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

Performance

JPAS.L vs. TDGB.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPAS.L achieves a 1.52% return, which is significantly lower than TDGB.L's 10.48% 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*

TDGB.L

1D
-0.57%
1M
0.93%
6M
9.00%
YTD
10.48%
1Y
27.97%
3Y*
20.99%
5Y*
18.10%
10Y*
10.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPAS.L vs. TDGB.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%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
10.48%30.90%10.66%9.04%22.49%19.59%-5.61%4.93%

Correlation

The correlation between JPAS.L and TDGB.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

-0.03

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

-0.03

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

0.04

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Return for Risk

JPAS.L vs. TDGB.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

TDGB.L
TDGB.L Risk / Return Rank: 9595
Overall Rank
TDGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9494
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9393
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. TDGB.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.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.LTDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-3.34

Omega ratioGain probability vs. loss probability

1.10

1.56

-0.47

Calmar ratioReturn relative to maximum drawdown

0.80

5.97

-5.17

Martin ratioReturn relative to average drawdown

2.05

19.47

-17.42

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

The current JPAS.L Sharpe Ratio is 0.55, which is lower than the TDGB.L Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of JPAS.L and TDGB.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. TDGB.L - Drawdown Comparison

The maximum JPAS.L drawdown since its inception was -26.18%, smaller than the maximum TDGB.L drawdown of -32.94%. Use the drawdown chart below to compare losses from any high point for JPAS.L and TDGB.L.


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Drawdown Indicators


JPAS.LTDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.18%

-32.94%

+6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.36%

-4.66%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-9.32%

-12.42%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-12.42%

-2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-32.94%

Current Drawdown

Current decline from peak

-6.97%

-0.57%

-6.40%

Average Drawdown

Average peak-to-trough decline

-14.97%

-4.89%

-10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.43%

+0.28%

Volatility

JPAS.L vs. TDGB.L - Volatility Comparison

The current volatility for JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L) is 1.77%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) has a volatility of 2.45%. This indicates that JPAS.L experiences smaller price fluctuations and is considered to be less risky than TDGB.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.LTDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

2.45%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

7.23%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.37%

9.33%

-2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

11.44%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.24%

13.67%

-1.43%

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

JPAS.L has a 0.18% expense ratio, which is lower than TDGB.L's 0.38% expense ratio.


Dividends

JPAS.L vs. TDGB.L - Dividend Comparison

JPAS.L has not paid dividends to shareholders, while TDGB.L's dividend yield for the trailing twelve months is around 3.15%.


PositionTTM202520242023202220212020201920182017
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%0.00%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.15%3.50%4.26%4.93%4.40%4.06%4.16%4.52%4.38%3.48%

Frequently Asked Questions


JPAS.L and TDGB.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPAS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPAS.L is cheaper with a 0.18% expense ratio, compared with 0.38% for TDGB.L.

JPAS.L is categorized as Dividend, while TDGB.L is Global Equities. They also come from different issuers: JPMorgan and VanEck. Their fees differ too: 0.18% for JPAS.L and 0.38% for TDGB.L.

Portfolio Optimizer

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

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