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JPST.L vs. JPGL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPST.L vs. JPGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPST.L achieves a 1.84% return, which is significantly lower than JPGL.L's 11.94% return.


JPST.L

1D
0.07%
1M
0.32%
6M
1.71%
YTD
1.84%
1Y
4.28%
3Y*
5.12%
5Y*
3.67%
10Y*

JPGL.L

1D
-0.15%
1M
0.02%
6M
9.52%
YTD
11.94%
1Y
21.47%
3Y*
15.39%
5Y*
9.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPST.L vs. JPGL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
1.84%5.06%5.58%5.04%1.11%0.02%2.34%1.38%
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
11.94%18.24%10.32%13.28%-10.20%23.30%6.18%6.61%

Correlation

The correlation between JPST.L and JPGL.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2019

0.08

The correlation between JPST.L and JPGL.L shifts across timeframes, from 0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPST.L vs. JPGL.L — Risk / Return Rank

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

JPST.L
JPST.L Risk / Return Rank: 9999
Overall Rank
JPST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST.L Omega Ratio Rank: 9999
Omega Ratio Rank
JPST.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
JPST.L Martin Ratio Rank: 9999
Martin Ratio Rank

JPGL.L
JPGL.L Risk / Return Rank: 8383
Overall Rank
JPGL.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
JPGL.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
JPGL.L Omega Ratio Rank: 8383
Omega Ratio Rank
JPGL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
JPGL.L Martin Ratio Rank: 8181
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.

JPST.L vs. JPGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.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.

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.


JPST.LJPGL.LDifference
Sharpe ratioReturn per unit of total volatility

+3.15

Sortino ratioReturn per unit of downside risk

+5.95

Omega ratioGain probability vs. loss probability

2.70

1.39

+1.32

Calmar ratioReturn relative to maximum drawdown

12.26

3.38

+8.88

Martin ratioReturn relative to average drawdown

91.49

12.44

+79.05

JPST.L vs. JPGL.L - Sharpe Ratio Comparison

The current JPST.L Sharpe Ratio is 5.30, which is higher than the JPGL.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of JPST.L and JPGL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPST.L vs. JPGL.L - Drawdown Comparison

The maximum JPST.L drawdown since its inception was -3.13%, smaller than the maximum JPGL.L drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for JPST.L and JPGL.L.


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Drawdown Indicators


JPST.LJPGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.13%

-35.87%

+32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.34%

-6.32%

+5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-0.46%

-12.45%

+11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-0.87%

-21.04%

+20.17%

Current Drawdown

Current decline from peak

0.00%

-0.84%

+0.84%

Average Drawdown

Average peak-to-trough decline

-0.10%

-4.43%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

1.72%

-1.67%

Volatility

JPST.L vs. JPGL.L - Volatility Comparison

The current volatility for JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L) is 0.19%, while JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) has a volatility of 2.99%. This indicates that JPST.L experiences smaller price fluctuations and is considered to be less risky than JPGL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPST.LJPGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

2.99%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.49%

7.85%

-7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

9.98%

-9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.69%

13.44%

-12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.90%

16.03%

-15.13%

JPST.L vs. JPGL.L - Expense Ratio Comparison

JPST.L has a 0.18% expense ratio, which is lower than JPGL.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JPST.L vs. JPGL.L - Dividend Comparison

JPST.L's dividend yield for the trailing twelve months is around 4.10%, while JPGL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
4.10%4.29%5.28%4.46%1.16%0.67%1.90%2.66%1.80%

Frequently Asked Questions


JPST.L and JPGL.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPST.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPST.L is cheaper with a 0.18% expense ratio, compared with 0.19% for JPGL.L.

JPST.L is categorized as Dividend, while JPGL.L is Global Equities. Their fees differ too: 0.18% for JPST.L and 0.19% for JPGL.L.

Portfolio Optimizer

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