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DHSD.L vs. JPST.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHSD.L vs. JPST.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DHSD.L achieves a 12.22% return, which is significantly higher than JPST.L's 1.84% return.


DHSD.L

1D
-0.30%
1M
2.29%
6M
9.22%
YTD
12.22%
1Y
22.82%
3Y*
15.91%
5Y*
10.88%
10Y*
8.41%

JPST.L

1D
0.07%
1M
0.32%
6M
1.71%
YTD
1.84%
1Y
4.28%
3Y*
5.12%
5Y*
3.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHSD.L vs. JPST.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
12.22%12.71%15.26%-0.25%7.25%23.90%-6.21%20.65%-3.04%
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
1.84%5.06%5.58%5.04%1.11%0.02%2.34%3.40%2.03%

Correlation

The correlation between DHSD.L and JPST.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.02

The correlation between DHSD.L and JPST.L shifts across timeframes, from 0.02 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DHSD.L vs. JPST.L — Risk / Return Rank

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

DHSD.L
DHSD.L Risk / Return Rank: 7575
Overall Rank
DHSD.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DHSD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
DHSD.L Omega Ratio Rank: 7676
Omega Ratio Rank
DHSD.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
DHSD.L Martin Ratio Rank: 6464
Martin Ratio Rank

JPST.L
JPST.L Risk / Return Rank: 9999
Overall Rank
JPST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST.L Omega Ratio Rank: 9999
Omega Ratio Rank
JPST.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
JPST.L Martin Ratio Rank: 9999
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.

DHSD.L vs. JPST.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L). 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.

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.


DHSD.LJPST.LDifference
Sharpe ratioReturn per unit of total volatility

-3.25

Sortino ratioReturn per unit of downside risk

-6.11

Omega ratioGain probability vs. loss probability

1.36

2.70

-1.35

Calmar ratioReturn relative to maximum drawdown

2.80

12.26

-9.47

Martin ratioReturn relative to average drawdown

9.12

91.49

-82.38

DHSD.L vs. JPST.L - Sharpe Ratio Comparison

The current DHSD.L Sharpe Ratio is 2.06, which is lower than the JPST.L Sharpe Ratio of 5.30. The chart below compares the historical Sharpe Ratios of DHSD.L and JPST.L, 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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Drawdowns

DHSD.L vs. JPST.L - Drawdown Comparison

The maximum DHSD.L drawdown since its inception was -37.27%, which is greater than JPST.L's maximum drawdown of -3.13%. Use the drawdown chart below to compare losses from any high point for DHSD.L and JPST.L.


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Drawdown Indicators


DHSD.LJPST.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-3.13%

-34.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-0.34%

-7.89%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

-0.46%

-15.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-0.87%

-16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-37.27%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-4.36%

-0.10%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.05%

+2.48%

Volatility

DHSD.L vs. JPST.L - Volatility Comparison

WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) has a higher volatility of 3.04% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L) at 0.19%. This indicates that DHSD.L's price experiences larger fluctuations and is considered to be riskier than JPST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHSD.LJPST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

0.19%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

0.49%

+7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

0.79%

+10.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

0.69%

+14.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

0.90%

+14.57%

DHSD.L vs. JPST.L - Expense Ratio Comparison

DHSD.L has a 0.29% expense ratio, which is higher than JPST.L's 0.18% expense ratio.


Dividends

DHSD.L vs. JPST.L - Dividend Comparison

DHSD.L's dividend yield for the trailing twelve months is around 2.61%, less than JPST.L's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.61%2.82%3.00%3.37%2.91%2.92%3.49%3.03%3.21%2.57%2.81%2.53%
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
4.10%4.29%5.28%4.46%1.16%0.67%1.90%2.66%1.80%0.00%0.00%0.00%

Frequently Asked Questions


DHSD.L and JPST.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPST.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPST.L is cheaper with a 0.18% expense ratio, compared with 0.29% for DHSD.L.

They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.29% for DHSD.L and 0.18% for JPST.L.

Portfolio Optimizer

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