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JPST vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPST vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Ultra-Short Income ETF (JPST) and Invesco DB Energy Fund (DBE). 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 achieves a 1.40% return, which is significantly lower than DBE's 83.68% return.


JPST

1D
0.00%
1M
0.35%
YTD
1.40%
6M
1.74%
1Y
4.31%
3Y*
5.16%
5Y*
3.61%
10Y*

DBE

1D
2.33%
1M
-5.45%
YTD
83.68%
6M
74.95%
1Y
84.41%
3Y*
23.42%
5Y*
19.66%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPST vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPST
JPMorgan Ultra-Short Income ETF
1.40%4.99%5.58%5.13%1.14%0.11%2.18%3.34%2.23%1.00%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%16.24%

Correlation

The correlation between JPST and DBE is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.32

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

-0.13

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

-0.10

Correlation (All Time)
Calculated using the full available price history since May 22, 2017

-0.06

Over the past year, the inverse relationship between JPST and DBE has strengthened: their correlation has moved from -0.06 to -0.32, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

JPST vs. DBE — Risk / Return Rank

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

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

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
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 vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and Invesco DB Energy Fund (DBE). 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.


JPSTDBEDifference
Sharpe ratioReturn per unit of total volatility

+5.67

Sortino ratioReturn per unit of downside risk

+14.65

Omega ratioGain probability vs. loss probability

3.94

1.40

+2.54

Calmar ratioReturn relative to maximum drawdown

29.16

5.89

+23.27

Martin ratioReturn relative to average drawdown

144.13

11.53

+132.60

JPST vs. DBE - Sharpe Ratio Comparison

The current JPST Sharpe Ratio is 8.09, which is higher than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of JPST and DBE, 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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Sharpe Ratios by Period


JPSTDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.09

2.43

+5.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.32

0.67

+5.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

3.20

0.09

+3.11

Drawdowns

JPST vs. DBE - Drawdown Comparison

The maximum JPST drawdown since its inception was -3.28%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for JPST and DBE.


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Drawdown Indicators


JPSTDBEDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-86.69%

+83.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.15%

-14.41%

+14.26%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-23.89%

+23.59%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

-38.74%

+37.95%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-0.02%

-30.27%

+30.25%

Average Drawdown

Average peak-to-trough decline

-0.08%

-57.31%

+57.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

7.35%

-7.32%

Volatility

JPST vs. DBE - Volatility Comparison

The current volatility for JPMorgan Ultra-Short Income ETF (JPST) is 0.15%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that JPST experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSTDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

12.95%

-12.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

30.86%

-30.50%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

34.97%

-34.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

29.39%

-28.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.93%

28.33%

-27.40%

JPST vs. DBE - Expense Ratio Comparison

JPST has a 0.18% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

JPST vs. DBE - Dividend Comparison

JPST's dividend yield for the trailing twelve months is around 4.26%, more than DBE's 2.10% yield.


PositionTTM202520242023202220212020201920182017
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.26%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Frequently Asked Questions


JPST and DBE have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (12.95%) compared to JPST (0.15%). In terms of maximum drawdown, JPST dropped -3.28% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 3.61% for JPST. On fees, JPST is cheaper at 0.18% per year. On volatility, JPST has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 19.66% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPST is cheaper with a 0.18% expense ratio, compared with 0.78% for DBE.

JPST has the higher dividend yield at 4.26%, compared with 2.10% for DBE.

JPST is categorized as Ultrashort Bond, while DBE is Oil & Gas. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.18% for JPST and 0.78% for DBE.

JPST currently has the higher Sharpe Ratio (8.09 vs 2.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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