PortfoliosLab logoPortfoliosLab logo
JPST.L vs. MINT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPST.L vs. MINT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM USD Ultra-Short Income Active UCITS ETF USD (Dist) (JPST.L) and PIMCO US Dollar Short Maturity UCITS ETF USD (Dist) (MINT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JPST.L achieves a 1.80% return, which is significantly lower than MINT.L's 2.40% return.


JPST.L

1D
0.03%
1M
0.22%
6M
1.65%
YTD
1.80%
1Y
4.19%
3Y*
5.10%
5Y*
3.67%
10Y*

MINT.L

1D
0.06%
1M
0.40%
6M
2.15%
YTD
2.40%
1Y
4.54%
3Y*
5.23%
5Y*
3.49%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
JPST.L
JPM USD Ultra-Short Income Active UCITS ETF USD (Dist)
1.80%5.06%5.58%5.04%1.11%0.02%2.34%3.40%2.03%
MINT.L
PIMCO US Dollar Short Maturity UCITS ETF USD (Dist)
2.40%4.66%5.75%5.72%-0.67%-0.09%1.30%3.28%1.46%

Correlation

The correlation between JPST.L and MINT.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.13

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

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.21

The correlation between JPST.L and MINT.L shifts across timeframes, from 0.07 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JPST.L vs. MINT.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

MINT.L
MINT.L Risk / Return Rank: 9999
Overall Rank
MINT.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MINT.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
MINT.L Omega Ratio Rank: 9999
Omega Ratio Rank
MINT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
MINT.L Martin Ratio Rank: 9999
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. MINT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM USD Ultra-Short Income Active UCITS ETF USD (Dist) (JPST.L) and PIMCO US Dollar Short Maturity UCITS ETF USD (Dist) (MINT.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.LMINT.LDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-7.88

Omega ratioGain probability vs. loss probability

2.69

3.58

-0.89

Calmar ratioReturn relative to maximum drawdown

12.14

45.45

-33.31

Martin ratioReturn relative to average drawdown

90.60

232.80

-142.19

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

The current JPST.L Sharpe Ratio is 5.26, which is lower than the MINT.L Sharpe Ratio of 7.87. The chart below compares the historical Sharpe Ratios of JPST.L and MINT.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.


Loading charts...

Drawdowns

JPST.L vs. MINT.L - Drawdown Comparison

The maximum JPST.L drawdown since its inception was -3.13%, smaller than the maximum MINT.L drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for JPST.L and MINT.L.


Loading charts...

Drawdown Indicators


JPST.LMINT.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.13%

-3.89%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-0.34%

-0.10%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-0.46%

-0.62%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-0.87%

-2.47%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-3.89%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.10%

-0.23%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.02%

+0.03%

Volatility

JPST.L vs. MINT.L - Volatility Comparison

JPM USD Ultra-Short Income Active UCITS ETF USD (Dist) (JPST.L) has a higher volatility of 0.19% compared to PIMCO US Dollar Short Maturity UCITS ETF USD (Dist) (MINT.L) at 0.14%. This indicates that JPST.L's price experiences larger fluctuations and is considered to be riskier than MINT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JPST.LMINT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.14%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.49%

0.35%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

0.58%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.69%

0.76%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.90%

0.95%

-0.05%

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

JPST.L has a 0.18% expense ratio, which is lower than MINT.L's 0.35% expense ratio.


Dividends

JPST.L vs. MINT.L - Dividend Comparison

JPST.L's dividend yield for the trailing twelve months is around 4.10%, less than MINT.L's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
JPST.L
JPM 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%0.00%0.00%0.00%
MINT.L
PIMCO US Dollar Short Maturity UCITS ETF USD (Dist)
4.36%4.43%5.18%4.81%1.51%0.34%1.17%2.63%2.33%1.56%1.31%0.79%

Frequently Asked Questions


JPST.L and MINT.L have a correlation of 0.07, 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 0.35% for MINT.L.

They also come from different issuers: JPMorgan and PIMCO. Their fees differ too: 0.18% for JPST.L and 0.35% for MINT.L.

Portfolio Optimizer

Find the right allocation for JPST.L and MINT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer