JPCT.DE vs. SCHG
JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 5 years, JPCT.DE returned 11.53%/yr vs 16.68%/yr for SCHG. A 0.52 correlation means they provide meaningful diversification when combined. JPCT.DE charges 0.19%/yr vs 0.04%/yr for SCHG.
Performance
JPCT.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
JPCT.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with JPCT.DE having a 7.39% return and SCHG slightly higher at 7.69%.
JPCT.DE
- 1D
- 0.24%
- 1M
- 4.31%
- YTD
- 7.39%
- 6M
- 7.70%
- 1Y
- 18.63%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
SCHG
- 1D
- 0.00%
- 1M
- 5.12%
- YTD
- 7.69%
- 6M
- 5.99%
- 1Y
- 22.19%
- 3Y*
- 21.70%
- 5Y*
- 16.68%
- 10Y*
- 18.45%
JPCT.DE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 24.37% | 19.66% | -14.19% | 34.64% | 2.14% |
SCHG Schwab U.S. Large-Cap Growth ETF | 8.00% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 3.53% |
Correlation
The correlation between JPCT.DE and SCHG is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.52 |
The correlation between JPCT.DE and SCHG shifts across timeframes, from 0.52 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JPCT.DE vs. SCHG — Risk / Return Rank
JPCT.DE
SCHG
JPCT.DE vs. SCHG - 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 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.
| JPCT.DE | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.42 | +0.69 |
| Martin ratioReturn relative to average drawdown | 8.45 | 4.12 | +4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPCT.DE | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.41 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.76 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.91 | +0.04 |
Drawdowns
JPCT.DE vs. SCHG - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and SCHG.
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Drawdown Indicators
| JPCT.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -31.88% | +9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -15.64% | +6.86% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | -28.18% | +6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -30.34% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.88% | — |
Current DrawdownCurrent decline from peak | -0.17% | -1.46% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -5.23% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 5.40% | -3.20% |
Volatility
JPCT.DE vs. SCHG - Volatility Comparison
The current volatility for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) is 2.80%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.18%. 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.
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Volatility by Period
| JPCT.DE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 3.18% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 11.13% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 15.84% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 21.97% | -7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 21.86% | -7.97% |
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%.
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 0.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.36% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
JPCT.DE and SCHG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.19% for JPCT.DE.
JPCT.DE is categorized as Global Equities, while SCHG is Large Cap Growth Equities. JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: JPMorgan and Charles Schwab. Their fees differ too: 0.19% for JPCT.DE and 0.04% for SCHG.
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