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JIRE vs. DSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIRE vs. DSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Research Enhanced Equity ETF (JIRE) and Distillate International Fundamental Stability & Value ETF (DSTX). The values are adjusted to include any dividend payments, if applicable.

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JIRE vs. DSTX - Yearly Performance Comparison


2026 (YTD)2025202420232022
JIRE
JPMorgan International Research Enhanced Equity ETF
1.15%31.83%3.15%20.00%5.73%
DSTX
Distillate International Fundamental Stability & Value ETF
2.46%41.71%-0.44%20.03%-2.58%

Returns By Period

In the year-to-date period, JIRE achieves a 1.15% return, which is significantly lower than DSTX's 2.46% return.


JIRE

1D
3.19%
1M
-8.21%
YTD
1.15%
6M
6.09%
1Y
22.44%
3Y*
14.48%
5Y*
10Y*

DSTX

1D
3.49%
1M
-8.25%
YTD
2.46%
6M
8.70%
1Y
33.08%
3Y*
15.84%
5Y*
6.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIRE vs. DSTX - Expense Ratio Comparison

JIRE has a 0.24% expense ratio, which is lower than DSTX's 0.55% expense ratio.


Return for Risk

JIRE vs. DSTX — Risk / Return Rank

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

JIRE
JIRE Risk / Return Rank: 7171
Overall Rank
JIRE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JIRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JIRE Omega Ratio Rank: 7070
Omega Ratio Rank
JIRE Calmar Ratio Rank: 7272
Calmar Ratio Rank
JIRE Martin Ratio Rank: 7070
Martin Ratio Rank

DSTX
DSTX Risk / Return Rank: 8787
Overall Rank
DSTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DSTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DSTX Omega Ratio Rank: 8888
Omega Ratio Rank
DSTX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DSTX Martin Ratio Rank: 8787
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.

JIRE vs. DSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and Distillate International Fundamental Stability & Value ETF (DSTX). 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.


JIREDSTXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.84

-0.58

Sortino ratio

Return per unit of downside risk

1.79

2.53

-0.74

Omega ratio

Gain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratio

Return relative to maximum drawdown

1.80

2.57

-0.77

Martin ratio

Return relative to average drawdown

6.92

10.38

-3.46

JIRE vs. DSTX - Sharpe Ratio Comparison

The current JIRE Sharpe Ratio is 1.27, which is lower than the DSTX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of JIRE and DSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JIREDSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.84

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.45

+0.54

Correlation

The correlation between JIRE and DSTX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JIRE vs. DSTX - Dividend Comparison

JIRE's dividend yield for the trailing twelve months is around 2.96%, more than DSTX's 2.84% yield.


TTM202520242023202220212020
JIRE
JPMorgan International Research Enhanced Equity ETF
2.96%2.99%3.03%2.74%2.62%0.00%0.00%
DSTX
Distillate International Fundamental Stability & Value ETF
2.84%2.93%2.41%1.81%3.68%2.24%0.07%

Drawdowns

JIRE vs. DSTX - Drawdown Comparison

The maximum JIRE drawdown since its inception was -16.11%, smaller than the maximum DSTX drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for JIRE and DSTX.


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Drawdown Indicators


JIREDSTXDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-33.67%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-12.48%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

Current Drawdown

Current decline from peak

-8.47%

-8.25%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.01%

-9.13%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.09%

-0.03%

Volatility

JIRE vs. DSTX - Volatility Comparison

The current volatility for JPMorgan International Research Enhanced Equity ETF (JIRE) is 7.96%, while Distillate International Fundamental Stability & Value ETF (DSTX) has a volatility of 8.65%. This indicates that JIRE experiences smaller price fluctuations and is considered to be less risky than DSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIREDSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

8.65%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

12.28%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

18.05%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

16.91%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

16.82%

-0.68%