JPVA.DE vs. JPCT.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity. JPVA.DE is actively managed, while JPCT.DE is passively managed. Over the past year, JPVA.DE returned 23.55% vs 18.55% for JPCT.DE. A 0.72 correlation means they provide meaningful diversification when combined. JPVA.DE charges 0.50%/yr vs 0.19%/yr for JPCT.DE.
Performance
JPVA.DE vs. JPCT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly higher than JPCT.DE's 7.39% return.
JPVA.DE
- 1D
- 0.75%
- 1M
- 2.96%
- YTD
- 9.76%
- 6M
- 9.73%
- 1Y
- 23.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPCT.DE
- 1D
- 0.24%
- 1M
- 3.19%
- YTD
- 7.39%
- 6M
- 7.37%
- 1Y
- 18.55%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
JPVA.DE vs. JPCT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 20.48% |
Correlation
The correlation between JPVA.DE and JPCT.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.72 |
The correlation between JPVA.DE and JPCT.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.
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Return for Risk
JPVA.DE vs. JPCT.DE — Risk / Return Rank
JPVA.DE
JPCT.DE
JPVA.DE vs. JPCT.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 JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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.DE | JPCT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 2.11 | +2.47 |
| Martin ratioReturn relative to average drawdown | 14.35 | 8.45 | +5.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPVA.DE | JPCT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.59 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.96 | 0.00 |
Drawdowns
JPVA.DE vs. JPCT.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, roughly equal to the maximum JPCT.DE drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and JPCT.DE.
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Drawdown Indicators
| JPVA.DE | JPCT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -22.18% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -8.78% | +3.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.18% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.13% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.20% | -0.59% |
Volatility
JPVA.DE vs. JPCT.DE - Volatility Comparison
The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a volatility of 2.80%. This indicates that JPVA.DE experiences smaller price fluctuations and is considered to be less risky than JPCT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPVA.DE | JPCT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.80% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 8.42% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 11.67% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.13% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 13.89% | +0.07% |
JPVA.DE vs. JPCT.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than JPCT.DE's 0.19% expense ratio.
Dividends
JPVA.DE vs. JPCT.DE - Dividend Comparison
Neither JPVA.DE nor JPCT.DE has paid dividends to shareholders.
Frequently Asked Questions
JPVA.DE and JPCT.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.50% for JPVA.DE.
JPVA.DE is categorized as Large Cap Value Equities, while JPCT.DE is Global Equities. Their fees differ too: 0.50% for JPVA.DE and 0.19% for JPCT.DE.
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