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JPUS vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPUS vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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JPUS vs. FTAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPUS
JPMorgan Diversified Return US Equity ETF
6.03%11.18%13.48%10.98%-8.47%29.09%7.54%25.50%-6.14%20.58%
FTAG
First Trust Indxx Global Agriculture ETF
12.78%14.82%-6.72%-7.28%-4.52%17.31%13.88%9.05%-19.46%24.88%

Returns By Period

In the year-to-date period, JPUS achieves a 6.03% return, which is significantly lower than FTAG's 12.78% return. Over the past 10 years, JPUS has outperformed FTAG with an annualized return of 11.13%, while FTAG has yielded a comparatively lower 5.80% annualized return.


JPUS

1D
0.50%
1M
-4.20%
YTD
6.03%
6M
6.60%
1Y
16.12%
3Y*
13.60%
5Y*
9.66%
10Y*
11.13%

FTAG

1D
0.20%
1M
-0.68%
YTD
12.78%
6M
16.01%
1Y
23.51%
3Y*
3.20%
5Y*
1.71%
10Y*
5.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPUS vs. FTAG - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Return for Risk

JPUS vs. FTAG — Risk / Return Rank

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

JPUS
JPUS Risk / Return Rank: 5858
Overall Rank
JPUS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JPUS Sortino Ratio Rank: 5959
Sortino Ratio Rank
JPUS Omega Ratio Rank: 5959
Omega Ratio Rank
JPUS Calmar Ratio Rank: 5151
Calmar Ratio Rank
JPUS Martin Ratio Rank: 6262
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7171
Overall Rank
FTAG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAG Omega Ratio Rank: 6969
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6262
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.

JPUS vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


JPUSFTAGDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.35

-0.26

Sortino ratio

Return per unit of downside risk

1.59

1.98

-0.39

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

1.39

2.17

-0.77

Martin ratio

Return relative to average drawdown

6.57

6.62

-0.05

JPUS vs. FTAG - Sharpe Ratio Comparison

The current JPUS Sharpe Ratio is 1.09, which is comparable to the FTAG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of JPUS and FTAG, 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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Sharpe Ratios by Period


JPUSFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.35

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.10

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.29

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

-0.33

+1.03

Correlation

The correlation between JPUS and FTAG is 0.54, 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.


Dividends

JPUS vs. FTAG - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.15%, more than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
JPUS
JPMorgan Diversified Return US Equity ETF
2.15%2.27%2.12%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.77%0.48%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

JPUS vs. FTAG - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for JPUS and FTAG.


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Drawdown Indicators


JPUSFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-90.89%

+52.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-11.00%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-32.77%

+13.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

-50.79%

+12.10%

Current Drawdown

Current decline from peak

-4.20%

-78.19%

+73.99%

Average Drawdown

Average peak-to-trough decline

-3.87%

-71.17%

+67.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.68%

-1.21%

Volatility

JPUS vs. FTAG - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 3.96%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 4.93%. This indicates that JPUS experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPUSFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

4.93%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

10.75%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

17.49%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

17.38%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

19.92%

-3.18%