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JPCT.DE vs. PFFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPCT.DE vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

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JPCT.DE vs. PFFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JPCT.DE
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)
-3.66%6.84%24.37%19.66%-14.19%34.64%2.14%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
-0.62%-4.62%23.78%22.66%-16.01%32.77%4.65%
Different Trading Currencies

JPCT.DE is traded in EUR, while PFFA is traded in USD. To make them comparable, the PFFA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPCT.DE achieves a -3.66% return, which is significantly lower than PFFA's -0.62% return.


JPCT.DE

1D
2.31%
1M
-3.96%
YTD
-3.66%
6M
0.00%
1Y
10.02%
3Y*
13.10%
5Y*
9.71%
10Y*

PFFA

1D
1.02%
1M
-2.10%
YTD
-0.62%
6M
-0.26%
1Y
-0.16%
3Y*
10.11%
5Y*
6.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPCT.DE vs. PFFA - Expense Ratio Comparison

JPCT.DE has a 0.19% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Return for Risk

JPCT.DE vs. PFFA — Risk / Return Rank

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

JPCT.DE
JPCT.DE Risk / Return Rank: 3434
Overall Rank
JPCT.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JPCT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
JPCT.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JPCT.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
JPCT.DE Martin Ratio Rank: 4141
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 3333
Overall Rank
PFFA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 3131
Sortino Ratio Rank
PFFA Omega Ratio Rank: 3636
Omega Ratio Rank
PFFA Calmar Ratio Rank: 3131
Calmar Ratio Rank
PFFA Martin Ratio Rank: 3131
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.

JPCT.DE vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


JPCT.DEPFFADifference

Sharpe ratio

Return per unit of total volatility

0.60

-0.01

+0.61

Sortino ratio

Return per unit of downside risk

0.92

0.07

+0.85

Omega ratio

Gain probability vs. loss probability

1.13

1.01

+0.12

Calmar ratio

Return relative to maximum drawdown

1.11

-0.01

+1.12

Martin ratio

Return relative to average drawdown

4.26

-0.02

+4.28

JPCT.DE vs. PFFA - Sharpe Ratio Comparison

The current JPCT.DE Sharpe Ratio is 0.60, which is higher than the PFFA Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of JPCT.DE and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPCT.DEPFFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

-0.01

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.53

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.22

+0.60

Correlation

The correlation between JPCT.DE and PFFA is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JPCT.DE vs. PFFA - Dividend Comparison

JPCT.DE has not paid dividends to shareholders, while PFFA's dividend yield for the trailing twelve months is around 9.94%.


TTM20252024202320222021202020192018
JPCT.DE
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.94%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Drawdowns

JPCT.DE vs. PFFA - Drawdown Comparison

The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum PFFA drawdown of -70.85%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and PFFA.


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Drawdown Indicators


JPCT.DEPFFADifference

Max Drawdown

Largest peak-to-trough decline

-22.18%

-70.52%

+48.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-8.54%

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-22.70%

+0.52%

Current Drawdown

Current decline from peak

-5.97%

-5.01%

-0.96%

Average Drawdown

Average peak-to-trough decline

-4.23%

-6.77%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.43%

-0.09%

Volatility

JPCT.DE vs. PFFA - Volatility Comparison

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a higher volatility of 4.84% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 3.48%. This indicates that JPCT.DE's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPCT.DEPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

3.48%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

6.43%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

13.00%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

12.27%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

32.95%

-18.99%