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JIRE vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIRE vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Research Enhanced Equity ETF (JIRE) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JIRE achieves a 8.39% return, which is significantly lower than UGA's 64.09% return.


JIRE

1D
-1.96%
1M
0.55%
YTD
8.39%
6M
7.95%
1Y
21.48%
3Y*
16.50%
5Y*
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIRE vs. UGA - Yearly Performance Comparison


2026 (YTD)2025202420232022
JIRE
JPMorgan International Research Enhanced Equity ETF
8.39%31.83%3.15%20.00%5.09%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%-22.64%

Correlation

The correlation between JIRE and UGA is -0.31, 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

-0.31

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2022

0.03

The correlation between JIRE and UGA shifts across timeframes, from -0.31 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JIRE vs. UGA — Risk / Return Rank

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

JIRE
JIRE Risk / Return Rank: 4040
Overall Rank
JIRE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JIRE Sortino Ratio Rank: 3939
Sortino Ratio Rank
JIRE Omega Ratio Rank: 3838
Omega Ratio Rank
JIRE Calmar Ratio Rank: 3838
Calmar Ratio Rank
JIRE Martin Ratio Rank: 4343
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and United States Gasoline Fund LP (UGA). 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.


JIREUGADifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.24

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

1.83

3.17

-1.33

Martin ratioReturn relative to average drawdown

6.61

9.39

-2.78

JIRE vs. UGA - Sharpe Ratio Comparison

The current JIRE Sharpe Ratio is 1.34, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of JIRE and UGA, 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

JIRE vs. UGA - Drawdown Comparison

The maximum JIRE drawdown since its inception was -16.11%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for JIRE and UGA.


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Drawdown Indicators


JIREUGADifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-86.59%

+70.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-18.96%

+7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-13.61%

-26.68%

+13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-1.96%

-18.05%

+16.09%

Average Drawdown

Average peak-to-trough decline

-3.02%

-36.69%

+33.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

6.43%

-3.17%

Volatility

JIRE vs. UGA - Volatility Comparison

The current volatility for JPMorgan International Research Enhanced Equity ETF (JIRE) is 5.22%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that JIRE experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIREUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

9.24%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

30.57%

-17.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

35.22%

-19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

34.45%

-18.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

37.22%

-20.86%

JIRE vs. UGA - Expense Ratio Comparison

JIRE has a 0.24% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

JIRE vs. UGA - Dividend Comparison

JIRE's dividend yield for the trailing twelve months is around 2.76%, while UGA has not paid dividends to shareholders.


PositionTTM2025202420232022
JIRE
JPMorgan International Research Enhanced Equity ETF
2.76%2.99%3.03%2.74%2.62%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JIRE and UGA have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to JIRE (5.22%). In terms of maximum drawdown, JIRE dropped -16.11% vs UGA's -86.59%.

On 3-year performance, UGA leads with 18.95% vs 16.50% for JIRE. On fees, JIRE is cheaper at 0.24% per year. On volatility, JIRE has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UGA has performed better with a 18.95% return vs 16.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JIRE is cheaper with a 0.24% expense ratio, compared with 0.75% for UGA.

JIRE has the higher dividend yield at 2.76%, compared with 0.00% for UGA.

JIRE is categorized as Foreign Large Cap Equities, while UGA is Oil & Gas. They also come from different issuers: JPMorgan and Concierge Technologies. Their fees differ too: 0.24% for JIRE and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JIRE and UGA

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