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JPAS.L vs. JPST.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPAS.L vs. JPST.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, JPAS.L achieves a 1.52% return, which is significantly higher than JPST.L's 1.36% return.


JPAS.L

1D
-0.62%
1M
-0.14%
6M
1.35%
YTD
1.52%
1Y
3.51%
3Y*
4.11%
5Y*
4.11%
10Y*

JPST.L

1D
0.00%
1M
-0.63%
6M
1.03%
YTD
1.36%
1Y
3.10%
3Y*
3.90%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
JPAS.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc
1.52%-2.07%7.27%-0.71%13.13%1.38%-1.17%-22.44%
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
1.36%-2.42%7.43%-0.21%13.13%0.96%-0.67%1.28%

Correlation

The correlation between JPAS.L and JPST.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

0.81

The correlation between JPAS.L and JPST.L has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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Return for Risk

JPAS.L vs. JPST.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: 2020
Overall Rank
JPAS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JPAS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
JPAS.L Omega Ratio Rank: 1818
Omega Ratio Rank
JPAS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
JPAS.L Martin Ratio Rank: 2222
Martin Ratio Rank

JPST.L
JPST.L Risk / Return Rank: 9999
Overall Rank
JPST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST.L Omega Ratio Rank: 9999
Omega Ratio Rank
JPST.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
JPST.L Martin Ratio Rank: 9999
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. JPST.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.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.LJPST.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.80

0.65

+0.15

Martin ratioReturn relative to average drawdown

2.05

1.83

+0.22

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

The current JPAS.L Sharpe Ratio is 0.55, which is comparable to the JPST.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of JPAS.L and JPST.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.


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Drawdowns

JPAS.L vs. JPST.L - Drawdown Comparison

The maximum JPAS.L drawdown since its inception was -26.18%, which is greater than JPST.L's maximum drawdown of -16.29%. Use the drawdown chart below to compare losses from any high point for JPAS.L and JPST.L.


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Drawdown Indicators


JPAS.LJPST.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.18%

-16.29%

-9.89%

Max Drawdown (1Y)

Largest decline over 1 year

-4.36%

-5.04%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-9.32%

-9.51%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-15.98%

+0.67%

Current Drawdown

Current decline from peak

-6.97%

-5.34%

-1.63%

Average Drawdown

Average peak-to-trough decline

-14.97%

-7.34%

-7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.80%

-0.09%

Volatility

JPAS.L vs. JPST.L - Volatility Comparison

JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L) has a higher volatility of 1.77% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L) at 1.61%. This indicates that JPAS.L's price experiences larger fluctuations and is considered to be riskier than JPST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPAS.LJPST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.61%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

4.99%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

6.37%

6.57%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

8.45%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.24%

8.63%

+3.61%

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

Both JPAS.L and JPST.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JPAS.L vs. JPST.L - Dividend Comparison

JPAS.L has not paid dividends to shareholders, while JPST.L's dividend yield for the trailing twelve months is around 4.10%.


PositionTTM20252024202320222021202020192018
JPAS.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
4.10%4.29%5.28%4.46%1.16%0.67%1.90%2.66%1.80%

Frequently Asked Questions


JPAS.L and JPST.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.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JPAS.L and JPST.L have the same expense ratio: 0.18% per year.

Portfolio Optimizer

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