JCTR vs. JPST

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Carbon Transition U.S. Equity ETF (JCTR) and JPMorgan Ultra-Short Income ETF (JPST).

JCTR and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JCTR is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Asset Management Carbon Transition U.S. Equity Index. It was launched on Dec 9, 2020. JPST is an actively managed fund by JPMorgan. It was launched on May 17, 2017.

Performance

JCTR vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Carbon Transition U.S. Equity ETF (JCTR) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

JCTR vs. JPST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JCTR JPMorgan Carbon Transition U.S. Equity ETF	0.00%	13.55%	24.74%	27.51%	-18.76%	29.86%	2.11%
JPST JPMorgan Ultra-Short Income ETF	0.71%	4.99%	5.58%	5.13%	1.14%	0.11%	0.10%

Returns By Period

JCTR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPST

• 1D: 0.08%
• 1M: 0.03%
• YTD: 0.71%
• 6M: 1.89%
• 1Y: 4.41%
• 3Y*: 5.12%
• 5Y*: 3.50%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JCTR vs. JPST - Expense Ratio Comparison

JCTR has a 0.15% expense ratio, which is lower than JPST's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

JPST

JPMorgan Ultra-Short Income ETF

JCTR

JPMorgan Carbon Transition U.S. Equity ETF

Return for Risk

JCTR vs. JPST — Risk / Return Rank

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

JPST

JPST Risk / Return Rank: 99
JPST Sharpe Ratio Rank: 99
JPST Sortino Ratio Rank: 99
JPST Omega Ratio Rank: 99
JPST Calmar Ratio Rank: 99
JPST Martin Ratio Rank: 99

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.

JCTR vs. JPST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition U.S. Equity ETF (JCTR) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	JCTR	JPST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	7.27	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	6.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	3.16	—

Correlation

The correlation between JCTR and JPST is 0.09, 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.

Dividends

JCTR vs. JPST - Dividend Comparison

JCTR's dividend yield for the trailing twelve months is around 0.43%, less than JPST's 4.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JCTR JPMorgan Carbon Transition U.S. Equity ETF	0.43%	0.61%	1.04%	1.88%	1.53%	1.13%	0.13%	0.00%	0.00%	0.00%
JPST JPMorgan Ultra-Short Income ETF	4.36%	4.43%	5.16%	4.79%	1.83%	0.73%	1.43%	2.69%	2.07%	0.96%

Drawdowns

Drawdown Indicators

	JCTR	JPST	Difference
Max Drawdown Largest peak-to-trough decline	—	-3.28%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-0.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-0.79%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-0.08%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.05%	—

Volatility

Volatility by Period

	JCTR	JPST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	0.61%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	0.57%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	0.94%	—