JPEF vs. CSP1.L
Compare and contrast key facts about JPMorgan Equity Focus ETF (JPEF) and iShares Core S&P 500 UCITS ETF (CSP1.L).
JPEF and CSP1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPEF is an actively managed fund by JPMorgan. It was launched on Jul 29, 2011. CSP1.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEF or CSP1.L.
Key characteristics
| JPEF | CSP1.L | |
|---|---|---|
| YTD Return | 29.84% | 24.75% |
| 1Y Return | 41.56% | 31.48% |
| Sharpe Ratio | 3.19 | 2.77 |
| Sortino Ratio | 4.32 | 3.95 |
| Omega Ratio | 1.59 | 1.54 |
| Calmar Ratio | 4.96 | 4.93 |
| Martin Ratio | 22.00 | 19.60 |
| Ulcer Index | 1.89% | 1.58% |
| Daily Std Dev | 13.01% | 11.12% |
| Max Drawdown | -9.38% | -25.48% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JPEF and CSP1.L is 0.65, 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
JPEF vs. CSP1.L - Performance Comparison
In the year-to-date period, JPEF achieves a 29.84% return, which is significantly higher than CSP1.L's 24.75% 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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JPEF vs. CSP1.L - Expense Ratio Comparison
JPEF has a 0.50% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.
Risk-Adjusted Performance
JPEF vs. CSP1.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) and iShares Core S&P 500 UCITS ETF (CSP1.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.
Dividends
JPEF vs. CSP1.L - Dividend Comparison
JPEF's dividend yield for the trailing twelve months is around 0.30%, while CSP1.L has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
JPEF JPMorgan Equity Focus ETF | 0.30% | 0.39% |
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% |
Drawdowns
JPEF vs. CSP1.L - Drawdown Comparison
The maximum JPEF drawdown since its inception was -9.38%, smaller than the maximum CSP1.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for JPEF and CSP1.L. For additional features, visit the drawdowns tool.
Volatility
JPEF vs. CSP1.L - Volatility Comparison
JPMorgan Equity Focus ETF (JPEF) has a higher volatility of 4.55% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.48%. This indicates that JPEF's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.