JPUS vs. SCHD

In the year-to-date period, JPUS achieves a -3.53% return, which is significantly higher than SCHD's -4.45% return.

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JPUS has a 0.18% expense ratio, which is higher than SCHD's 0.06% 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%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and Schwab US Dividend Equity ETF (SCHD). 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 current JPUS Sharpe Ratio is 0.10, which is comparable to the SCHD Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of JPUS and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JPUS's dividend yield for the trailing twelve months is around 2.36%, less than SCHD's 4.02% yield.

The maximum JPUS drawdown since its inception was -38.69%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JPUS and SCHD. For additional features, visit the drawdowns tool.

JPMorgan Diversified Return US Equity ETF (JPUS) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 10.61% and 11.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.