PortfoliosLab logoPortfoliosLab logo
JPAS.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPAS.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM USD Ultra-Short Income Active UCITS ETF USD (Acc) (JPAS.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

JPAS.L is traded in GBP, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with JPAS.L having a 1.84% return and IB01.L slightly higher at 1.87%.


JPAS.L

1D
0.27%
1M
-0.19%
6M
1.19%
YTD
1.84%
1Y
3.79%
3Y*
4.09%
5Y*
4.18%
10Y*

IB01.L

1D
0.00%
1M
-1.12%
6M
1.02%
YTD
1.87%
1Y
3.44%
3Y*
3.52%
5Y*
3.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPAS.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JPAS.L
JPM USD Ultra-Short Income Active UCITS ETF USD (Acc)
1.84%-2.07%7.27%-0.71%13.13%1.38%-1.17%-22.44%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
2.03%-3.10%7.09%-0.32%13.10%0.08%-2.08%0.72%

Correlation

The correlation between JPAS.L and IB01.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

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

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

0.82

The correlation between JPAS.L and IB01.L has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JPAS.L vs. IB01.L — Risk / Return Rank

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

JPAS.L
JPAS.L Risk / Return Rank: 2222
Overall Rank
JPAS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JPAS.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
JPAS.L Omega Ratio Rank: 2020
Omega Ratio Rank
JPAS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
JPAS.L Martin Ratio Rank: 2424
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

JPAS.L vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM USD Ultra-Short Income Active UCITS ETF USD (Acc) (JPAS.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.

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.


JPAS.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.86

0.66

+0.20

Martin ratioReturn relative to average drawdown

2.20

1.81

+0.39

JPAS.L vs. IB01.L - Sharpe Ratio Comparison

The current JPAS.L Sharpe Ratio is 0.60, which is comparable to the IB01.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of JPAS.L and IB01.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.


Loading charts...

Drawdowns

JPAS.L vs. IB01.L - Drawdown Comparison

The maximum JPAS.L drawdown since its inception was -26.18%, which is greater than IB01.L's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for JPAS.L and IB01.L.


Loading charts...

Drawdown Indicators


JPAS.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.18%

-19.26%

-6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.36%

-5.16%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-9.32%

-9.81%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-15.94%

+0.63%

Current Drawdown

Current decline from peak

-6.67%

-6.04%

-0.63%

Average Drawdown

Average peak-to-trough decline

-14.96%

-9.39%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.90%

-0.18%

Volatility

JPAS.L vs. IB01.L - Volatility Comparison

The current volatility for JPM USD Ultra-Short Income Active UCITS ETF USD (Acc) (JPAS.L) is 1.28%, while iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) has a volatility of 1.66%. This indicates that JPAS.L experiences smaller price fluctuations and is considered to be less risky than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JPAS.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.66%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

5.07%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

6.60%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

8.46%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.24%

8.77%

+3.47%

JPAS.L vs. IB01.L - Expense Ratio Comparison

JPAS.L has a 0.18% expense ratio, which is higher than IB01.L's 0.07% 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

JPAS.L vs. IB01.L - Dividend Comparison

Neither JPAS.L nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPAS.L and IB01.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.18% for JPAS.L.

JPAS.L is categorized as Ultrashort Bond, while IB01.L is Government Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.18% for JPAS.L and 0.07% for IB01.L.

Portfolio Optimizer

Find the right allocation for JPAS.L and IB01.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer