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

Performance

JGST.L vs. TRIS.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 Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JGST.L is traded in GBP, while TRIS.L is traded in GBp. To make them comparable, the TRIS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JGST.L achieves a 1.36% return, which is significantly lower than TRIS.L's 1.60% return.


JGST.L

1D
-0.07%
1M
0.50%
YTD
1.36%
6M
1.67%
1Y
4.22%
3Y*
4.99%
5Y*
3.35%
10Y*

TRIS.L

1D
0.05%
1M
1.33%
YTD
1.60%
6M
1.14%
1Y
4.90%
3Y*
2.01%
5Y*
4.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)
1.36%4.98%5.09%5.01%0.58%0.10%0.91%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
1.60%-2.79%6.84%-0.75%12.57%1.25%-3.44%

Correlation

The correlation between JGST.L and TRIS.L is -0.18, 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

-0.18

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 Jan 27, 2020

-0.06

The correlation between JGST.L and TRIS.L shifts across timeframes, from -0.18 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JGST.L vs. TRIS.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: 9797
Calmar Ratio Rank
JGST.L Martin Ratio Rank: 9898
Martin Ratio Rank

TRIS.L
TRIS.L Risk / Return Rank: 2222
Overall Rank
TRIS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRIS.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
TRIS.L Omega Ratio Rank: 2121
Omega Ratio Rank
TRIS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
TRIS.L Martin Ratio Rank: 2222
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. TRIS.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 Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.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.


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

+5.79

Sortino ratioReturn per unit of downside risk

+10.58

Omega ratioGain probability vs. loss probability

3.00

1.13

+1.87

Calmar ratioReturn relative to maximum drawdown

10.07

1.09

+8.98

Martin ratioReturn relative to average drawdown

60.92

2.75

+58.17

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

The current JGST.L Sharpe Ratio is 6.55, which is higher than the TRIS.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of JGST.L and TRIS.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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Sharpe Ratios by Period


JGST.LTRIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.55

0.76

+5.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.77

0.52

+5.24

Sharpe Ratio (All Time)

Calculated using the full available price history

4.32

0.26

+4.06

Drawdowns

JGST.L vs. TRIS.L - Drawdown Comparison

The maximum JGST.L drawdown since its inception was -1.18%, smaller than the maximum TRIS.L drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for JGST.L and TRIS.L.


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Drawdown Indicators


JGST.LTRIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.18%

-18.99%

+17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-4.49%

+4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-0.43%

-9.71%

+9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-0.76%

-15.37%

+14.61%

Current Drawdown

Current decline from peak

-0.07%

-5.66%

+5.59%

Average Drawdown

Average peak-to-trough decline

-0.10%

-9.81%

+9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

1.78%

-1.71%

Volatility

JGST.L vs. TRIS.L - Volatility Comparison

The current volatility for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) is 0.25%, while Invesco US Treasury Bond 0-1 Year UCITS ETF Dist (TRIS.L) has a volatility of 2.02%. This indicates that JGST.L experiences smaller price fluctuations and is considered to be less risky than TRIS.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.LTRIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

2.02%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

4.71%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.65%

6.45%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

8.34%

-7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.57%

8.80%

-8.23%

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

JGST.L has a 0.18% expense ratio, which is higher than TRIS.L's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JGST.L vs. TRIS.L - Dividend Comparison

JGST.L's dividend yield for the trailing twelve months is around 4.29%, more than TRIS.L's 4.01% yield.


PositionTTM20252024202320222021202020192018
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)
4.29%4.37%5.01%3.88%1.01%0.51%0.73%0.72%0.21%
TRIS.L
Invesco US Treasury Bond 0-1 Year UCITS ETF Dist
4.01%4.26%4.87%4.68%1.52%0.10%0.57%0.00%0.00%

Frequently Asked Questions


JGST.L and TRIS.L have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRIS.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRIS.L is cheaper with a 0.06% expense ratio, compared with 0.18% for JGST.L.

JGST.L is categorized as Ultrashort Bond, while TRIS.L is Government Bonds. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.18% for JGST.L and 0.06% for TRIS.L.

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