JPLG.L vs. JPST
Compare and contrast key facts about JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) and JPMorgan Ultra-Short Income ETF (JPST).
JPLG.L and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPLG.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPLG.L or JPST.
Key characteristics
| JPLG.L | JPST | |
|---|---|---|
| YTD Return | 14.99% | 4.91% |
| 1Y Return | 21.86% | 6.17% |
| 3Y Return (Ann) | 7.93% | 3.71% |
| 5Y Return (Ann) | 9.69% | 2.75% |
| Sharpe Ratio | 2.62 | 11.73 |
| Sortino Ratio | 3.78 | 29.69 |
| Omega Ratio | 1.47 | 6.69 |
| Calmar Ratio | 5.84 | 62.59 |
| Martin Ratio | 17.07 | 366.04 |
| Ulcer Index | 1.27% | 0.02% |
| Daily Std Dev | 8.24% | 0.53% |
| Max Drawdown | -27.53% | -3.28% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JPLG.L and JPST is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
JPLG.L vs. JPST - Performance Comparison
In the year-to-date period, JPLG.L achieves a 14.99% return, which is significantly higher than JPST's 4.91% 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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JPLG.L vs. JPST - Expense Ratio Comparison
JPLG.L has a 0.20% expense ratio, which is higher than JPST's 0.18% 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
JPLG.L vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) and JPMorgan Ultra-Short Income ETF (JPST). 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
JPLG.L vs. JPST - Dividend Comparison
JPLG.L has not paid dividends to shareholders, while JPST's dividend yield for the trailing twelve months is around 5.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% |
Drawdowns
JPLG.L vs. JPST - Drawdown Comparison
The maximum JPLG.L drawdown since its inception was -27.53%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for JPLG.L and JPST. For additional features, visit the drawdowns tool.
Volatility
JPLG.L vs. JPST - Volatility Comparison
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) has a higher volatility of 2.08% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that JPLG.L's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.