and 2.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSA.DEJPVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

2.22%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.42%

7.25%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

11.18%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

13.96%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

13.96%

+3.89%

6PSA.DE vs. JPVA.DE - Expense Ratio Comparison

6PSA.DE has a 0.39% expense ratio, which is lower than JPVA.DE's 0.50% expense ratio.


Dividends

6PSA.DE vs. JPVA.DE - Dividend Comparison

6PSA.DE's dividend yield for the trailing twelve months is around 1.20%, while JPVA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
1.20%1.39%1.45%1.60%1.75%1.27%1.77%1.62%1.83%1.62%1.54%1.65%
JPVA.DE
JPMorgan US Value Active UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, 6PSA.DE and JPVA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 6PSA.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSA.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for JPVA.DE.

They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.39% for 6PSA.DE and 0.50% for JPVA.DE.

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