JIRE vs. JPST
Compare and contrast key facts about JPMorgan International Research Enhanced Equity ETF (JIRE) and JPMorgan Ultra-Short Income ETF (JPST).
JIRE and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIRE is an actively managed fund by JPMorgan. It was launched on Oct 28, 1992. JPST is an actively managed fund by JPMorgan. It was launched on May 17, 2017.
Performance
JIRE vs. JPST - Performance Comparison
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JIRE vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JIRE JPMorgan International Research Enhanced Equity ETF | 1.15% | 31.83% | 3.15% | 20.00% | 5.73% |
JPST JPMorgan Ultra-Short Income ETF | 0.71% | 4.99% | 5.58% | 5.13% | 1.58% |
Returns By Period
In the year-to-date period, JIRE achieves a 1.15% return, which is significantly higher than JPST's 0.71% return.
JIRE
- 1D
- 3.19%
- 1M
- -8.21%
- YTD
- 1.15%
- 6M
- 6.09%
- 1Y
- 22.44%
- 3Y*
- 14.48%
- 5Y*
- —
- 10Y*
- —
JPST
- 1D
- 0.08%
- 1M
- 0.03%
- YTD
- 0.71%
- 6M
- 1.89%
- 1Y
- 4.41%
- 3Y*
- 5.12%
- 5Y*
- 3.50%
- 10Y*
- —
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JIRE vs. JPST - Expense Ratio Comparison
JIRE has a 0.24% expense ratio, which is higher than JPST's 0.18% 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%.
Return for Risk
JIRE vs. JPST — Risk / Return Rank
JIRE
JPST
JIRE vs. JPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and JPMorgan Ultra-Short Income ETF (JPST). 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.
| JIRE | JPST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 7.27 | -6.00 |
Sortino ratioReturn per unit of downside risk | 1.79 | 13.92 | -12.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 3.41 | -2.16 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 14.93 | -13.13 |
Martin ratioReturn relative to average drawdown | 6.92 | 94.51 | -87.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JIRE | JPST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 7.27 | -6.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 6.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 3.16 | -2.17 |
Correlation
The correlation between JIRE and JPST is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JIRE vs. JPST - Dividend Comparison
JIRE's dividend yield for the trailing twelve months is around 2.96%, less than JPST's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIRE JPMorgan International Research Enhanced Equity ETF | 2.96% | 2.99% | 3.03% | 2.74% | 2.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 4.36% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% |
Drawdowns
JIRE vs. JPST - Drawdown Comparison
The maximum JIRE drawdown since its inception was -16.11%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for JIRE and JPST.
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Drawdown Indicators
| JIRE | JPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.11% | -3.28% | -12.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -0.30% | -11.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.79% | — |
Current DrawdownCurrent decline from peak | -8.47% | 0.00% | -8.47% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -0.08% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 0.05% | +3.01% |
Volatility
JIRE vs. JPST - Volatility Comparison
JPMorgan International Research Enhanced Equity ETF (JIRE) has a higher volatility of 7.96% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that JIRE's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIRE | JPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 0.22% | +7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 0.35% | +11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 0.61% | +17.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 0.57% | +15.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 0.94% | +15.20% |