JPSC.DE vs. SPYG
JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) are both exchange-traded funds - JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure, while SPYG is a S&P 500 fund tracking the S&P 500 Growth Index. Both are passively managed. Over the past 3 years, JPSC.DE returned 15.99%/yr vs 24.79%/yr for SPYG. At a 0.41 correlation, their price movements are largely independent. JPSC.DE charges 0.14%/yr vs 0.04%/yr for SPYG.
Performance
JPSC.DE vs. SPYG - Performance Comparison
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Different Trading Currencies
JPSC.DE is traded in EUR, while SPYG is traded in USD. To make them comparable, the SPYG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPSC.DE achieves a 16.44% return, which is significantly higher than SPYG's 15.02% return.
JPSC.DE
- 1D
- 0.23%
- 1M
- 4.19%
- YTD
- 16.44%
- 6M
- 16.38%
- 1Y
- 31.93%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
SPYG
- 1D
- -0.16%
- 1M
- 7.25%
- YTD
- 15.02%
- 6M
- 13.39%
- 1Y
- 31.42%
- 3Y*
- 24.79%
- 5Y*
- 17.15%
- 10Y*
- 17.90%
JPSC.DE vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 16.44% | 0.02% | 20.04% | 16.16% | -14.38% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 15.02% | 7.60% | 44.97% | 26.13% | -21.10% |
Correlation
The correlation between JPSC.DE and SPYG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.41 |
The correlation between JPSC.DE and SPYG shifts across timeframes, from 0.37 (3 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JPSC.DE vs. SPYG — Risk / Return Rank
JPSC.DE
SPYG
JPSC.DE vs. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 2.48 | +2.51 |
| Martin ratioReturn relative to average drawdown | 14.78 | 8.73 | +6.06 |
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 | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.95 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.70 | -0.23 |
Drawdowns
JPSC.DE vs. SPYG - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -30.63%, smaller than the maximum SPYG drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and SPYG.
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Drawdown Indicators
| JPSC.DE | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -45.25% | +14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -12.70% | +6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | -27.05% | -3.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.75% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.98% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -7.58% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.61% | -1.46% |
Volatility
JPSC.DE vs. SPYG - Volatility Comparison
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a higher volatility of 3.96% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 3.74%. This indicates that JPSC.DE's price experiences larger fluctuations and is considered to be riskier than SPYG 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 | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.74% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 11.74% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 16.20% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 20.91% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 21.03% | -2.10% |
JPSC.DE vs. SPYG - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is higher than SPYG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JPSC.DE vs. SPYG - Dividend Comparison
JPSC.DE has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.47% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
JPSC.DE and SPYG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYG is cheaper with a 0.04% expense ratio, compared with 0.14% for JPSC.DE.
JPSC.DE is categorized as Small Cap Blend Equities, while SPYG is S&P 500. JPSC.DE tracks Morningstar US Small Cap Target Market Exposure, while SPYG tracks S&P 500 Growth Index. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.14% for JPSC.DE and 0.04% for SPYG.
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