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JPTS.L vs. GBDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPTS.L vs. GBDV.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) (JPTS.L) and SPDR S&P Global Dividend Aristocrats UCITS (GBDV.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, JPTS.L achieves a 2.16% return, which is significantly lower than GBDV.L's 10.40% return.


JPTS.L

1D
-0.08%
1M
0.51%
6M
2.02%
YTD
2.16%
1Y
4.13%
3Y*
4.33%
5Y*
4.36%
10Y*

GBDV.L

1D
-0.03%
1M
1.54%
6M
7.72%
YTD
10.40%
1Y
16.44%
3Y*
13.61%
5Y*
7.68%
10Y*
6.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPTS.L vs. GBDV.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPTS.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
2.16%-2.07%7.29%-0.72%13.11%1.38%-1.15%0.16%-20.16%
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS
10.40%9.25%8.98%1.23%4.57%16.69%-12.13%15.83%2.36%

Correlation

The correlation between JPTS.L and GBDV.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.09

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

0.04

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

0.12

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Return for Risk

JPTS.L vs. GBDV.L — Risk / Return Rank

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

JPTS.L
JPTS.L Risk / Return Rank: 2424
Overall Rank
JPTS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JPTS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
JPTS.L Omega Ratio Rank: 2222
Omega Ratio Rank
JPTS.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
JPTS.L Martin Ratio Rank: 2626
Martin Ratio Rank

GBDV.L
GBDV.L Risk / Return Rank: 6868
Overall Rank
GBDV.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GBDV.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
GBDV.L Omega Ratio Rank: 7171
Omega Ratio Rank
GBDV.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
GBDV.L Martin Ratio Rank: 5959
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.

JPTS.L vs. GBDV.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) (JPTS.L) and SPDR S&P Global Dividend Aristocrats UCITS (GBDV.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.


JPTS.LGBDV.LDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.13

1.34

-0.21

Calmar ratioReturn relative to maximum drawdown

1.05

2.70

-1.65

Martin ratioReturn relative to average drawdown

2.70

8.37

-5.68

JPTS.L vs. GBDV.L - Sharpe Ratio Comparison

The current JPTS.L Sharpe Ratio is 0.72, which is lower than the GBDV.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of JPTS.L and GBDV.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

JPTS.L vs. GBDV.L - Drawdown Comparison

The maximum JPTS.L drawdown since its inception was -30.07%, smaller than the maximum GBDV.L drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for JPTS.L and GBDV.L.


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Drawdown Indicators


JPTS.LGBDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.07%

-40.46%

+10.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-6.06%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-9.36%

-13.57%

+4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-16.18%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.77%

Current Drawdown

Current decline from peak

-3.83%

-0.03%

-3.80%

Average Drawdown

Average peak-to-trough decline

-13.94%

-11.55%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

1.96%

-0.26%

Volatility

JPTS.L vs. GBDV.L - Volatility Comparison

The current volatility for JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPTS.L) is 1.59%, while SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) has a volatility of 2.36%. This indicates that JPTS.L experiences smaller price fluctuations and is considered to be less risky than GBDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPTS.LGBDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

2.36%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

4.65%

6.60%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

6.36%

8.67%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

11.73%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

14.05%

-1.10%

JPTS.L vs. GBDV.L - Expense Ratio Comparison

JPTS.L has a 0.18% expense ratio, which is lower than GBDV.L's 0.45% expense ratio.


Dividends

JPTS.L vs. GBDV.L - Dividend Comparison

JPTS.L's dividend yield for the trailing twelve months is around 4.10%, more than GBDV.L's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS
3.78%4.21%3.80%4.25%4.26%3.68%3.91%3.60%3.87%3.28%3.49%3.73%
JPTS.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)
4.10%4.38%5.19%4.55%1.16%0.66%2.03%2.76%1.74%0.00%0.00%0.00%

Frequently Asked Questions


JPTS.L and GBDV.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

JPTS.L is cheaper with a 0.18% expense ratio, compared with 0.45% for GBDV.L.

JPTS.L is categorized as Dividend, while GBDV.L is Global Equities. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.18% for JPTS.L and 0.45% for GBDV.L.

Portfolio Optimizer

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