JGHY.DE vs. JPSC.DE
JGHY.DE (JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) are both exchange-traded funds - JGHY.DE is a High Yield Bonds fund actively managed by JPMorgan, while JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure. JGHY.DE is actively managed, while JPSC.DE is passively managed. Over the past 3 years, JGHY.DE returned 7.91%/yr vs 16.13%/yr for JPSC.DE. At a 0.44 correlation, their price movements are largely independent. JGHY.DE charges 0.35%/yr vs 0.14%/yr for JPSC.DE.
Performance
JGHY.DE vs. JPSC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGHY.DE achieves a 4.92% return, which is significantly lower than JPSC.DE's 19.98% return.
JGHY.DE
- 1D
- -0.21%
- 1M
- 1.20%
- 6M
- 3.93%
- YTD
- 4.92%
- 1Y
- 8.73%
- 3Y*
- 7.91%
- 5Y*
- 4.39%
- 10Y*
- —
JPSC.DE
- 1D
- 0.00%
- 1M
- 0.62%
- 6M
- 13.97%
- YTD
- 19.98%
- 1Y
- 30.94%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
JGHY.DE vs. JPSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JGHY.DE JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 4.92% | -0.68% | 12.22% | 7.50% | -4.93% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 19.98% | 0.02% | 20.04% | 16.16% | -14.43% |
Correlation
The correlation between JGHY.DE and JPSC.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.44 |
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Return for Risk
JGHY.DE vs. JPSC.DE — Risk / Return Rank
JGHY.DE
JPSC.DE
JGHY.DE vs. JPSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.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.
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.
| JGHY.DE | JPSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 4.89 | -0.74 |
| Martin ratioReturn relative to average drawdown | 13.75 | 14.54 | -0.79 |
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Drawdowns
JGHY.DE vs. JPSC.DE - Drawdown Comparison
The maximum JGHY.DE drawdown since its inception was -24.72%, smaller than the maximum JPSC.DE drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for JGHY.DE and JPSC.DE.
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Drawdown Indicators
| JGHY.DE | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.72% | -30.63% | +5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -6.36% | +4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -10.49% | -30.63% | +20.14% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | — | — |
Current DrawdownCurrent decline from peak | -0.52% | -3.24% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -7.99% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.14% | -1.44% |
Volatility
JGHY.DE vs. JPSC.DE - Volatility Comparison
The current volatility for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) is 1.21%, while JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 4.19%. This indicates that JGHY.DE experiences smaller price fluctuations and is considered to be less risky 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
| JGHY.DE | JPSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 4.19% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | 11.14% | -8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 16.16% | -11.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.57% | 18.86% | -12.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.78% | 18.86% | -10.08% |
JGHY.DE vs. JPSC.DE - Expense Ratio Comparison
JGHY.DE has a 0.35% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.
Dividends
JGHY.DE vs. JPSC.DE - Dividend Comparison
Neither JGHY.DE nor JPSC.DE has paid dividends to shareholders.
Frequently Asked Questions
JGHY.DE and JPSC.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.35% for JGHY.DE.
JGHY.DE is categorized as High Yield Bonds, while JPSC.DE is Small Cap Blend Equities. Their fees differ too: 0.35% for JGHY.DE and 0.14% for JPSC.DE.
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