JPUS vs. SPCT
JPUS (JPMorgan Diversified Return US Equity ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. JPUS is passively managed, while SPCT is actively managed. Their 0.80 correlation means they have sometimes moved together and sometimes differently. JPUS charges 0.18%/yr vs 0.85%/yr for SPCT.
Performance
JPUS vs. SPCT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPUS achieves a 16.20% return, which is significantly higher than SPCT's 10.76% return.
JPUS
- 1D
- 0.53%
- 1M
- 1.30%
- 6M
- 11.04%
- YTD
- 16.20%
- 1Y
- 23.92%
- 3Y*
- 15.47%
- 5Y*
- 10.18%
- 10Y*
- 11.51%
- ALL TIME*
- 12.18%
SPCT
- 1D
- 0.47%
- 1M
- 1.81%
- 6M
- 5.83%
- YTD
- 10.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $730.62K | $1.08M | $1.02M | |
| $157.25K | $177.53K | $226.24K |
JPUS vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 16.20% | 1.35% |
SPCT Liberty One Spectrum ETF | 10.76% | 1.93% |
Correlation
The correlation between JPUS and SPCT is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.80 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPUS vs. SPCT — Risk / Return Rank
JPUS
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JPUS vs. SPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and Liberty One Spectrum ETF (SPCT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPUS | SPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | — | — |
| Martin ratioReturn relative to average drawdown | 14.32 | — | — |
Loading charts...
Drawdowns
JPUS vs. SPCT - Drawdown Comparison
The maximum JPUS drawdown since its inception was -38.69%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for JPUS and SPCT.
Loading charts...
Drawdown Indicators
| JPUS | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -7.17% | -31.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | -1.03% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -1.44% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | — | — |
Volatility
JPUS vs. SPCT - Volatility Comparison
Loading charts...
Volatility by Period
| JPUS | SPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.30% | 9.36% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 9.36% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 9.36% | +7.36% |
JPUS vs. SPCT - Expense Ratio Comparison
JPUS has a 0.18% expense ratio, which is lower than SPCT's 0.85% expense ratio.
Dividends
JPUS vs. SPCT - Dividend Comparison
JPUS's dividend yield for the trailing twelve months is around 1.96%, more than SPCT's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 1.96% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
SPCT Liberty One Spectrum ETF | 0.76% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPUS and SPCT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPUS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPUS is cheaper with a 0.18% expense ratio, compared with 0.85% for SPCT.
JPUS has the higher dividend yield at 1.96%, compared with 0.76% for SPCT.
They also come from different issuers: JPMorgan and Liberty One. Their fees differ too: 0.18% for JPUS and 0.85% for SPCT.
Find the right allocation for JPUS and SPCT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer