JIDE vs. HELO

Last updated Jul 8, 2026

JIDE (JPMorgan International Dynamic ETF) and HELO (JPMorgan Hedged Equity Laddered Overlay ETF) are both exchange-traded funds - JIDE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while HELO is a Options Trading fund actively managed by JPMorgan. Both are actively managed. A 0.68 correlation means they provide meaningful diversification when combined. JIDE charges 0.55%/yr vs 0.50%/yr for HELO.

Performance

JIDE vs. HELO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Dynamic ETF (JIDE) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JIDE

• 1D: -1.37%
• 1M: 4.11%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HELO

• 1D: -0.31%
• 1M: 0.93%
• 6M: 1.57%
• YTD: 2.39%
• 1Y: 8.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIDE vs. HELO - Yearly Performance Comparison

	2026 (YTD)
JIDE JPMorgan International Dynamic ETF	2.33%
HELO JPMorgan Hedged Equity Laddered Overlay ETF	1.30%

Correlation

The correlation between JIDE and HELO is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 28, 2026	0.68

Return for Risk

JIDE vs. HELO — Risk / Return Rank

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

JIDE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HELO

HELO Risk / Return Rank: 44
HELO Sharpe Ratio Rank: 45
HELO Sortino Ratio Rank: 45
HELO Omega Ratio Rank: 50
HELO Calmar Ratio Rank: 34
HELO Martin Ratio Rank: 47

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.

JIDE vs. HELO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO). 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.

	JIDE	HELO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.37	—
Sortino ratio: Return per unit of downside risk	—	1.94	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	1.52	—
Martin ratio: Return relative to average drawdown	—	6.60	—

Drawdowns

JIDE vs. HELO - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, which is greater than HELO's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for JIDE and HELO.

Drawdown Indicators

	JIDE	HELO	Difference
Max Drawdown Largest peak-to-trough decline	-12.69%	-10.89%	-1.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.76%	—
Current Drawdown Current decline from peak	-3.11%	-0.31%	-2.80%
Average Drawdown Average peak-to-trough decline	-4.61%	-1.17%	-3.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.33%	—

Volatility

Volatility by Period

	JIDE	HELO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.03%	6.41%	+14.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.03%	7.94%	+13.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	7.94%	+13.09%

JIDE vs. HELO - Expense Ratio Comparison

JIDE has a 0.55% expense ratio, which is higher than HELO's 0.50% expense ratio.

Dividends

JIDE vs. HELO - Dividend Comparison

JIDE has not paid dividends to shareholders, while HELO's dividend yield for the trailing twelve months is around 0.63%.

Position	TTM	2025	2024	2023
HELO JPMorgan Hedged Equity Laddered Overlay ETF	0.63%	0.67%	0.60%	0.19%
JIDE JPMorgan International Dynamic ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JIDE and HELO in my portfolio?

JIDE and HELO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JIDE or HELO?

On fees, HELO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JIDE or HELO?

HELO is cheaper with a 0.50% expense ratio, compared with 0.55% for JIDE.

Which ETF pays a higher dividend yield, JIDE or HELO?

HELO has the higher dividend yield at 0.63%, compared with 0.00% for JIDE.

What is the main difference between JIDE and HELO?

JIDE is categorized as Foreign Large Cap Equities, while HELO is Options Trading. Their fees differ too: 0.55% for JIDE and 0.50% for HELO.