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JPME vs. LOPP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPME vs. LOPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and Gabelli Love Our Planet & People ETF (LOPP). The values are adjusted to include any dividend payments, if applicable.

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JPME vs. LOPP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JPME
JPMorgan Diversified Return US Mid Cap Equity ETF
6.26%8.26%13.55%11.28%-10.12%26.92%
LOPP
Gabelli Love Our Planet & People ETF
6.55%22.61%9.89%4.74%-15.04%19.26%

Returns By Period

The year-to-date returns for both investments are quite close, with JPME having a 6.26% return and LOPP slightly higher at 6.55%.


JPME

1D
0.46%
1M
-3.67%
YTD
6.26%
6M
6.91%
1Y
16.49%
3Y*
12.45%
5Y*
8.53%
10Y*

LOPP

1D
1.57%
1M
-4.68%
YTD
6.55%
6M
9.61%
1Y
33.41%
3Y*
13.96%
5Y*
7.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPME vs. LOPP - Expense Ratio Comparison

JPME has a 0.24% expense ratio, which is higher than LOPP's 0.00% 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%.


Return for Risk

JPME vs. LOPP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPME
JPME Risk / Return Rank: 5252
Overall Rank
JPME Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JPME Sortino Ratio Rank: 5353
Sortino Ratio Rank
JPME Omega Ratio Rank: 5151
Omega Ratio Rank
JPME Calmar Ratio Rank: 4848
Calmar Ratio Rank
JPME Martin Ratio Rank: 5858
Martin Ratio Rank

LOPP
LOPP Risk / Return Rank: 8585
Overall Rank
LOPP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LOPP Sortino Ratio Rank: 8787
Sortino Ratio Rank
LOPP Omega Ratio Rank: 8181
Omega Ratio Rank
LOPP Calmar Ratio Rank: 8585
Calmar Ratio Rank
LOPP Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPME vs. LOPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and Gabelli Love Our Planet & People ETF (LOPP). 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.


JPMELOPPDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.77

-0.79

Sortino ratio

Return per unit of downside risk

1.47

2.47

-1.00

Omega ratio

Gain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratio

Return relative to maximum drawdown

1.34

2.77

-1.43

Martin ratio

Return relative to average drawdown

6.13

11.64

-5.51

JPME vs. LOPP - Sharpe Ratio Comparison

The current JPME Sharpe Ratio is 0.98, which is lower than the LOPP Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of JPME and LOPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPMELOPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.77

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.41

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.48

+0.13

Correlation

The correlation between JPME and LOPP is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JPME vs. LOPP - Dividend Comparison

JPME's dividend yield for the trailing twelve months is around 1.94%, more than LOPP's 0.78% yield.


TTM2025202420232022202120202019201820172016
JPME
JPMorgan Diversified Return US Mid Cap Equity ETF
1.94%2.03%1.77%1.84%1.84%1.44%1.51%1.68%1.80%1.17%0.91%
LOPP
Gabelli Love Our Planet & People ETF
0.78%0.83%1.88%2.23%2.01%1.25%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPME vs. LOPP - Drawdown Comparison

The maximum JPME drawdown since its inception was -41.01%, which is greater than LOPP's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for JPME and LOPP.


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Drawdown Indicators


JPMELOPPDifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-25.28%

-15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-12.31%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-25.28%

+5.98%

Current Drawdown

Current decline from peak

-3.67%

-5.44%

+1.77%

Average Drawdown

Average peak-to-trough decline

-4.45%

-8.45%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.93%

-0.19%

Volatility

JPME vs. LOPP - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) is 4.49%, while Gabelli Love Our Planet & People ETF (LOPP) has a volatility of 7.11%. This indicates that JPME experiences smaller price fluctuations and is considered to be less risky than LOPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPMELOPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

7.11%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

11.86%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

18.99%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

17.76%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

17.62%

+0.14%