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JPPS.DE vs. UESD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPPS.DE vs. UESD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) and iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc (UESD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPPS.DE is traded in EUR, while UESD.L is traded in GBP. To make them comparable, the UESD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with JPPS.DE having a 4.69% return and UESD.L slightly higher at 4.75%.


JPPS.DE

1D
0.07%
1M
1.58%
6M
3.03%
YTD
4.69%
1Y
5.51%
3Y*
4.43%
5Y*
4.33%
10Y*

UESD.L

1D
-0.18%
1M
2.39%
6M
4.25%
YTD
4.75%
1Y
6.23%
3Y*
5.52%
5Y*
3.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPPS.DE vs. UESD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.69%-6.60%11.60%1.47%7.22%8.57%-7.71%
UESD.L
iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc
4.75%-0.35%10.54%6.56%-3.61%6.76%2.49%

Correlation

The correlation between JPPS.DE and UESD.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.18

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

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2020

0.16

The correlation between JPPS.DE and UESD.L shifts across timeframes, from 0.08 (1 year) to 0.18 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

JPPS.DE vs. UESD.L — Risk / Return Rank

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

JPPS.DE
JPPS.DE Risk / Return Rank: 3636
Overall Rank
JPPS.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JPPS.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
JPPS.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JPPS.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
JPPS.DE Martin Ratio Rank: 3636
Martin Ratio Rank

UESD.L
UESD.L Risk / Return Rank: 9797
Overall Rank
UESD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UESD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
UESD.L Omega Ratio Rank: 9898
Omega Ratio Rank
UESD.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
UESD.L Martin Ratio Rank: 9898
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.

JPPS.DE vs. UESD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) and iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc (UESD.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.


JPPS.DEUESD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratioReturn relative to maximum drawdown

1.69

4.23

-2.54

Martin ratioReturn relative to average drawdown

4.12

10.51

-6.39

JPPS.DE vs. UESD.L - Sharpe Ratio Comparison

The current JPPS.DE Sharpe Ratio is 0.95, which is lower than the UESD.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of JPPS.DE and UESD.L, 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

JPPS.DE vs. UESD.L - Drawdown Comparison

The maximum JPPS.DE drawdown since its inception was -19.53%, which is greater than UESD.L's maximum drawdown of -7.78%. Use the drawdown chart below to compare losses from any high point for JPPS.DE and UESD.L.


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Drawdown Indicators


JPPS.DEUESD.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.53%

-7.78%

-11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-1.47%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-4.84%

-6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

-7.78%

-3.87%

Current Drawdown

Current decline from peak

-4.58%

-0.27%

-4.31%

Average Drawdown

Average peak-to-trough decline

-7.07%

-1.72%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.59%

+0.74%

Volatility

JPPS.DE vs. UESD.L - Volatility Comparison

JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) and iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc (UESD.L) have volatilities of 1.11% and 1.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPPS.DEUESD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.16%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

2.67%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

4.12%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

5.63%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.38%

6.24%

+3.14%

JPPS.DE vs. UESD.L - Expense Ratio Comparison

JPPS.DE has a 0.18% expense ratio, which is higher than UESD.L's 0.09% 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

JPPS.DE vs. UESD.L - Dividend Comparison

JPPS.DE's dividend yield for the trailing twelve months is around 4.03%, less than UESD.L's 4.25% yield.


PositionTTM20252024202320222021202020192018
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.03%4.47%5.12%4.54%1.19%0.64%2.07%2.65%1.77%
UESD.L
iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc
4.25%4.63%5.37%4.49%1.21%0.24%0.47%0.00%0.00%

Frequently Asked Questions


JPPS.DE and UESD.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UESD.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UESD.L is cheaper with a 0.09% expense ratio, compared with 0.18% for JPPS.DE.

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.18% for JPPS.DE and 0.09% for UESD.L.

Portfolio Optimizer

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