JPUS vs. DIVB
JPUS (JPMorgan Diversified Return US Equity ETF) and DIVB (iShares U.S. Dividend and Buyback ETF) are both Large Cap Blend Equities funds - JPUS tracks the JPMorgan Diversified Factor US Equity Index while DIVB tracks the Morningstar US Dividend and Buyback Index. Both are passively managed. Over the past 5 years, JPUS returned 9.35%/yr vs 11.98%/yr for DIVB. Their correlation of 0.92 suggests significant overlap in exposure. JPUS charges 0.18%/yr vs 0.25%/yr for DIVB.
Performance
JPUS vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, JPUS achieves a 10.87% return, which is significantly lower than DIVB's 16.10% return.
JPUS
- 1D
- -0.29%
- 1M
- 0.86%
- YTD
- 10.87%
- 6M
- 11.70%
- 1Y
- 19.87%
- 3Y*
- 15.41%
- 5Y*
- 9.35%
- 10Y*
- 11.36%
DIVB
- 1D
- 0.09%
- 1M
- 5.36%
- YTD
- 16.10%
- 6M
- 16.58%
- 1Y
- 27.52%
- 3Y*
- 21.21%
- 5Y*
- 11.98%
- 10Y*
- —
JPUS vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 10.87% | 11.18% | 13.48% | 10.98% | -8.47% | 29.09% | 7.54% | 25.50% | -6.14% | 3.96% |
DIVB iShares U.S. Dividend and Buyback ETF | 16.10% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 10.78% | 32.72% | -8.16% | 5.95% |
Correlation
The correlation between JPUS and DIVB is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.92 |
The correlation between JPUS and DIVB has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
JPUS vs. DIVB — Risk / Return Rank
JPUS
DIVB
JPUS vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and iShares U.S. Dividend and Buyback ETF (DIVB). 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.
| JPUS | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 4.05 | -1.16 |
| Martin ratioReturn relative to average drawdown | 11.60 | 13.75 | -2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPUS | DIVB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.40 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.79 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.75 | -0.03 |
Drawdowns
JPUS vs. DIVB - Drawdown Comparison
The maximum JPUS drawdown since its inception was -38.69%, roughly equal to the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for JPUS and DIVB.
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Drawdown Indicators
| JPUS | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -36.93% | -1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -6.82% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -15.45% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -21.08% | +2.04% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -1.98% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -4.99% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.01% | -0.29% |
Volatility
JPUS vs. DIVB - Volatility Comparison
The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 2.55%, while iShares U.S. Dividend and Buyback ETF (DIVB) has a volatility of 4.05%. This indicates that JPUS experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPUS | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 4.05% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 8.68% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 11.53% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 15.26% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 18.38% | -1.62% |
JPUS vs. DIVB - Expense Ratio Comparison
JPUS has a 0.18% expense ratio, which is lower than DIVB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JPUS vs. DIVB - Dividend Comparison
JPUS's dividend yield for the trailing twelve months is around 2.06%, less than DIVB's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares U.S. Dividend and Buyback ETF | 2.21% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% | 0.00% | 0.00% |
JPUS JPMorgan Diversified Return US Equity ETF | 2.06% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
Frequently Asked Questions
JPUS and DIVB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (4.05%) compared to JPUS (2.55%). In terms of maximum drawdown, JPUS dropped -38.69% vs DIVB's -36.93%.
On 5-year performance, DIVB leads with 11.98% vs 9.35% for JPUS. On fees, JPUS is cheaper at 0.18% per year. On volatility, JPUS has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DIVB has performed better with a 11.98% return vs 9.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JPUS is cheaper with a 0.18% expense ratio, compared with 0.25% for DIVB.
DIVB has the higher dividend yield at 2.21%, compared with 2.06% for JPUS.
JPUS tracks JPMorgan Diversified Factor US Equity Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.18% for JPUS and 0.25% for DIVB.
DIVB currently has the higher Sharpe Ratio (2.40 vs 1.92), 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.
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