IDLV vs. JPST
Compare and contrast key facts about Invesco S&P International Developed Low Volatility ETF (IDLV) and JPMorgan Ultra-Short Income ETF (JPST).
IDLV and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDLV or JPST.
Correlation
The correlation between IDLV and JPST is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IDLV vs. JPST - Performance Comparison
Key characteristics
IDLV:
0.99
JPST:
10.99
IDLV:
1.40
JPST:
24.83
IDLV:
1.17
JPST:
5.61
IDLV:
0.94
JPST:
56.50
IDLV:
2.55
JPST:
298.14
IDLV:
3.90%
JPST:
0.02%
IDLV:
10.11%
JPST:
0.51%
IDLV:
-34.65%
JPST:
-3.28%
IDLV:
-3.43%
JPST:
0.00%
Returns By Period
In the year-to-date period, IDLV achieves a 5.61% return, which is significantly higher than JPST's 0.68% return.
IDLV
5.61%
5.00%
0.77%
8.92%
0.29%
3.00%
JPST
0.68%
0.44%
2.33%
5.55%
2.87%
N/A
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IDLV vs. JPST - Expense Ratio Comparison
IDLV has a 0.25% expense ratio, which is higher than JPST's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IDLV vs. JPST — Risk-Adjusted Performance Rank
IDLV
JPST
IDLV vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Low Volatility ETF (IDLV) and JPMorgan Ultra-Short Income ETF (JPST). 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.
Dividends
IDLV vs. JPST - Dividend Comparison
IDLV's dividend yield for the trailing twelve months is around 3.23%, less than JPST's 5.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 3.23% | 3.41% | 3.59% | 4.69% | 2.99% | 2.31% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% |
JPST JPMorgan Ultra-Short Income ETF | 5.09% | 5.16% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDLV vs. JPST - Drawdown Comparison
The maximum IDLV drawdown since its inception was -34.65%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for IDLV and JPST. For additional features, visit the drawdowns tool.
Volatility
IDLV vs. JPST - Volatility Comparison
Invesco S&P International Developed Low Volatility ETF (IDLV) has a higher volatility of 2.85% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.13%. This indicates that IDLV's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.