JPVA.DE vs. JPSC.DE

Last updated Jun 5, 2026

JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure. JPVA.DE is actively managed, while JPSC.DE is passively managed. Over the past year, JPVA.DE returned 23.55% vs 31.56% for JPSC.DE. Their correlation of 0.83 suggests significant overlap in exposure. JPVA.DE charges 0.50%/yr vs 0.14%/yr for JPSC.DE.

Performance

JPVA.DE vs. JPSC.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 JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly lower than JPSC.DE's 16.44% return.

JPVA.DE

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

JPSC.DE

• 1D: 0.23%
• 1M: 3.07%
• YTD: 16.44%
• 6M: 15.73%
• 1Y: 31.56%
• 3Y*: 15.99%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPVA.DE vs. JPSC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc)	9.76%	1.79%	20.26%
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)	16.44%	0.02%	21.08%

Correlation

The correlation between JPVA.DE and JPSC.DE is 0.86, 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	0.86
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024	0.83

The correlation between JPVA.DE and JPSC.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

JPVA.DE vs. JPSC.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: 70
JPVA.DE Sharpe Ratio Rank: 63
JPVA.DE Sortino Ratio Rank: 63
JPVA.DE Omega Ratio Rank: 63
JPVA.DE Calmar Ratio Rank: 85
JPVA.DE Martin Ratio Rank: 77

JPSC.DE

JPSC.DE Risk / Return Rank: 69
JPSC.DE Sharpe Ratio Rank: 60
JPSC.DE Sortino Ratio Rank: 59
JPSC.DE Omega Ratio Rank: 58
JPSC.DE Calmar Ratio Rank: 87
JPSC.DE Martin Ratio Rank: 77

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. JPSC.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 BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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	JPSC.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.00	+0.06
Sortino ratio: Return per unit of downside risk	2.87	2.75	+0.13
Omega ratio: Gain probability vs. loss probability	1.37	1.35	+0.02
Calmar ratio: Return relative to maximum drawdown	4.58	5.00	-0.41
Martin ratio: Return relative to average drawdown	14.35	14.78	-0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPVA.DE vs. JPSC.DE - Sharpe Ratio Comparison

The current JPVA.DE Sharpe Ratio is 2.06, which is comparable to the JPSC.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of JPVA.DE and JPSC.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.

Sharpe Ratios by Period

	JPVA.DE	JPSC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	2.00	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.48	+0.48

Drawdowns

JPVA.DE vs. JPSC.DE - Drawdown Comparison

The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum JPSC.DE drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and JPSC.DE.

Drawdown Indicators

	JPVA.DE	JPSC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-21.80%	-30.63%	+8.83%
Max Drawdown (1Y) Largest decline over 1 year	-5.03%	-6.36%	+1.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.63%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.34%	-8.19%	+2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	2.15%	-0.54%

Volatility

JPVA.DE vs. JPSC.DE - Volatility Comparison

The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 3.96%. This indicates that JPVA.DE experiences smaller price fluctuations and is considered to be less risky than JPSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPVA.DE	JPSC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.22%	3.96%	-1.74%
Volatility (6M) Calculated over the trailing 6-month period	7.25%	10.39%	-3.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.18%	15.90%	-4.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	18.93%	-4.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.96%	18.93%	-4.97%

JPVA.DE vs. JPSC.DE - Expense Ratio Comparison

JPVA.DE has a 0.50% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.

Dividends

JPVA.DE vs. JPSC.DE - Dividend Comparison

Neither JPVA.DE nor JPSC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JPVA.DE and JPSC.DE in my portfolio?

JPVA.DE and JPSC.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JPVA.DE or JPSC.DE?

On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JPVA.DE or JPSC.DE?

JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.50% for JPVA.DE.

What is the main difference between JPVA.DE and JPSC.DE?

JPVA.DE is categorized as Large Cap Value Equities, while JPSC.DE is Small Cap Blend Equities. Their fees differ too: 0.50% for JPVA.DE and 0.14% for JPSC.DE.