JPSC.DE vs. MWON.DE
JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and MWON.DE (Amundi S&P SmallCap 600 ESG UCITS ETF Dist) are both Small Cap Blend Equities funds - JPSC.DE tracks the Morningstar US Small Cap Target Market Exposure while MWON.DE tracks the S&P SmallCap 600 ESG+. Both are passively managed. Over the past 3 years, JPSC.DE returned 15.99%/yr vs 10.44%/yr for MWON.DE. Their correlation of 0.92 suggests significant overlap in exposure. JPSC.DE charges 0.14%/yr vs 0.35%/yr for MWON.DE.
Performance
JPSC.DE vs. MWON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPSC.DE achieves a 16.44% return, which is significantly higher than MWON.DE's 12.91% return.
JPSC.DE
- 1D
- 0.23%
- 1M
- 4.19%
- YTD
- 16.44%
- 6M
- 16.38%
- 1Y
- 31.93%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
MWON.DE
- 1D
- 0.91%
- 1M
- 2.67%
- YTD
- 12.91%
- 6M
- 13.12%
- 1Y
- 23.32%
- 3Y*
- 10.44%
- 5Y*
- —
- 10Y*
- —
JPSC.DE vs. MWON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 16.44% | 0.02% | 20.04% | 11.40% |
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 12.91% | -7.43% | 13.55% | 11.44% |
Correlation
The correlation between JPSC.DE and MWON.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2023 | 0.92 |
The correlation between JPSC.DE and MWON.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
JPSC.DE vs. MWON.DE — Risk / Return Rank
JPSC.DE
MWON.DE
JPSC.DE vs. MWON.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 Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.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.
| JPSC.DE | MWON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 2.67 | +2.33 |
| Martin ratioReturn relative to average drawdown | 14.78 | 8.28 | +6.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPSC.DE | MWON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.38 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.44 | +0.04 |
Drawdowns
JPSC.DE vs. MWON.DE - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -30.63%, smaller than the maximum MWON.DE drawdown of -32.42%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and MWON.DE.
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Drawdown Indicators
| JPSC.DE | MWON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -32.42% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -8.71% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | -32.42% | +1.79% |
Current DrawdownCurrent decline from peak | 0.00% | -4.82% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -9.99% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.81% | -0.66% |
Volatility
JPSC.DE vs. MWON.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) is 3.96%, while Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) has a volatility of 4.21%. This indicates that JPSC.DE experiences smaller price fluctuations and is considered to be less risky than MWON.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 | MWON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.21% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 11.41% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 16.85% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 19.61% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 19.61% | -0.68% |
JPSC.DE vs. MWON.DE - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is lower than MWON.DE's 0.35% expense ratio.
Dividends
JPSC.DE vs. MWON.DE - Dividend Comparison
JPSC.DE has not paid dividends to shareholders, while MWON.DE's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 0.78% | 1.11% | 0.80% |
Frequently Asked Questions
JPSC.DE and MWON.DE have a correlation of 0.88, 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 MWON.DE.
JPSC.DE tracks Morningstar US Small Cap Target Market Exposure, while MWON.DE tracks S&P SmallCap 600 ESG+. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.14% for JPSC.DE and 0.35% for MWON.DE.
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