EXX5.DE vs. JPVA.DE
EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) and JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) are both Large Cap Value Equities funds. EXX5.DE is passively managed, while JPVA.DE is actively managed. Over the past year, EXX5.DE returned 18.61% vs 23.17% for JPVA.DE. A 0.77 correlation means they provide meaningful diversification when combined. EXX5.DE charges 0.31%/yr vs 0.50%/yr for JPVA.DE.
Performance
EXX5.DE vs. JPVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXX5.DE achieves a 10.28% return, which is significantly higher than JPVA.DE's 9.76% return.
EXX5.DE
- 1D
- -0.15%
- 1M
- 0.94%
- YTD
- 10.28%
- 6M
- 10.75%
- 1Y
- 18.61%
- 3Y*
- 12.24%
- 5Y*
- 9.39%
- 10Y*
- 9.15%
JPVA.DE
- 1D
- 0.75%
- 1M
- 3.79%
- YTD
- 9.76%
- 6M
- 10.26%
- 1Y
- 23.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXX5.DE vs. JPVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 10.28% | -1.07% | 21.69% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
Correlation
The correlation between EXX5.DE and JPVA.DE is 0.74, 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 | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.77 |
The correlation between EXX5.DE and JPVA.DE has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
EXX5.DE vs. JPVA.DE — Risk / Return Rank
EXX5.DE
JPVA.DE
EXX5.DE vs. JPVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) and JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.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.
| EXX5.DE | JPVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 4.58 | -0.43 |
| Martin ratioReturn relative to average drawdown | 11.89 | 14.35 | -2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXX5.DE | JPVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.06 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.95 | -0.52 |
Drawdowns
EXX5.DE vs. JPVA.DE - Drawdown Comparison
The maximum EXX5.DE drawdown since its inception was -58.58%, which is greater than JPVA.DE's maximum drawdown of -21.80%. Use the drawdown chart below to compare losses from any high point for EXX5.DE and JPVA.DE.
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Drawdown Indicators
| EXX5.DE | JPVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.58% | -21.80% | -36.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.46% | -5.03% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | 0.00% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -5.34% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.61% | -0.05% |
Volatility
EXX5.DE vs. JPVA.DE - Volatility Comparison
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) has a higher volatility of 2.59% compared to JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) at 2.22%. This indicates that EXX5.DE's price experiences larger fluctuations and is considered to be riskier than JPVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXX5.DE | JPVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 2.22% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.25% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 11.18% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 13.96% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 13.96% | +3.12% |
EXX5.DE vs. JPVA.DE - Expense Ratio Comparison
EXX5.DE has a 0.31% expense ratio, which is lower than JPVA.DE's 0.50% expense ratio.
Dividends
EXX5.DE vs. JPVA.DE - Dividend Comparison
EXX5.DE's dividend yield for the trailing twelve months is around 2.38%, while JPVA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 2.38% | 2.62% | 3.01% | 5.31% | 2.47% | 2.07% | 2.98% | 2.29% | 1.57% | 3.04% | 2.46% | 2.55% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXX5.DE and JPVA.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXX5.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXX5.DE is cheaper with a 0.31% expense ratio, compared with 0.50% for JPVA.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.31% for EXX5.DE and 0.50% for JPVA.DE.
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