JPCT.DE vs. SCHG
Compare and contrast key facts about JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
JPCT.DE and SCHG 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. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both JPCT.DE and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPCT.DE or SCHG.
Key characteristics
| JPCT.DE | SCHG | |
|---|---|---|
| YTD Return | 22.42% | 34.22% |
| 1Y Return | 29.77% | 47.39% |
| 3Y Return (Ann) | 9.19% | 11.12% |
| Sharpe Ratio | 2.66 | 2.71 |
| Sortino Ratio | 3.57 | 3.48 |
| Omega Ratio | 1.55 | 1.49 |
| Calmar Ratio | 3.39 | 3.74 |
| Martin Ratio | 15.93 | 14.90 |
| Ulcer Index | 1.80% | 3.10% |
| Daily Std Dev | 10.73% | 17.06% |
| Max Drawdown | -16.76% | -34.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JPCT.DE and SCHG is 0.58, 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. SCHG - Performance Comparison
In the year-to-date period, JPCT.DE achieves a 22.42% return, which is significantly lower than SCHG's 34.22% 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. SCHG - Expense Ratio Comparison
JPCT.DE has a 0.19% expense ratio, which is higher than SCHG's 0.04% 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%.
Risk-Adjusted Performance
JPCT.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
JPCT.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
JPCT.DE vs. SCHG - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -16.76%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and SCHG. For additional features, visit the drawdowns tool.
Volatility
JPCT.DE vs. SCHG - Volatility Comparison
The current volatility for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) is 3.04%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.35%. This indicates that JPCT.DE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.