JPCT.DE vs. PFFA
Compare and contrast key facts about JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA).
JPCT.DE and PFFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPCT.DE is a passively managed fund by JPMorgan that tracks the performance of the Solactive JP Morgan Asset Management Carbon Transition Global Equity. It was launched on Nov 4, 2020. PFFA is an actively managed fund by Virtus Investment Partners. It was launched on May 15, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPCT.DE or PFFA.
Key characteristics
| JPCT.DE | PFFA | |
|---|---|---|
| YTD Return | 22.42% | 20.30% |
| 1Y Return | 29.77% | 33.77% |
| 3Y Return (Ann) | 9.19% | 6.63% |
| Sharpe Ratio | 2.66 | 3.68 |
| Sortino Ratio | 3.57 | 5.11 |
| Omega Ratio | 1.55 | 1.75 |
| Calmar Ratio | 3.39 | 3.06 |
| Martin Ratio | 15.93 | 31.04 |
| Ulcer Index | 1.80% | 1.05% |
| Daily Std Dev | 10.73% | 8.80% |
| Max Drawdown | -16.76% | -70.52% |
| Current Drawdown | 0.00% | -0.10% |
Correlation
The correlation between JPCT.DE and PFFA is 0.49, 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.
Performance
JPCT.DE vs. PFFA - Performance Comparison
In the year-to-date period, JPCT.DE achieves a 22.42% return, which is significantly higher than PFFA's 20.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
JPCT.DE vs. PFFA - Risk-Adjusted Performance 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.
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 8.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
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% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 8.73% | 9.56% | 10.78% | 7.64% | 8.54% | 10.02% | 5.15% |
Drawdowns
JPCT.DE vs. PFFA - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -16.76%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and PFFA. For additional features, visit the drawdowns tool.
Volatility
JPCT.DE vs. PFFA - Volatility Comparison
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a higher volatility of 3.04% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.30%. 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.