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JGSA.L vs. JPSA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGSA.L vs. JPSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) and JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JGSA.L is traded in GBP, while JPSA.L is traded in USD. To make them comparable, the JPSA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JGSA.L achieves a 1.67% return, which is significantly lower than JPSA.L's 3.85% return.


JGSA.L

1D
0.01%
1M
0.42%
YTD
1.67%
6M
1.85%
1Y
4.23%
3Y*
5.06%
5Y*
3.45%
10Y*

JPSA.L

1D
0.19%
1M
2.30%
YTD
3.85%
6M
4.28%
1Y
7.61%
3Y*
3.89%
5Y*
4.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGSA.L vs. JPSA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JGSA.L
JPM GBP Ultra-Short Income Active ETF GBP Acc
1.67%5.05%5.09%5.01%0.57%-0.01%1.11%0.85%
JPSA.L
JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc
3.85%-2.41%7.39%-0.19%13.06%1.02%-0.68%1.53%

Correlation

The correlation between JGSA.L and JPSA.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

0.00

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Return for Risk

JGSA.L vs. JPSA.L — Risk / Return Rank

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

JGSA.L
JGSA.L Risk / Return Rank: 9898
Overall Rank
JGSA.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JGSA.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JGSA.L Omega Ratio Rank: 9999
Omega Ratio Rank
JGSA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
JGSA.L Martin Ratio Rank: 9898
Martin Ratio Rank

JPSA.L
JPSA.L Risk / Return Rank: 9999
Overall Rank
JPSA.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPSA.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPSA.L Omega Ratio Rank: 9999
Omega Ratio Rank
JPSA.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPSA.L Martin Ratio Rank: 9999
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.

JGSA.L vs. JPSA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) and JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L). 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.


JGSA.LJPSA.LDifference
Sharpe ratioReturn per unit of total volatility

+5.80

Sortino ratioReturn per unit of downside risk

+11.23

Omega ratioGain probability vs. loss probability

3.25

1.21

+2.04

Calmar ratioReturn relative to maximum drawdown

10.09

1.51

+8.58

Martin ratioReturn relative to average drawdown

52.28

4.27

+48.01

JGSA.L vs. JPSA.L - Sharpe Ratio Comparison

The current JGSA.L Sharpe Ratio is 6.97, which is higher than the JPSA.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of JGSA.L and JPSA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JGSA.L vs. JPSA.L - Drawdown Comparison

The maximum JGSA.L drawdown since its inception was -1.42%, smaller than the maximum JPSA.L drawdown of -16.28%. Use the drawdown chart below to compare losses from any high point for JGSA.L and JPSA.L.


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Drawdown Indicators


JGSA.LJPSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.42%

-16.28%

+14.86%

Max Drawdown (1Y)

Largest decline over 1 year

-0.42%

-5.02%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-0.42%

-9.48%

+9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-0.73%

-15.97%

+15.24%

Current Drawdown

Current decline from peak

0.00%

-3.01%

+3.01%

Average Drawdown

Average peak-to-trough decline

-0.10%

-8.21%

+8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

1.78%

-1.70%

Volatility

JGSA.L vs. JPSA.L - Volatility Comparison

The current volatility for JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) is 0.22%, while JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L) has a volatility of 1.57%. This indicates that JGSA.L experiences smaller price fluctuations and is considered to be less risky than JPSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGSA.LJPSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

1.57%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

0.55%

5.01%

-4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.61%

6.54%

-5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

8.44%

-7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.62%

8.65%

-8.03%

JGSA.L vs. JPSA.L - Expense Ratio Comparison

Both JGSA.L and JPSA.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JGSA.L vs. JPSA.L - Dividend Comparison

Neither JGSA.L nor JPSA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JGSA.L and JPSA.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JGSA.L and JPSA.L have the same expense ratio: 0.18% per year.

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