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JGST.L vs. JPTS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGST.L vs. JPTS.L - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with JGST.L having a 1.91% return and JPTS.L slightly lower at 1.83%.


JGST.L

1D
-0.05%
1M
0.20%
6M
1.72%
YTD
1.91%
1Y
4.07%
3Y*
5.00%
5Y*
3.47%
10Y*

JPTS.L

1D
0.24%
1M
-0.20%
6M
1.14%
YTD
1.83%
1Y
3.80%
3Y*
4.09%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGST.L vs. JPTS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)
1.91%4.97%5.10%5.01%0.57%-0.01%1.10%1.18%0.37%
JPTS.L
JPM USD Ultra-Short Income Active UCITS ETF USD (Dist)
1.83%-2.07%7.29%-0.72%13.11%1.38%-1.15%0.16%5.95%

Correlation

The correlation between JGST.L and JPTS.L is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.08

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2018

-0.02

The correlation between JGST.L and JPTS.L shifts across timeframes, from -0.20 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JGST.L vs. JPTS.L — Risk / Return Rank

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

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

JPTS.L
JPTS.L Risk / Return Rank: 2222
Overall Rank
JPTS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JPTS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
JPTS.L Omega Ratio Rank: 2020
Omega Ratio Rank
JPTS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
JPTS.L Martin Ratio Rank: 2424
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.

JGST.L vs. JPTS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) and JPM USD Ultra-Short Income Active UCITS ETF USD (Dist) (JPTS.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.


JGST.LJPTS.LDifference
Sharpe ratioReturn per unit of total volatility

+5.24

Sortino ratioReturn per unit of downside risk

+9.22

Omega ratioGain probability vs. loss probability

2.67

1.11

+1.56

Calmar ratioReturn relative to maximum drawdown

9.47

0.87

+8.60

Martin ratioReturn relative to average drawdown

55.87

2.22

+53.65

JGST.L vs. JPTS.L - Sharpe Ratio Comparison

The current JGST.L Sharpe Ratio is 5.83, which is higher than the JPTS.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of JGST.L and JPTS.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

JGST.L vs. JPTS.L - Drawdown Comparison

The maximum JGST.L drawdown since its inception was -1.19%, smaller than the maximum JPTS.L drawdown of -30.07%. Use the drawdown chart below to compare losses from any high point for JGST.L and JPTS.L.


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Drawdown Indicators


JGST.LJPTS.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.19%

-30.07%

+28.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-4.35%

+3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-0.43%

-9.36%

+8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-0.76%

-15.32%

+14.56%

Current Drawdown

Current decline from peak

-0.08%

-4.15%

+4.07%

Average Drawdown

Average peak-to-trough decline

-0.09%

-13.92%

+13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

1.71%

-1.64%

Volatility

JGST.L vs. JPTS.L - Volatility Comparison

The current volatility for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) is 0.21%, while JPM USD Ultra-Short Income Active UCITS ETF USD (Dist) (JPTS.L) has a volatility of 1.23%. This indicates that JGST.L experiences smaller price fluctuations and is considered to be less risky than JPTS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGST.LJPTS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

1.23%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

4.68%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.69%

6.37%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.59%

8.32%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.57%

12.95%

-12.38%

JGST.L vs. JPTS.L - Expense Ratio Comparison

Both JGST.L and JPTS.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

JGST.L vs. JPTS.L - Dividend Comparison

JGST.L's dividend yield for the trailing twelve months is around 4.20%, more than JPTS.L's 4.11% yield.


PositionTTM20252024202320222021202020192018
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)
4.20%4.37%5.01%3.88%1.01%0.40%0.73%0.72%0.21%
JPTS.L
JPM USD Ultra-Short Income Active UCITS ETF USD (Dist)
4.11%4.38%5.19%4.55%1.16%0.66%2.03%2.76%1.74%

Frequently Asked Questions


JGST.L and JPTS.L have a correlation of -0.20, 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.

JGST.L and JPTS.L have the same expense ratio: 0.18% per year.

Portfolio Optimizer

Find the right allocation for JGST.L and JPTS.L

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