ETLZ.DE vs. JPSC.DE
ETLZ.DE (L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) are both Small Cap Blend Equities funds - ETLZ.DE tracks the Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index while JPSC.DE tracks the Morningstar US Small Cap Target Market Exposure. Both are passively managed. Over the past 3 years, ETLZ.DE returned 14.90%/yr vs 16.13%/yr for JPSC.DE. With a 0.96 correlation, they move nearly in lockstep. ETLZ.DE charges 0.30%/yr vs 0.14%/yr for JPSC.DE.
Performance
ETLZ.DE vs. JPSC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETLZ.DE achieves a 21.33% return, which is significantly higher than JPSC.DE's 19.98% return.
ETLZ.DE
- 1D
- -0.66%
- 1M
- 1.72%
- 6M
- 15.70%
- YTD
- 21.33%
- 1Y
- 34.15%
- 3Y*
- 14.90%
- 5Y*
- 9.00%
- 10Y*
- 10.75%
JPSC.DE
- 1D
- 0.00%
- 1M
- 0.62%
- 6M
- 13.97%
- YTD
- 19.98%
- 1Y
- 30.94%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
ETLZ.DE vs. JPSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ETLZ.DE L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc | 21.33% | 0.32% | 15.12% | 16.03% | -13.50% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 19.98% | 0.02% | 20.04% | 16.16% | -14.43% |
Correlation
The correlation between ETLZ.DE and JPSC.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 (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.96 |
The correlation between ETLZ.DE and JPSC.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
ETLZ.DE vs. JPSC.DE — Risk / Return Rank
ETLZ.DE
JPSC.DE
ETLZ.DE vs. JPSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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.
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.
| ETLZ.DE | JPSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.33 | 4.89 | +0.45 |
| Martin ratioReturn relative to average drawdown | 15.94 | 14.54 | +1.40 |
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Drawdowns
ETLZ.DE vs. JPSC.DE - Drawdown Comparison
The maximum ETLZ.DE drawdown since its inception was -58.36%, which is greater than JPSC.DE's maximum drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for ETLZ.DE and JPSC.DE.
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Drawdown Indicators
| ETLZ.DE | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.36% | -30.63% | -27.73% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -6.36% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -31.34% | -30.63% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | -3.24% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -10.71% | -7.99% | -2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.14% | +0.21% |
Volatility
ETLZ.DE vs. JPSC.DE - Volatility Comparison
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) have volatilities of 4.22% and 4.19%, 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
| ETLZ.DE | JPSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.19% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 11.14% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 16.16% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 18.86% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.00% | 18.86% | +2.14% |
ETLZ.DE vs. JPSC.DE - Expense Ratio Comparison
ETLZ.DE has a 0.30% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.
Dividends
ETLZ.DE vs. JPSC.DE - Dividend Comparison
Neither ETLZ.DE nor JPSC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, ETLZ.DE and JPSC.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, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for ETLZ.DE.
ETLZ.DE tracks Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index, while JPSC.DE tracks Morningstar US Small Cap Target Market Exposure. They also come from different issuers: L&G and JPMorgan. Their fees differ too: 0.30% for ETLZ.DE and 0.14% for JPSC.DE.
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