JPVA.DE vs. UBU5.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both Large Cap Value Equities funds. JPVA.DE is actively managed, while UBU5.DE is passively managed. Over the past year, JPVA.DE returned 23.17% vs 20.18% for UBU5.DE. Their correlation of 0.92 suggests significant overlap in exposure. JPVA.DE charges 0.50%/yr vs 0.20%/yr for UBU5.DE.
Performance
JPVA.DE vs. UBU5.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 lower than UBU5.DE's 11.44% return.
JPVA.DE
- 1D
- 0.75%
- 1M
- 3.79%
- YTD
- 9.76%
- 6M
- 10.26%
- 1Y
- 23.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UBU5.DE
- 1D
- 0.60%
- 1M
- 3.72%
- YTD
- 11.44%
- 6M
- 11.93%
- 1Y
- 20.18%
- 3Y*
- 13.20%
- 5Y*
- 10.27%
- 10Y*
- 9.94%
JPVA.DE vs. UBU5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 11.44% | 1.10% | 17.51% |
Correlation
The correlation between JPVA.DE and UBU5.DE is 0.92, 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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.92 |
The correlation between JPVA.DE and UBU5.DE has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.
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Return for Risk
JPVA.DE vs. UBU5.DE — Risk / Return Rank
JPVA.DE
UBU5.DE
JPVA.DE vs. UBU5.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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 | UBU5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 4.28 | +0.31 |
| Martin ratioReturn relative to average drawdown | 14.35 | 14.64 | -0.29 |
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 | UBU5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.07 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.74 | +0.21 |
Drawdowns
JPVA.DE vs. UBU5.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum UBU5.DE drawdown of -36.36%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and UBU5.DE.
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Drawdown Indicators
| JPVA.DE | UBU5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -36.36% | +14.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -4.70% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.36% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.82% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.38% | +0.23% |
Volatility
JPVA.DE vs. UBU5.DE - Volatility Comparison
JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) have volatilities of 2.22% and 2.15%, 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.DE | UBU5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.15% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 6.40% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 9.72% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.36% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 15.47% | -1.51% |
JPVA.DE vs. UBU5.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than UBU5.DE's 0.20% expense ratio.
Dividends
JPVA.DE vs. UBU5.DE - Dividend Comparison
JPVA.DE has not paid dividends to shareholders, while UBU5.DE's dividend yield for the trailing twelve months is around 1.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 1.17% | 1.95% | 1.60% | 2.86% | 1.80% | 1.27% | 2.18% | 1.75% | 2.10% | 1.81% | 2.10% | 2.04% |
Frequently Asked Questions
With a correlation of 0.92, JPVA.DE and UBU5.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, UBU5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBU5.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for JPVA.DE.
They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.50% for JPVA.DE and 0.20% for UBU5.DE.
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