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JPSV vs. DWAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPSV and DWAS is 0.69, 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.


Performance

JPSV vs. DWAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Active Small Cap Value ETF (JPSV) and Invesco DWA SmallCap Momentum ETF (DWAS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JPSV:

0.08

DWAS:

-0.24

Sortino Ratio

JPSV:

0.29

DWAS:

-0.06

Omega Ratio

JPSV:

1.04

DWAS:

0.99

Calmar Ratio

JPSV:

0.09

DWAS:

-0.16

Martin Ratio

JPSV:

0.23

DWAS:

-0.38

Ulcer Index

JPSV:

8.41%

DWAS:

13.91%

Daily Std Dev

JPSV:

21.17%

DWAS:

28.95%

Max Drawdown

JPSV:

-22.78%

DWAS:

-46.17%

Current Drawdown

JPSV:

-13.13%

DWAS:

-21.74%

Returns By Period

In the year-to-date period, JPSV achieves a -5.44% return, which is significantly higher than DWAS's -10.96% return.


JPSV

YTD

-5.44%

1M

3.90%

6M

-12.37%

1Y

1.77%

3Y*

N/A

5Y*

N/A

10Y*

N/A

DWAS

YTD

-10.96%

1M

6.06%

6M

-21.04%

1Y

-6.78%

3Y*

0.94%

5Y*

10.44%

10Y*

7.55%

*Annualized

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Invesco DWA SmallCap Momentum ETF

JPSV vs. DWAS - Expense Ratio Comparison

JPSV has a 0.74% expense ratio, which is higher than DWAS's 0.60% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JPSV vs. DWAS — Risk-Adjusted Performance Rank

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

JPSV
The Risk-Adjusted Performance Rank of JPSV is 1919
Overall Rank
The Sharpe Ratio Rank of JPSV is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of JPSV is 1919
Sortino Ratio Rank
The Omega Ratio Rank of JPSV is 1919
Omega Ratio Rank
The Calmar Ratio Rank of JPSV is 2020
Calmar Ratio Rank
The Martin Ratio Rank of JPSV is 1919
Martin Ratio Rank

DWAS
The Risk-Adjusted Performance Rank of DWAS is 1010
Overall Rank
The Sharpe Ratio Rank of DWAS is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DWAS is 1111
Sortino Ratio Rank
The Omega Ratio Rank of DWAS is 1111
Omega Ratio Rank
The Calmar Ratio Rank of DWAS is 99
Calmar Ratio Rank
The Martin Ratio Rank of DWAS is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPSV vs. DWAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Small Cap Value ETF (JPSV) and Invesco DWA SmallCap Momentum ETF (DWAS). 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.


The current JPSV Sharpe Ratio is 0.08, which is higher than the DWAS Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of JPSV and DWAS, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JPSV vs. DWAS - Dividend Comparison

JPSV's dividend yield for the trailing twelve months is around 1.28%, more than DWAS's 0.89% yield.


TTM20242023202220212020201920182017201620152014
JPSV
Jpmorgan Active Small Cap Value ETF
1.28%1.21%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DWAS
Invesco DWA SmallCap Momentum ETF
0.89%0.79%1.42%0.81%0.16%0.21%0.13%0.04%0.20%0.52%0.19%0.05%

Drawdowns

JPSV vs. DWAS - Drawdown Comparison

The maximum JPSV drawdown since its inception was -22.78%, smaller than the maximum DWAS drawdown of -46.17%. Use the drawdown chart below to compare losses from any high point for JPSV and DWAS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JPSV vs. DWAS - Volatility Comparison

Jpmorgan Active Small Cap Value ETF (JPSV) and Invesco DWA SmallCap Momentum ETF (DWAS) have volatilities of 5.81% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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