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JPSE vs. BSCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

JPSE vs. BSCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and Invesco BulletShares 2023 Corporate Bond ETF (BSCN). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.88%
0
JPSE
BSCN

Returns By Period


JPSE

YTD

15.62%

1M

5.92%

6M

14.80%

1Y

28.45%

5Y (annualized)

11.92%

10Y (annualized)

N/A

BSCN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


JPSEBSCN

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JPSE vs. BSCN - Expense Ratio Comparison

JPSE has a 0.29% expense ratio, which is higher than BSCN's 0.10% expense ratio.


JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF
Expense ratio chart for JPSE: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for BSCN: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.0

The correlation between JPSE and BSCN is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

JPSE vs. BSCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and Invesco BulletShares 2023 Corporate Bond ETF (BSCN). 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.


Sharpe ratio
The chart of Sharpe ratio for JPSE, currently valued at 1.55, compared to the broader market0.002.004.001.550.42
The chart of Sortino ratio for JPSE, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.002.280.58
The chart of Omega ratio for JPSE, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.38
The chart of Calmar ratio for JPSE, currently valued at 2.05, compared to the broader market0.005.0010.0015.002.050.57
The chart of Martin ratio for JPSE, currently valued at 8.45, compared to the broader market0.0020.0040.0060.0080.00100.008.450.58
JPSE
BSCN

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.55
0.42
JPSE
BSCN

Dividends

JPSE vs. BSCN - Dividend Comparison

JPSE's dividend yield for the trailing twelve months is around 1.61%, while BSCN has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF
1.61%1.76%1.55%1.24%1.32%1.23%1.18%0.74%0.14%0.00%0.00%
BSCN
Invesco BulletShares 2023 Corporate Bond ETF
0.40%3.69%1.51%1.56%2.36%2.92%2.88%2.67%2.88%2.88%0.72%

Drawdowns

JPSE vs. BSCN - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.81%
-0.38%
JPSE
BSCN

Volatility

JPSE vs. BSCN - Volatility Comparison

JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) has a higher volatility of 7.17% compared to Invesco BulletShares 2023 Corporate Bond ETF (BSCN) at 0.00%. This indicates that JPSE's price experiences larger fluctuations and is considered to be riskier than BSCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.17%
0
JPSE
BSCN