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JPSC.DE vs. XLYP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPSC.DE vs. XLYP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L). The values are adjusted to include any dividend payments, if applicable.

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JPSC.DE vs. XLYP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JPSC.DE
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)
2.85%0.02%20.04%16.16%-14.38%
XLYP.L
Invesco US Consumer Discretionary Sector UCITS ETF
-6.56%-5.00%36.97%35.11%-24.78%
Different Trading Currencies

JPSC.DE is traded in EUR, while XLYP.L is traded in GBp. To make them comparable, the XLYP.L 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 2.85% return, which is significantly higher than XLYP.L's -6.56% return.


JPSC.DE

1D
2.44%
1M
-3.11%
YTD
2.85%
6M
6.27%
1Y
14.48%
3Y*
11.80%
5Y*
10Y*

XLYP.L

1D
2.15%
1M
-3.59%
YTD
-6.56%
6M
-6.48%
1Y
4.71%
3Y*
13.39%
5Y*
7.84%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPSC.DE vs. XLYP.L - Expense Ratio Comparison

Both JPSC.DE and XLYP.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

JPSC.DE vs. XLYP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPSC.DE
JPSC.DE Risk / Return Rank: 4141
Overall Rank
JPSC.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JPSC.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
JPSC.DE Omega Ratio Rank: 3333
Omega Ratio Rank
JPSC.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
JPSC.DE Martin Ratio Rank: 5353
Martin Ratio Rank

XLYP.L
XLYP.L Risk / Return Rank: 2424
Overall Rank
XLYP.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XLYP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XLYP.L Omega Ratio Rank: 2323
Omega Ratio Rank
XLYP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLYP.L Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPSC.DE vs. XLYP.L - 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 Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L). 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.DEXLYP.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.22

+0.46

Sortino ratio

Return per unit of downside risk

1.03

0.45

+0.58

Omega ratio

Gain probability vs. loss probability

1.15

1.06

+0.09

Calmar ratio

Return relative to maximum drawdown

1.54

0.28

+1.26

Martin ratio

Return relative to average drawdown

5.65

0.83

+4.82

JPSC.DE vs. XLYP.L - Sharpe Ratio Comparison

The current JPSC.DE Sharpe Ratio is 0.68, which is higher than the XLYP.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of JPSC.DE and XLYP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPSC.DEXLYP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.22

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.67

-0.37

Correlation

The correlation between JPSC.DE and XLYP.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JPSC.DE vs. XLYP.L - Dividend Comparison

Neither JPSC.DE nor XLYP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JPSC.DE vs. XLYP.L - Drawdown Comparison

The maximum JPSC.DE drawdown since its inception was -30.63%, smaller than the maximum XLYP.L drawdown of -37.56%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and XLYP.L.


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Drawdown Indicators


JPSC.DEXLYP.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-30.40%

-0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-12.73%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-30.40%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

Current Drawdown

Current decline from peak

-4.98%

-10.73%

+5.75%

Average Drawdown

Average peak-to-trough decline

-8.53%

-6.53%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

4.00%

-1.36%

Volatility

JPSC.DE vs. XLYP.L - Volatility Comparison

The current volatility for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) is 5.27%, while Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) has a volatility of 6.19%. This indicates that JPSC.DE experiences smaller price fluctuations and is considered to be less risky than XLYP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSC.DEXLYP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

6.19%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

11.62%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.25%

21.39%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

21.00%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

20.39%

-1.26%