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G1CE.DE vs. JPSC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

G1CE.DE vs. JPSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE). The values are adjusted to include any dividend payments, if applicable.

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G1CE.DE vs. JPSC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
G1CE.DE
Invesco Global Clean Energy UCITS ETF Acc
12.42%27.39%-22.23%-13.46%-25.79%
JPSC.DE
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)
3.32%0.02%20.04%16.16%-14.38%

Returns By Period

In the year-to-date period, G1CE.DE achieves a 12.42% return, which is significantly higher than JPSC.DE's 3.32% return.


G1CE.DE

1D
-0.16%
1M
3.75%
YTD
12.42%
6M
18.05%
1Y
62.82%
3Y*
-2.65%
5Y*
-9.35%
10Y*

JPSC.DE

1D
0.45%
1M
-1.82%
YTD
3.32%
6M
6.35%
1Y
15.42%
3Y*
12.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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G1CE.DE vs. JPSC.DE - Expense Ratio Comparison

G1CE.DE has a 0.60% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.


Return for Risk

G1CE.DE vs. JPSC.DE — Risk / Return Rank

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

G1CE.DE
G1CE.DE Risk / Return Rank: 9696
Overall Rank
G1CE.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
G1CE.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
G1CE.DE Omega Ratio Rank: 9494
Omega Ratio Rank
G1CE.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
G1CE.DE Martin Ratio Rank: 9797
Martin Ratio Rank

JPSC.DE
JPSC.DE Risk / Return Rank: 5555
Overall Rank
JPSC.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JPSC.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JPSC.DE Omega Ratio Rank: 3535
Omega Ratio Rank
JPSC.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPSC.DE Martin Ratio Rank: 7979
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.

G1CE.DE vs. JPSC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Acc (G1CE.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.


G1CE.DEJPSC.DEDifference

Sharpe ratio

Return per unit of total volatility

2.72

0.73

+2.00

Sortino ratio

Return per unit of downside risk

3.33

1.08

+2.25

Omega ratio

Gain probability vs. loss probability

1.45

1.15

+0.30

Calmar ratio

Return relative to maximum drawdown

6.66

3.82

+2.84

Martin ratio

Return relative to average drawdown

23.29

10.18

+13.10

G1CE.DE vs. JPSC.DE - Sharpe Ratio Comparison

The current G1CE.DE Sharpe Ratio is 2.72, which is higher than the JPSC.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of G1CE.DE and JPSC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


G1CE.DEJPSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

0.73

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.31

-0.58

Correlation

The correlation between G1CE.DE and JPSC.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

G1CE.DE vs. JPSC.DE - Dividend Comparison

Neither G1CE.DE nor JPSC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

G1CE.DE vs. JPSC.DE - Drawdown Comparison

The maximum G1CE.DE drawdown since its inception was -68.84%, 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 G1CE.DE and JPSC.DE.


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Drawdown Indicators


G1CE.DEJPSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.84%

-30.63%

-38.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-9.67%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-68.84%

Current Drawdown

Current decline from peak

-40.26%

-4.54%

-35.72%

Average Drawdown

Average peak-to-trough decline

-38.70%

-8.52%

-30.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.39%

+0.59%

Volatility

G1CE.DE vs. JPSC.DE - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) has a higher volatility of 5.91% compared to JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) at 5.25%. This indicates that G1CE.DE's price experiences larger fluctuations and is considered to be riskier than JPSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


G1CE.DEJPSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

5.25%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

15.85%

11.37%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.97%

21.18%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

19.12%

+7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.39%

19.12%

+7.27%