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JPVA.DE vs. 6PSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPVA.DE vs. 6PSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly lower than 6PSA.DE's 16.30% return.


JPVA.DE

1D
0.75%
1M
2.96%
YTD
9.76%
6M
9.73%
1Y
23.55%
3Y*
5Y*
10Y*

6PSA.DE

1D
0.32%
1M
4.24%
YTD
16.30%
6M
16.15%
1Y
30.70%
3Y*
17.58%
5Y*
13.04%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPVA.DE vs. 6PSA.DE - Yearly Performance Comparison


2026 (YTD)20252024
JPVA.DE
JPMorgan US Value Active UCITS ETF USD (Acc)
9.76%1.79%20.26%
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
16.30%3.95%19.57%

Correlation

The correlation between JPVA.DE and 6PSA.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.93

The correlation between JPVA.DE and 6PSA.DE has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

JPVA.DE vs. 6PSA.DE — Risk / Return Rank

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

JPVA.DE
JPVA.DE Risk / Return Rank: 7070
Overall Rank
JPVA.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JPVA.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
JPVA.DE Omega Ratio Rank: 6363
Omega Ratio Rank
JPVA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
JPVA.DE Martin Ratio Rank: 7777
Martin Ratio Rank

6PSA.DE
6PSA.DE Risk / Return Rank: 9191
Overall Rank
6PSA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
6PSA.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
6PSA.DE Omega Ratio Rank: 8989
Omega Ratio Rank
6PSA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
6PSA.DE Martin Ratio Rank: 9393
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.

JPVA.DE vs. 6PSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE). 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.


JPVA.DE6PSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.37

1.55

-0.18

Calmar ratioReturn relative to maximum drawdown

4.58

8.20

-3.62

Martin ratioReturn relative to average drawdown

14.35

24.83

-10.48

JPVA.DE vs. 6PSA.DE - Sharpe Ratio Comparison

The current JPVA.DE Sharpe Ratio is 2.06, which is lower than the 6PSA.DE Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of JPVA.DE and 6PSA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JPVA.DE6PSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.99

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.84

+0.11

Drawdowns

JPVA.DE vs. 6PSA.DE - Drawdown Comparison

The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum 6PSA.DE drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and 6PSA.DE.


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Drawdown Indicators


JPVA.DE6PSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.80%

-41.53%

+19.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-3.68%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.34%

-5.00%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.22%

+0.39%

Volatility

JPVA.DE vs. 6PSA.DE - Volatility Comparison

JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) have volatilities of 2.22% and 2.18%, 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.


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Volatility by Period


JPVA.DE6PSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

2.18%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

6.42%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

10.11%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

14.29%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

17.85%

-3.89%

JPVA.DE vs. 6PSA.DE - Expense Ratio Comparison

JPVA.DE has a 0.50% expense ratio, which is higher than 6PSA.DE's 0.39% expense ratio.


Dividends

JPVA.DE vs. 6PSA.DE - Dividend Comparison

JPVA.DE has not paid dividends to shareholders, while 6PSA.DE's dividend yield for the trailing twelve months is around 1.20%.


PositionTTM20252024202320222021202020192018201720162015
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
1.20%1.39%1.45%1.60%1.75%1.27%1.77%1.62%1.83%1.62%1.54%1.65%
JPVA.DE
JPMorgan US Value Active UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, JPVA.DE and 6PSA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 6PSA.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSA.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for JPVA.DE.

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.50% for JPVA.DE and 0.39% for 6PSA.DE.

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