JPSV vs. DWAS

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

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

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.

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

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.

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.