ETHO vs. JPUS

Last updated Jun 3, 2026

ETHO (Amplify Etho Climate Leadership U.S. ETF) and JPUS (JPMorgan Diversified Return US Equity ETF) are both exchange-traded funds - ETHO is a Mid Cap Blend Equities fund tracking the Etho Climate Leadership Index, while JPUS is a Large Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Equity Index. Both are passively managed. Over the past year, ETHO returned 37.65% vs 21.48% for JPUS. Their correlation of 0.84 suggests significant overlap in exposure. ETHO charges 0.45%/yr vs 0.18%/yr for JPUS.

Performance

ETHO vs. JPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) and JPMorgan Diversified Return US Equity ETF (JPUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ETHO achieves a 18.23% return, which is significantly higher than JPUS's 11.51% return.

ETHO

• 1D: 0.63%
• 1M: 4.82%
• YTD: 18.23%
• 6M: 18.69%
• 1Y: 37.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPUS

• 1D: 1.02%
• 1M: 0.73%
• YTD: 11.51%
• 6M: 11.90%
• 1Y: 21.48%
• 3Y*: 15.95%
• 5Y*: 9.51%
• 10Y*: 11.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHO vs. JPUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ETHO Amplify Etho Climate Leadership U.S. ETF	18.23%	10.23%	8.17%
JPUS JPMorgan Diversified Return US Equity ETF	11.51%	11.18%	12.44%

Correlation

The correlation between ETHO and JPUS is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024	0.84

The correlation between ETHO and JPUS has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

ETHO vs. JPUS - Sectors Allocation Comparison

Sectors	ETHO	JPUS
Technology	26.3%	11.6%
Industrials	16.7%	10.4%
Financial Services	13.0%	8.0%
Healthcare	11.6%	11.5%
Consumer Cyclical	10.8%	8.6%
Real Estate	6.5%	10.5%
Consumer Defensive	4.7%	11.3%
Communication Services	4.5%	4.5%
Basic Materials	3.1%	6.8%
Utilities	2.5%	9.5%
Energy	0.4%	7.3%

Return for Risk

ETHO vs. JPUS — Risk / Return Rank

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

ETHO

ETHO Risk / Return Rank: 68
ETHO Sharpe Ratio Rank: 63
ETHO Sortino Ratio Rank: 64
ETHO Omega Ratio Rank: 59
ETHO Calmar Ratio Rank: 77
ETHO Martin Ratio Rank: 79

JPUS

JPUS Risk / Return Rank: 62
JPUS Sharpe Ratio Rank: 61
JPUS Sortino Ratio Rank: 63
JPUS Omega Ratio Rank: 58
JPUS Calmar Ratio Rank: 62
JPUS Martin Ratio Rank: 67

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.

ETHO vs. JPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) and JPMorgan Diversified Return US Equity ETF (JPUS). 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.

	ETHO	JPUS	Difference
Sharpe ratio Return per unit of total volatility	2.15	2.07	+0.08
Sortino ratio Return per unit of downside risk	3.01	2.99	+0.02
Omega ratio Gain probability vs. loss probability	1.37	1.36	+0.01
Calmar ratio Return relative to maximum drawdown	4.02	3.13	+0.89
Martin ratio Return relative to average drawdown	15.61	12.58	+3.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ETHO vs. JPUS - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 2.15, which is comparable to the JPUS Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ETHO and JPUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ETHO	JPUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	2.07	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.72	+0.10

Drawdowns

ETHO vs. JPUS - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, smaller than the maximum JPUS drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for ETHO and JPUS.

Drawdown Indicators

	ETHO	JPUS	Difference
Max Drawdown Largest peak-to-trough decline	-25.50%	-38.69%	+13.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.25%	-6.90%	-2.35%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.69%	—
Current Drawdown Current decline from peak	0.00%	-0.05%	+0.05%
Average Drawdown Average peak-to-trough decline	-4.51%	-3.83%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	1.72%	+0.66%

Volatility

ETHO vs. JPUS - Volatility Comparison

Amplify Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 4.15% compared to JPMorgan Diversified Return US Equity ETF (JPUS) at 2.99%. This indicates that ETHO's price experiences larger fluctuations and is considered to be riskier than JPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ETHO	JPUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	2.99%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	12.75%	7.62%	+5.13%
Volatility (1Y) Calculated over the trailing 1-year period	17.62%	10.41%	+7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	14.50%	+4.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.41%	16.76%	+2.65%

ETHO vs. JPUS - Expense Ratio Comparison

ETHO has a 0.45% expense ratio, which is higher than JPUS's 0.18% expense ratio.

Dividends

ETHO vs. JPUS - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.72%, less than JPUS's 2.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ETHO Amplify Etho Climate Leadership U.S. ETF	0.72%	0.86%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPUS JPMorgan Diversified Return US Equity ETF	2.05%	2.27%	2.12%	2.26%	2.35%	1.67%	1.94%	2.09%	2.16%	1.25%	0.77%	0.48%

Frequently Asked Questions

Can I hold both ETHO and JPUS in my portfolio?

ETHO and JPUS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ETHO or JPUS?

ETHO has higher volatility (4.15%) compared to JPUS (2.99%). In terms of maximum drawdown, ETHO dropped -25.50% vs JPUS's -38.69%.

Which ETF is better, ETHO or JPUS?

On 1-year performance, ETHO leads with 37.65% vs 21.48% for JPUS. On fees, JPUS is cheaper at 0.18% per year. On volatility, JPUS has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ETHO or JPUS?

Over the 1-year period, ETHO has performed better with a 37.65% return vs 21.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ETHO or JPUS?

JPUS is cheaper with a 0.18% expense ratio, compared with 0.45% for ETHO.

Which ETF pays a higher dividend yield, ETHO or JPUS?

JPUS has the higher dividend yield at 2.05%, compared with 0.72% for ETHO.

What is the main difference between ETHO and JPUS?

ETHO is categorized as Mid Cap Blend Equities, while JPUS is Large Cap Blend Equities. ETHO tracks Etho Climate Leadership Index, while JPUS tracks JPMorgan Diversified Factor US Equity Index. They also come from different issuers: Amplify and JPMorgan. Their fees differ too: 0.45% for ETHO and 0.18% for JPUS.

Which has better risk-adjusted returns?

ETHO currently has the higher Sharpe Ratio (2.15 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.