JPSC.DE vs. IWM
Compare and contrast key facts about JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and iShares Russell 2000 ETF (IWM).
JPSC.DE and IWM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPSC.DE is a passively managed fund by JPMorgan that tracks the performance of the Morningstar US Small Cap Target Market Exposure. It was launched on Aug 16, 2022. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both JPSC.DE and IWM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPSC.DE or IWM.
Key characteristics
| JPSC.DE | IWM | |
|---|---|---|
| YTD Return | 24.20% | 21.48% |
| 1Y Return | 43.88% | 44.71% |
| Sharpe Ratio | 2.16 | 2.15 |
| Sortino Ratio | 3.13 | 3.03 |
| Omega Ratio | 1.41 | 1.37 |
| Calmar Ratio | 2.96 | 1.64 |
| Martin Ratio | 10.97 | 12.34 |
| Ulcer Index | 3.38% | 3.75% |
| Daily Std Dev | 17.35% | 21.56% |
| Max Drawdown | -18.15% | -59.05% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JPSC.DE and IWM is 0.76, 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.
Performance
JPSC.DE vs. IWM - Performance Comparison
In the year-to-date period, JPSC.DE achieves a 24.20% return, which is significantly higher than IWM's 21.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPSC.DE vs. IWM - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
JPSC.DE vs. IWM - Risk-Adjusted Performance 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 iShares Russell 2000 ETF (IWM). 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.
Dividends
JPSC.DE vs. IWM - Dividend Comparison
JPSC.DE has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.06%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.06% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
JPSC.DE vs. IWM - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -18.15%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and IWM. For additional features, visit the drawdowns tool.
Volatility
JPSC.DE vs. IWM - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) is 5.48%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.06%. This indicates that JPSC.DE experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.