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JPPA.DE vs. JPPS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPPA.DE vs. JPPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM USD Ultra-Short Income Active UCITS ETF USD Acc (JPPA.DE) and JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JPPA.DE having a 4.36% return and JPPS.DE slightly higher at 4.50%.


JPPA.DE

1D
-0.27%
1M
1.38%
6M
3.29%
YTD
4.36%
1Y
5.45%
3Y*
4.38%
5Y*
4.27%
10Y*

JPPS.DE

1D
-0.14%
1M
1.51%
6M
3.43%
YTD
4.50%
1Y
5.52%
3Y*
4.42%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPPA.DE vs. JPPS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JPPA.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Acc
4.36%-6.63%11.65%1.48%7.22%8.54%-6.81%-8.56%
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.50%-6.60%11.60%1.47%7.22%8.57%-6.84%2.27%

Correlation

The correlation between JPPA.DE and JPPS.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

0.88

The correlation between JPPA.DE and JPPS.DE shifts across timeframes, from 0.88 (all time) to 1.00 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JPPA.DE vs. JPPS.DE — Risk / Return Rank

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

JPPA.DE
JPPA.DE Risk / Return Rank: 3636
Overall Rank
JPPA.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JPPA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JPPA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JPPA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
JPPA.DE Martin Ratio Rank: 3636
Martin Ratio Rank

JPPS.DE
JPPS.DE Risk / Return Rank: 3737
Overall Rank
JPPS.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JPPS.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
JPPS.DE Omega Ratio Rank: 3232
Omega Ratio Rank
JPPS.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
JPPS.DE Martin Ratio Rank: 3737
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.

JPPA.DE vs. JPPS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM USD Ultra-Short Income Active UCITS ETF USD Acc (JPPA.DE) and JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE). 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.


JPPA.DEJPPS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

1.91

1.96

-0.05

Martin ratioReturn relative to average drawdown

4.64

4.74

-0.10

JPPA.DE vs. JPPS.DE - Sharpe Ratio Comparison

The current JPPA.DE Sharpe Ratio is 1.06, which is comparable to the JPPS.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of JPPA.DE and JPPS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPPA.DE vs. JPPS.DE - Drawdown Comparison

The maximum JPPA.DE drawdown since its inception was -14.84%, smaller than the maximum JPPS.DE drawdown of -19.53%. Use the drawdown chart below to compare losses from any high point for JPPA.DE and JPPS.DE.


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Drawdown Indicators


JPPA.DEJPPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.84%

-19.53%

+4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-3.24%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

-11.23%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-11.62%

-11.65%

+0.03%

Current Drawdown

Current decline from peak

-4.86%

-4.75%

-0.11%

Average Drawdown

Average peak-to-trough decline

-7.34%

-7.08%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.33%

0.00%

Volatility

JPPA.DE vs. JPPS.DE - Volatility Comparison

JPM USD Ultra-Short Income Active UCITS ETF USD Acc (JPPA.DE) has a higher volatility of 1.56% compared to JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) at 1.47%. This indicates that JPPA.DE's price experiences larger fluctuations and is considered to be riskier than JPPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPPA.DEJPPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.47%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

4.11%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

5.91%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.40%

7.41%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.14%

9.38%

-1.24%

JPPA.DE vs. JPPS.DE - Expense Ratio Comparison

Both JPPA.DE and JPPS.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JPPA.DE vs. JPPS.DE - Dividend Comparison

JPPA.DE has not paid dividends to shareholders, while JPPS.DE's dividend yield for the trailing twelve months is around 4.04%.


PositionTTM20252024202320222021202020192018
JPPA.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.04%4.47%5.12%4.54%1.19%0.64%2.07%2.65%1.77%

Frequently Asked Questions


With a correlation of 0.99, JPPA.DE and JPPS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JPPA.DE and JPPS.DE have the same expense ratio: 0.18% per year.

Portfolio Optimizer

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