JPRE vs. JPST

In the year-to-date period, JPRE achieves a 1.72% return, which is significantly lower than JPST's 2.06% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPRE has a 0.50% expense ratio, which is higher than JPST's 0.18% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) 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.

The current JPRE Sharpe Ratio is 0.74, which is lower than the JPST Sharpe Ratio of 8.78. The chart below compares the historical Sharpe Ratios of JPRE and JPST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JPRE's dividend yield for the trailing twelve months is around 2.28%, less than JPST's 5.29% yield.

The maximum JPRE drawdown since its inception was -23.84%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for JPRE and JPST.

JPMorgan Realty Income ETF (JPRE) has a higher volatility of 4.55% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.18%. This indicates that JPRE'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.