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JDIV vs. PID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDIV vs. PID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Dividend Leaders ETF (JDIV) and Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

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JDIV vs. PID - Yearly Performance Comparison


2026 (YTD)20252024
JDIV
JPMorgan Dividend Leaders ETF
-1.43%18.98%-5.27%
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%-7.43%

Returns By Period

In the year-to-date period, JDIV achieves a -1.43% return, which is significantly lower than PID's 2.04% return.


JDIV

1D
2.66%
1M
-6.69%
YTD
-1.43%
6M
-0.78%
1Y
14.01%
3Y*
5Y*
10Y*

PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDIV vs. PID - Expense Ratio Comparison

JDIV has a 0.47% expense ratio, which is lower than PID's 0.56% expense ratio.


Return for Risk

JDIV vs. PID — Risk / Return Rank

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

JDIV
JDIV Risk / Return Rank: 5151
Overall Rank
JDIV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JDIV Sortino Ratio Rank: 4949
Sortino Ratio Rank
JDIV Omega Ratio Rank: 5252
Omega Ratio Rank
JDIV Calmar Ratio Rank: 5050
Calmar Ratio Rank
JDIV Martin Ratio Rank: 5656
Martin Ratio Rank

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
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.

JDIV vs. PID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Dividend Leaders ETF (JDIV) and Invesco International Dividend Achievers™ ETF (PID). 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.


JDIVPIDDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.64

-0.75

Sortino ratio

Return per unit of downside risk

1.36

2.39

-1.03

Omega ratio

Gain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

1.31

2.36

-1.05

Martin ratio

Return relative to average drawdown

5.57

10.33

-4.76

JDIV vs. PID - Sharpe Ratio Comparison

The current JDIV Sharpe Ratio is 0.89, which is lower than the PID Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JDIV and PID, 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


JDIVPIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.64

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.26

+0.25

Correlation

The correlation between JDIV and PID is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JDIV vs. PID - Dividend Comparison

JDIV's dividend yield for the trailing twelve months is around 2.22%, less than PID's 3.38% yield.


TTM20252024202320222021202020192018201720162015
JDIV
JPMorgan Dividend Leaders ETF
2.22%2.15%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%

Drawdowns

JDIV vs. PID - Drawdown Comparison

The maximum JDIV drawdown since its inception was -13.34%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for JDIV and PID.


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Drawdown Indicators


JDIVPIDDifference

Max Drawdown

Largest peak-to-trough decline

-13.34%

-66.34%

+53.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-8.83%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

Current Drawdown

Current decline from peak

-6.87%

-5.36%

-1.51%

Average Drawdown

Average peak-to-trough decline

-2.02%

-13.12%

+11.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.02%

+0.57%

Volatility

JDIV vs. PID - Volatility Comparison

JPMorgan Dividend Leaders ETF (JDIV) has a higher volatility of 5.76% compared to Invesco International Dividend Achievers™ ETF (PID) at 3.80%. This indicates that JDIV's price experiences larger fluctuations and is considered to be riskier than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDIVPIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

3.80%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

7.11%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

12.81%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

13.96%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.18%

17.99%

-3.81%