JPCT.L vs. JSET.L
JPCT.L (JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc)) and JSET.L (JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)) are both exchange-traded funds - JPCT.L is a Global Equities fund tracking the JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc), while JSET.L is a Dividend fund actively managed by ETF Issuer. JPCT.L is passively managed, while JSET.L is actively managed. Over the past 5 years, JPCT.L returned 10.27%/yr vs 1.50%/yr for JSET.L. At a 0.26 correlation, their price movements are largely independent. JPCT.L charges 0.19%/yr vs 0.08%/yr for JSET.L.
Performance
JPCT.L vs. JSET.L - Performance Comparison
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Different Trading Currencies
JPCT.L is traded in USD, while JSET.L is traded in GBP. To make them comparable, the JSET.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPCT.L achieves a 7.02% return, which is significantly higher than JSET.L's -1.13% return.
JPCT.L
- 1D
- 0.13%
- 1M
- 0.13%
- 6M
- 6.06%
- YTD
- 7.02%
- 1Y
- 17.84%
- 3Y*
- 16.69%
- 5Y*
- 10.27%
- 10Y*
- —
JSET.L
- 1D
- 0.43%
- 1M
- -0.70%
- 6M
- -0.48%
- YTD
- -1.13%
- 1Y
- 1.07%
- 3Y*
- 4.07%
- 5Y*
- 1.50%
- 10Y*
- —
JPCT.L vs. JSET.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPCT.L JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) | 7.02% | 19.79% | 17.53% | 23.63% | -18.49% | 23.68% | 10.79% |
JSET.L JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) | -1.13% | 16.02% | -2.41% | 6.67% | -6.20% | -7.67% | 4.74% |
Correlation
The correlation between JPCT.L and JSET.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2020 | 0.26 |
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Return for Risk
JPCT.L vs. JSET.L — Risk / Return Rank
JPCT.L
JSET.L
JPCT.L vs. JSET.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) and JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.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.
| JPCT.L | JSET.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.03 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.21 | +1.50 |
| Martin ratioReturn relative to average drawdown | 7.26 | 0.45 | +6.81 |
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Drawdowns
JPCT.L vs. JSET.L - Drawdown Comparison
The maximum JPCT.L drawdown since its inception was -26.59%, smaller than the maximum JSET.L drawdown of -30.21%. Use the drawdown chart below to compare losses from any high point for JPCT.L and JSET.L.
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Drawdown Indicators
| JPCT.L | JSET.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.59% | -30.21% | +3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -5.05% | -5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.82% | -13.70% | -4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -20.80% | -5.79% |
Current DrawdownCurrent decline from peak | -0.02% | -5.82% | +5.80% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -14.98% | +9.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.37% | +0.06% |
Volatility
JPCT.L vs. JSET.L - Volatility Comparison
JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) has a higher volatility of 3.11% compared to JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L) at 1.59%. This indicates that JPCT.L's price experiences larger fluctuations and is considered to be riskier than JSET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPCT.L | JSET.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 1.59% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 4.91% | +5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 6.44% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 11.65% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.34% | 11.03% | +4.31% |
JPCT.L vs. JSET.L - Expense Ratio Comparison
JPCT.L has a 0.19% expense ratio, which is higher than JSET.L's 0.08% 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.L vs. JSET.L - Dividend Comparison
Neither JPCT.L nor JSET.L has paid dividends to shareholders.
Frequently Asked Questions
JPCT.L and JSET.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JSET.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JSET.L is cheaper with a 0.08% expense ratio, compared with 0.19% for JPCT.L.
JPCT.L is categorized as Global Equities, while JSET.L is Dividend. Their fees differ too: 0.19% for JPCT.L and 0.08% for JSET.L.
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