DEUS vs. JPST
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and JPMorgan Ultra-Short Income ETF (JPST).
DEUS and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEUS is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEUS or JPST.
Key characteristics
| DEUS | JPST | |
|---|---|---|
| YTD Return | 4.67% | 1.87% |
| 1Y Return | 20.01% | 5.35% |
| 3Y Return (Ann) | 5.76% | 2.70% |
| 5Y Return (Ann) | 9.91% | 2.47% |
| Sharpe Ratio | 1.57 | 9.94 |
| Daily Std Dev | 11.95% | 0.55% |
| Max Drawdown | -40.47% | -3.28% |
| Current Drawdown | -4.67% | 0.00% |
Correlation
The correlation between DEUS and JPST is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DEUS vs. JPST - Performance Comparison
In the year-to-date period, DEUS achieves a 4.67% return, which is significantly higher than JPST's 1.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEUS vs. JPST - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than JPST's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DEUS vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and JPMorgan Ultra-Short Income ETF (JPST). 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.
Dividends
DEUS vs. JPST - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.35%, less than JPST's 5.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.35% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.15% |
JPST JPMorgan Ultra-Short Income ETF | 5.17% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% |
Drawdowns
DEUS vs. JPST - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for DEUS and JPST. For additional features, visit the drawdowns tool.
Volatility
DEUS vs. JPST - Volatility Comparison
Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 3.47% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.14%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.