PortfoliosLab logoPortfoliosLab logo
JGLO vs. VOLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGLO vs. VOLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and Tema Electrification ETF (VOLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JGLO achieves a 3.31% return, which is significantly lower than VOLT's 40.29% return.


JGLO

1D
-1.34%
1M
-1.33%
YTD
3.31%
6M
2.82%
1Y
13.14%
3Y*
5Y*
10Y*

VOLT

1D
-3.50%
1M
2.50%
YTD
40.29%
6M
38.12%
1Y
64.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGLO vs. VOLT - Yearly Performance Comparison


2026 (YTD)20252024
JGLO
Jpmorgan Global Select Equity ETF
3.31%14.07%-4.01%
VOLT
Tema Electrification ETF
40.29%25.92%-8.98%

Correlation

The correlation between JGLO and VOLT is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

0.67

The correlation between JGLO and VOLT has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

JGLO vs. VOLT - Sectors Allocation Comparison


Sectors
JGLO
VOLT

Technology

31.6%
12.9%

Financial Services

17.3%
0.5%

Consumer Cyclical

16.1%
3.4%

Healthcare

8.6%

-

Communication Services

8.2%

-

Industrials

7.8%
47.0%

Energy

3.9%
4.7%

Utilities

2.2%
31.0%

Basic Materials

1.6%

-

Real Estate

1.5%

-

Consumer Defensive

1.3%

-

Technology

JGLO
31.6%
VOLT
12.9%

Financial Services

JGLO
17.3%
VOLT
0.5%

Consumer Cyclical

JGLO
16.1%
VOLT
3.4%

Healthcare

JGLO
8.6%
VOLT

-

Communication Services

JGLO
8.2%
VOLT

-

Industrials

JGLO
7.8%
VOLT
47.0%

Energy

JGLO
3.9%
VOLT
4.7%

Utilities

JGLO
2.2%
VOLT
31.0%

Basic Materials

JGLO
1.6%
VOLT

-

Real Estate

JGLO
1.5%
VOLT

-

Consumer Defensive

JGLO
1.3%
VOLT

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JGLO vs. VOLT — Risk / Return Rank

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

JGLO
JGLO Risk / Return Rank: 3232
Overall Rank
JGLO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 3131
Sortino Ratio Rank
JGLO Omega Ratio Rank: 3030
Omega Ratio Rank
JGLO Calmar Ratio Rank: 2929
Calmar Ratio Rank
JGLO Martin Ratio Rank: 3838
Martin Ratio Rank

VOLT
VOLT Risk / Return Rank: 8989
Overall Rank
VOLT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VOLT Sortino Ratio Rank: 8686
Sortino Ratio Rank
VOLT Omega Ratio Rank: 8585
Omega Ratio Rank
VOLT Calmar Ratio Rank: 9494
Calmar Ratio Rank
VOLT Martin Ratio Rank: 8989
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.

JGLO vs. VOLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and Tema Electrification ETF (VOLT). 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.


JGLOVOLTDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.20

1.49

-0.29

Calmar ratioReturn relative to maximum drawdown

1.39

6.78

-5.39

Martin ratioReturn relative to average drawdown

5.59

18.99

-13.40

JGLO vs. VOLT - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 1.08, which is lower than the VOLT Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of JGLO and VOLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JGLO vs. VOLT - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum VOLT drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for JGLO and VOLT.


Loading charts...

Drawdown Indicators


JGLOVOLTDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-23.40%

+7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-9.59%

+0.12%

Current Drawdown

Current decline from peak

-2.43%

-3.50%

+1.07%

Average Drawdown

Average peak-to-trough decline

-1.88%

-5.14%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

3.42%

-1.07%

Volatility

JGLO vs. VOLT - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 4.77%, while Tema Electrification ETF (VOLT) has a volatility of 9.40%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than VOLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JGLOVOLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

9.40%

-4.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

18.29%

-8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.24%

21.75%

-9.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

24.55%

-10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

24.55%

-10.38%

JGLO vs. VOLT - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is lower than VOLT's 0.75% expense ratio.


Dividends

JGLO vs. VOLT - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.16%, more than VOLT's 0.32% yield.


PositionTTM202520242023
JGLO
Jpmorgan Global Select Equity ETF
1.16%1.20%2.00%0.32%
VOLT
Tema Electrification ETF
0.32%0.46%0.01%0.00%

Frequently Asked Questions


JGLO and VOLT have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOLT has higher volatility (9.40%) compared to JGLO (4.77%). In terms of maximum drawdown, JGLO dropped -16.12% vs VOLT's -23.40%.

On 1-year performance, VOLT leads with 64.69% vs 13.14% for JGLO. On fees, JGLO is cheaper at 0.47% per year. On volatility, JGLO has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VOLT has performed better with a 64.69% return vs 13.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JGLO is cheaper with a 0.47% expense ratio, compared with 0.75% for VOLT.

JGLO has the higher dividend yield at 1.16%, compared with 0.32% for VOLT.

They also come from different issuers: JPMorgan and Tema. Their fees differ too: 0.47% for JGLO and 0.75% for VOLT.

VOLT currently has the higher Sharpe Ratio (2.99 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JGLO and VOLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer