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FLXX.L vs. JPTS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FLXX.L vs. JPTS.L

Last updated Jul 16, 2026
Documentation

FLXX.L (Franklin Global Quality Dividend UCITS ETF) and JPTS.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)) are both Dividend funds. FLXX.L is passively managed, while JPTS.L is actively managed. Over the past 5 years, FLXX.L returned 9.89%/yr vs 4.36%/yr for JPTS.L. At a 0.17 correlation, their price movements are largely independent. FLXX.L charges 0.30%/yr vs 0.18%/yr for JPTS.L.

Performance

FLXX.L vs. JPTS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin Global Quality Dividend UCITS ETF (FLXX.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPTS.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, FLXX.L achieves a 11.23% return, which is significantly higher than JPTS.L's 2.16% return.

FLXX.L

1D
-3.20%
1M
-0.56%
6M
8.23%
YTD
11.23%
1Y
18.11%
3Y*
14.61%
5Y*
9.89%
10Y*
—

JPTS.L

1D
-0.08%
1M
0.51%
6M
2.02%
YTD
2.16%
1Y
4.13%
3Y*
4.33%
5Y*
4.36%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXX.L vs. JPTS.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
FLXX.L
Franklin Global Quality Dividend UCITS ETF		11.23%6.53%17.14%4.43%1.45%20.91%1.97%19.18%2.32%
JPTS.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)		2.16%-2.07%7.29%-0.72%13.11%1.38%-1.15%0.16%-20.16%

Correlation

The correlation between FLXX.L and JPTS.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

0.17

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

0.10

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

0.17

Compare stocks, funds, or ETFs

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Franklin Global Quality Dividend UCITS ETF

JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)

Return for Risk

FLXX.L vs. JPTS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FLXX.L
FLXX.L Risk / Return Rank: 7979
Overall Rank
FLXX.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FLXX.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
FLXX.L Omega Ratio Rank: 8282
Omega Ratio Rank
FLXX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLXX.L Martin Ratio Rank: 8181
Martin Ratio Rank
JPTS.L
JPTS.L Risk / Return Rank: 2424
Overall Rank
JPTS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JPTS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
JPTS.L Omega Ratio Rank: 2222
Omega Ratio Rank
JPTS.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
JPTS.L Martin Ratio Rank: 2626
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.

FLXX.L vs. JPTS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Global Quality Dividend UCITS ETF (FLXX.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPTS.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.

FLXX.LJPTS.LDifference
Sharpe ratioReturn per unit of total volatility
2.04
0.72

+1.32

Sortino ratioReturn per unit of downside risk
2.69
1.09

+1.60

Omega ratioGain probability vs. loss probability

1.38

1.13

+0.26

Calmar ratioReturn relative to maximum drawdown

3.27

1.05

+2.22

Martin ratioReturn relative to average drawdown

12.26

2.70

+9.56

FLXX.L vs. JPTS.L - Sharpe Ratio Comparison

The current FLXX.L Sharpe Ratio is 2.04, which is higher than the JPTS.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FLXX.L and JPTS.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

FLXX.L vs. JPTS.L - Drawdown Comparison

The maximum FLXX.L drawdown since its inception was -26.51%, smaller than the maximum JPTS.L drawdown of -30.07%. Use the drawdown chart below to compare losses from any high point for FLXX.L and JPTS.L.

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Drawdown Indicators

FLXX.LJPTS.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.51%

-30.07%

+3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.74%

-4.35%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-9.36%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-14.05%

-15.32%

+1.27%

Current Drawdown

Current decline from peak

-3.20%

-3.83%

+0.63%

Average Drawdown

Average peak-to-trough decline

-3.39%

-13.94%

+10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.70%

-0.17%

Volatility

FLXX.L vs. JPTS.L - Volatility Comparison

Franklin Global Quality Dividend UCITS ETF (FLXX.L) has a higher volatility of 4.30% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPTS.L) at 1.59%. This indicates that FLXX.L's price experiences larger fluctuations and is considered to be riskier than JPTS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FLXX.LJPTS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

1.59%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

4.65%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

9.21%

6.36%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.07%

8.32%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

12.95%

+0.11%

FLXX.L vs. JPTS.L - Expense Ratio Comparison

FLXX.L has a 0.30% expense ratio, which is higher than JPTS.L's 0.18% expense ratio.

Dividends

FLXX.L vs. JPTS.L - Dividend Comparison

FLXX.L's dividend yield for the trailing twelve months is around 2.52%, less than JPTS.L's 4.10% yield.

PositionTTM202520242023202220212020201920182017
FLXX.L
Franklin Global Quality Dividend UCITS ETF		2.52%2.70%2.40%2.79%2.97%2.30%2.58%3.30%3.23%0.45%
JPTS.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)		4.10%4.38%5.19%4.55%1.16%0.66%2.03%2.76%1.74%0.00%

Frequently Asked Questions

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

JPTS.L is cheaper with a 0.18% expense ratio, compared with 0.30% for FLXX.L.

They also come from different issuers: Franklin and JPMorgan. Their fees differ too: 0.30% for FLXX.L and 0.18% for JPTS.L.

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