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JPVA.DE vs. UBUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPVA.DE vs. UBUS.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 UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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 higher than UBUS.DE's 7.74% return.


JPVA.DE

1D
0.75%
1M
3.79%
YTD
9.76%
6M
10.26%
1Y
23.17%
3Y*
5Y*
10Y*

UBUS.DE

1D
0.62%
1M
3.91%
YTD
7.74%
6M
8.30%
1Y
17.28%
3Y*
10.15%
5Y*
8.96%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JPVA.DE and UBUS.DE is 0.87, 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

0.87

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

0.89

The correlation between JPVA.DE and UBUS.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

JPVA.DE vs. UBUS.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

UBUS.DE
UBUS.DE Risk / Return Rank: 4646
Overall Rank
UBUS.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UBUS.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
UBUS.DE Omega Ratio Rank: 3939
Omega Ratio Rank
UBUS.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
UBUS.DE Martin Ratio Rank: 5252
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. UBUS.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) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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.DEUBUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.37

1.25

+0.12

Calmar ratioReturn relative to maximum drawdown

4.58

2.76

+1.82

Martin ratioReturn relative to average drawdown

14.35

8.74

+5.61

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

The current JPVA.DE Sharpe Ratio is 2.06, which is higher than the UBUS.DE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of JPVA.DE and UBUS.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.DEUBUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.46

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.67

+0.28

Drawdowns

JPVA.DE vs. UBUS.DE - Drawdown Comparison

The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum UBUS.DE drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and UBUS.DE.


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Drawdown Indicators


JPVA.DEUBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.80%

-34.63%

+12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-6.23%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.86%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.34%

-5.15%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.97%

-0.36%

Volatility

JPVA.DE vs. UBUS.DE - Volatility Comparison

The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) has a volatility of 2.90%. This indicates that JPVA.DE experiences smaller price fluctuations and is considered to be less risky than UBUS.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.DEUBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

2.90%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

7.97%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

11.80%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

14.73%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

16.37%

-2.41%

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

JPVA.DE has a 0.50% expense ratio, which is higher than UBUS.DE's 0.25% expense ratio.


Dividends

JPVA.DE vs. UBUS.DE - Dividend Comparison

JPVA.DE has not paid dividends to shareholders, while UBUS.DE's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM2025202420232022202120202019201820172016
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%
UBUS.DE
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis
0.98%1.14%0.61%1.38%1.52%1.30%1.66%1.17%1.58%1.42%1.28%

Frequently Asked Questions


JPVA.DE and UBUS.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUS.DE is cheaper with a 0.25% 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 0.25% for UBUS.DE.

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