JPSC.DE vs. JGHY.DE
JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and JGHY.DE (JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc) are both exchange-traded funds - JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure, while JGHY.DE is a High Yield Bonds fund actively managed by JPMorgan. JPSC.DE is passively managed, while JGHY.DE is actively managed. Over the past 3 years, JPSC.DE returned 16.13%/yr vs 7.91%/yr for JGHY.DE. At a 0.44 correlation, their price movements are largely independent. JPSC.DE charges 0.14%/yr vs 0.35%/yr for JGHY.DE.
Performance
JPSC.DE vs. JGHY.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 higher than JGHY.DE's 4.92% return.
JPSC.DE
- 1D
- 0.00%
- 1M
- 0.62%
- 6M
- 13.97%
- YTD
- 19.98%
- 1Y
- 30.94%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
JGHY.DE
- 1D
- -0.21%
- 1M
- 1.20%
- 6M
- 3.93%
- YTD
- 4.92%
- 1Y
- 8.73%
- 3Y*
- 7.91%
- 5Y*
- 4.39%
- 10Y*
- —
JPSC.DE vs. JGHY.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% |
JGHY.DE JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 4.92% | -0.68% | 12.22% | 7.50% | -4.93% |
Correlation
The correlation between JPSC.DE and JGHY.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.44 |
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Return for Risk
JPSC.DE vs. JGHY.DE — Risk / Return Rank
JPSC.DE
JGHY.DE
JPSC.DE vs. JGHY.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 JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.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 | JGHY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.89 | 4.15 | +0.74 |
| Martin ratioReturn relative to average drawdown | 14.54 | 13.75 | +0.79 |
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Drawdowns
JPSC.DE vs. JGHY.DE - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -30.63%, which is greater than JGHY.DE's maximum drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and JGHY.DE.
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Drawdown Indicators
| JPSC.DE | JGHY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -24.72% | -5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -2.32% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | -10.49% | -20.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.49% | — |
Current DrawdownCurrent decline from peak | -3.24% | -0.52% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -6.58% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 0.70% | +1.44% |
Volatility
JPSC.DE vs. JGHY.DE - Volatility Comparison
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a higher volatility of 4.19% compared to JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) at 1.21%. This indicates that JPSC.DE's price experiences larger fluctuations and is considered to be riskier than JGHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPSC.DE | JGHY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 1.21% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 3.04% | +8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 4.63% | +11.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 6.57% | +12.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 8.78% | +10.08% |
JPSC.DE vs. JGHY.DE - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is lower than JGHY.DE's 0.35% expense ratio.
Dividends
JPSC.DE vs. JGHY.DE - Dividend Comparison
Neither JPSC.DE nor JGHY.DE has paid dividends to shareholders.
Frequently Asked Questions
JPSC.DE and JGHY.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.35% for JGHY.DE.
JPSC.DE is categorized as Small Cap Blend Equities, while JGHY.DE is High Yield Bonds. Their fees differ too: 0.14% for JPSC.DE and 0.35% for JGHY.DE.
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