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JPUS vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPUS and IVV is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

JPUS vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%280.00%NovemberDecember2025FebruaryMarchApril
164.40%
239.94%
JPUS
IVV

Key characteristics

Sharpe Ratio

JPUS:

0.38

IVV:

0.53

Sortino Ratio

JPUS:

0.64

IVV:

0.87

Omega Ratio

JPUS:

1.09

IVV:

1.13

Calmar Ratio

JPUS:

0.36

IVV:

0.55

Martin Ratio

JPUS:

1.31

IVV:

2.27

Ulcer Index

JPUS:

4.37%

IVV:

4.56%

Daily Std Dev

JPUS:

15.29%

IVV:

19.37%

Max Drawdown

JPUS:

-38.69%

IVV:

-55.25%

Current Drawdown

JPUS:

-8.76%

IVV:

-9.90%

Returns By Period

In the year-to-date period, JPUS achieves a -1.74% return, which is significantly higher than IVV's -5.74% return.


JPUS

YTD

-1.74%

1M

-3.18%

6M

-4.39%

1Y

5.96%

5Y*

14.23%

10Y*

N/A

IVV

YTD

-5.74%

1M

-3.19%

6M

-4.30%

1Y

10.85%

5Y*

16.03%

10Y*

12.05%

*Annualized

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JPUS vs. IVV - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for JPUS: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPUS: 0.18%
Expense ratio chart for IVV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVV: 0.03%

Risk-Adjusted Performance

JPUS vs. IVV — Risk-Adjusted Performance Rank

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

JPUS
The Risk-Adjusted Performance Rank of JPUS is 4747
Overall Rank
The Sharpe Ratio Rank of JPUS is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of JPUS is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JPUS is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JPUS is 5050
Calmar Ratio Rank
The Martin Ratio Rank of JPUS is 4747
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6161
Overall Rank
The Sharpe Ratio Rank of IVV is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPUS vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and iShares Core S&P 500 ETF (IVV). 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 chart of Sharpe ratio for JPUS, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
JPUS: 0.38
IVV: 0.53
The chart of Sortino ratio for JPUS, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
JPUS: 0.64
IVV: 0.87
The chart of Omega ratio for JPUS, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
JPUS: 1.09
IVV: 1.13
The chart of Calmar ratio for JPUS, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.00
JPUS: 0.36
IVV: 0.55
The chart of Martin ratio for JPUS, currently valued at 1.31, compared to the broader market0.0020.0040.0060.00
JPUS: 1.31
IVV: 2.27

The current JPUS Sharpe Ratio is 0.38, which is comparable to the IVV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of JPUS and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.38
0.53
JPUS
IVV

Dividends

JPUS vs. IVV - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.31%, more than IVV's 1.40% yield.


TTM20242023202220212020201920182017201620152014
JPUS
JPMorgan Diversified Return US Equity ETF
2.31%2.12%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.78%0.48%0.00%
IVV
iShares Core S&P 500 ETF
1.40%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

JPUS vs. IVV - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for JPUS and IVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.76%
-9.90%
JPUS
IVV

Volatility

JPUS vs. IVV - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 10.99%, while iShares Core S&P 500 ETF (IVV) has a volatility of 14.25%. This indicates that JPUS experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.99%
14.25%
JPUS
IVV