JPSC.DE vs. ETLZ.DE
JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and ETLZ.DE (L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc) are both Small Cap Blend Equities funds - JPSC.DE tracks the Morningstar US Small Cap Target Market Exposure while ETLZ.DE tracks the Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index. Both are passively managed. Over the past 3 years, JPSC.DE returned 16.13%/yr vs 14.90%/yr for ETLZ.DE. With a 0.96 correlation, they move nearly in lockstep. JPSC.DE charges 0.14%/yr vs 0.30%/yr for ETLZ.DE.
Performance
JPSC.DE vs. ETLZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPSC.DE achieves a 19.98% return, which is significantly lower than ETLZ.DE's 21.33% return.
JPSC.DE
- 1D
- 0.00%
- 1M
- 0.62%
- 6M
- 13.97%
- YTD
- 19.98%
- 1Y
- 30.94%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
ETLZ.DE
- 1D
- -0.66%
- 1M
- 1.72%
- 6M
- 15.70%
- YTD
- 21.33%
- 1Y
- 34.15%
- 3Y*
- 14.90%
- 5Y*
- 9.00%
- 10Y*
- 10.75%
JPSC.DE vs. ETLZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 19.98% | 0.02% | 20.04% | 16.16% | -14.43% |
ETLZ.DE L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc | 21.33% | 0.32% | 15.12% | 16.03% | -13.50% |
Correlation
The correlation between JPSC.DE and ETLZ.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.96 |
The correlation between JPSC.DE and ETLZ.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
JPSC.DE vs. ETLZ.DE — Risk / Return Rank
JPSC.DE
ETLZ.DE
JPSC.DE vs. ETLZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.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.
| JPSC.DE | ETLZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.89 | 5.33 | -0.45 |
| Martin ratioReturn relative to average drawdown | 14.54 | 15.94 | -1.40 |
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Drawdowns
JPSC.DE vs. ETLZ.DE - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -30.63%, smaller than the maximum ETLZ.DE drawdown of -58.36%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and ETLZ.DE.
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Drawdown Indicators
| JPSC.DE | ETLZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -58.36% | +27.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -7.04% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | -31.34% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.01% | — |
Current DrawdownCurrent decline from peak | -3.24% | -2.30% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -10.71% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.35% | -0.21% |
Volatility
JPSC.DE vs. ETLZ.DE - Volatility Comparison
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) have volatilities of 4.19% and 4.22%, 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
| JPSC.DE | ETLZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 4.22% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 11.22% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 16.57% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 19.97% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 21.00% | -2.14% |
JPSC.DE vs. ETLZ.DE - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is lower than ETLZ.DE's 0.30% expense ratio.
Dividends
JPSC.DE vs. ETLZ.DE - Dividend Comparison
Neither JPSC.DE nor ETLZ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, JPSC.DE and ETLZ.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.
On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for ETLZ.DE.
JPSC.DE tracks Morningstar US Small Cap Target Market Exposure, while ETLZ.DE tracks Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index. They also come from different issuers: JPMorgan and L&G. Their fees differ too: 0.14% for JPSC.DE and 0.30% for ETLZ.DE.
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