PortfoliosLab logo
EELV vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EELV and JPST is 0.06, 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

EELV vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Emerging Markets Low Volatility ETF (EELV) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%50.00%December2025FebruaryMarchAprilMay
48.87%
24.61%
EELV
JPST

Key characteristics

Sharpe Ratio

EELV:

0.98

JPST:

8.80

Sortino Ratio

EELV:

1.44

JPST:

17.47

Omega Ratio

EELV:

1.19

JPST:

4.10

Calmar Ratio

EELV:

1.00

JPST:

18.14

Martin Ratio

EELV:

2.28

JPST:

129.60

Ulcer Index

EELV:

5.16%

JPST:

0.04%

Daily Std Dev

EELV:

12.18%

JPST:

0.61%

Max Drawdown

EELV:

-36.35%

JPST:

-3.28%

Current Drawdown

EELV:

-0.37%

JPST:

-0.02%

Returns By Period

In the year-to-date period, EELV achieves a 10.30% return, which is significantly higher than JPST's 1.69% return.


EELV

YTD

10.30%

1M

8.34%

6M

5.10%

1Y

11.91%

5Y*

10.69%

10Y*

3.34%

JPST

YTD

1.69%

1M

0.58%

6M

2.35%

1Y

5.32%

5Y*

3.07%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EELV vs. JPST - Expense Ratio Comparison

EELV has a 0.30% expense ratio, which is higher than JPST's 0.18% expense ratio.


Risk-Adjusted Performance

EELV vs. JPST — Risk-Adjusted Performance Rank

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

EELV
The Risk-Adjusted Performance Rank of EELV is 7878
Overall Rank
The Sharpe Ratio Rank of EELV is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EELV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EELV is 8181
Omega Ratio Rank
The Calmar Ratio Rank of EELV is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EELV is 6666
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EELV vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Emerging Markets Low Volatility ETF (EELV) 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.


The current EELV Sharpe Ratio is 0.98, which is lower than the JPST Sharpe Ratio of 8.80. The chart below compares the historical Sharpe Ratios of EELV and JPST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.0012.00December2025FebruaryMarchAprilMay
0.98
8.80
EELV
JPST

Dividends

EELV vs. JPST - Dividend Comparison

EELV's dividend yield for the trailing twelve months is around 4.77%, less than JPST's 4.91% yield.


TTM20242023202220212020201920182017201620152014
EELV
Invesco S&P Emerging Markets Low Volatility ETF
4.77%4.70%4.00%3.46%4.34%2.82%3.14%5.50%2.91%2.30%2.53%3.25%
JPST
JPMorgan Ultra-Short Income ETF
4.91%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%0.00%

Drawdowns

EELV vs. JPST - Drawdown Comparison

The maximum EELV drawdown since its inception was -36.35%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for EELV and JPST. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.37%
-0.02%
EELV
JPST

Volatility

EELV vs. JPST - Volatility Comparison

Invesco S&P Emerging Markets Low Volatility ETF (EELV) has a higher volatility of 3.23% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.24%. This indicates that EELV'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.


0.00%2.00%4.00%6.00%8.00%December2025FebruaryMarchAprilMay
3.23%
0.24%
EELV
JPST