JPUS vs. IVLU

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Diversified Return US Equity ETF (JPUS) and iShares MSCI Intl Value Factor ETF (IVLU).

JPUS and IVLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPUS is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor US Equity Index. It was launched on Sep 29, 2015. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. Both JPUS and IVLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

JPUS vs. IVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and iShares MSCI Intl Value Factor ETF (IVLU). The values are adjusted to include any dividend payments, if applicable.

JPUS vs. IVLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPUS JPMorgan Diversified Return US Equity ETF	5.49%	11.18%	13.48%	10.98%	-8.47%	29.09%	7.54%	25.50%	-6.14%	20.58%
IVLU iShares MSCI Intl Value Factor ETF	4.28%	46.09%	6.76%	20.07%	-5.73%	15.60%	-4.50%	15.60%	-15.10%	23.10%

Returns By Period

In the year-to-date period, JPUS achieves a 5.49% return, which is significantly higher than IVLU's 4.28% return. Both investments have delivered pretty close results over the past 10 years, with JPUS having a 11.08% annualized return and IVLU not far behind at 10.58%.

JPUS

• 1D: 1.68%
• 1M: -4.62%
• YTD: 5.49%
• 6M: 6.29%
• 1Y: 15.64%
• 3Y*: 13.41%
• 5Y*: 9.55%
• 10Y*: 11.08%

IVLU

• 1D: 3.04%
• 1M: -7.33%
• YTD: 4.28%
• 6M: 13.88%
• 1Y: 36.26%
• 3Y*: 22.21%
• 5Y*: 13.77%
• 10Y*: 10.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPUS vs. IVLU - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is lower than IVLU's 0.30% expense ratio.

IVLU

iShares MSCI Intl Value Factor ETF

JPUS

JPMorgan Diversified Return US Equity ETF

Return for Risk

JPUS vs. IVLU — Risk / Return Rank

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

JPUS

JPUS Risk / Return Rank: 62
JPUS Sharpe Ratio Rank: 61
JPUS Sortino Ratio Rank: 62
JPUS Omega Ratio Rank: 61
JPUS Calmar Ratio Rank: 58
JPUS Martin Ratio Rank: 69

IVLU

IVLU Risk / Return Rank: 92
IVLU Sharpe Ratio Rank: 92
IVLU Sortino Ratio Rank: 93
IVLU Omega Ratio Rank: 93
IVLU Calmar Ratio Rank: 90
IVLU Martin Ratio Rank: 90

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. IVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and iShares MSCI Intl Value Factor ETF (IVLU). 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	IVLU	Difference
Sharpe ratio Return per unit of total volatility	1.05	2.03	-0.97
Sortino ratio Return per unit of downside risk	1.55	2.70	-1.16
Omega ratio Gain probability vs. loss probability	1.22	1.41	-0.19
Calmar ratio Return relative to maximum drawdown	1.45	2.94	-1.50
Martin ratio Return relative to average drawdown	6.85	11.44	-4.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPUS vs. IVLU - Sharpe Ratio Comparison

The current JPUS Sharpe Ratio is 1.05, which is lower than the IVLU Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of JPUS and IVLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JPUS	IVLU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	2.03	-0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.85	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.60	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.44	+0.25

Correlation

The correlation between JPUS and IVLU 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.

Dividends

JPUS vs. IVLU - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.16%, less than IVLU's 3.56% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPUS JPMorgan Diversified Return US Equity ETF	2.16%	2.27%	2.12%	2.26%	2.35%	1.67%	1.94%	2.09%	2.16%	1.25%	0.77%	0.48%
IVLU iShares MSCI Intl Value Factor ETF	3.56%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%

Drawdowns

JPUS vs. IVLU - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, smaller than the maximum IVLU drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for JPUS and IVLU.

Drawdown Indicators

	JPUS	IVLU	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-41.85%	+3.16%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-11.89%	+0.26%
Max Drawdown (5Y) Largest decline over 5 years	-19.04%	-26.04%	+7.00%
Max Drawdown (10Y) Largest decline over 10 years	-38.69%	-41.85%	+3.16%
Current Drawdown Current decline from peak	-4.68%	-7.74%	+3.06%
Average Drawdown Average peak-to-trough decline	-3.87%	-8.69%	+4.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	3.07%	-0.62%

Volatility

JPUS vs. IVLU - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 4.12%, while iShares MSCI Intl Value Factor ETF (IVLU) has a volatility of 7.58%. This indicates that JPUS experiences smaller price fluctuations and is considered to be less risky than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPUS	IVLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	7.58%	-3.46%
Volatility (6M) Calculated over the trailing 6-month period	7.76%	11.16%	-3.40%
Volatility (1Y) Calculated over the trailing 1-year period	14.93%	18.01%	-3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.52%	16.34%	-1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.74%	17.65%	-0.91%