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JQUA vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JQUA vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Quality Factor ETF (JQUA) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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JQUA vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JQUA
JPMorgan U.S. Quality Factor ETF
-2.29%11.69%21.21%25.13%-13.45%28.68%16.56%28.47%-2.98%5.07%
ACSI
American Customer Satisfaction ETF
-3.00%10.70%22.51%21.06%-20.93%23.33%22.93%24.88%-4.97%5.74%

Returns By Period

In the year-to-date period, JQUA achieves a -2.29% return, which is significantly higher than ACSI's -3.00% return.


JQUA

1D
0.39%
1M
-4.17%
YTD
-2.29%
6M
-1.53%
1Y
10.04%
3Y*
15.78%
5Y*
11.56%
10Y*

ACSI

1D
0.30%
1M
-4.46%
YTD
-3.00%
6M
-1.41%
1Y
9.41%
3Y*
14.35%
5Y*
7.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JQUA vs. ACSI - Expense Ratio Comparison

JQUA has a 0.12% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Return for Risk

JQUA vs. ACSI — Risk / Return Rank

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

JQUA
JQUA Risk / Return Rank: 3535
Overall Rank
JQUA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JQUA Sortino Ratio Rank: 3232
Sortino Ratio Rank
JQUA Omega Ratio Rank: 3232
Omega Ratio Rank
JQUA Calmar Ratio Rank: 3434
Calmar Ratio Rank
JQUA Martin Ratio Rank: 4545
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3434
Overall Rank
ACSI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3131
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3131
Omega Ratio Rank
ACSI Calmar Ratio Rank: 3636
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4040
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.

JQUA vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and American Customer Satisfaction ETF (ACSI). 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.


JQUAACSIDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.60

0.00

Sortino ratio

Return per unit of downside risk

0.98

0.97

+0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.13

0.00

Calmar ratio

Return relative to maximum drawdown

0.90

0.99

-0.09

Martin ratio

Return relative to average drawdown

4.40

3.99

+0.41

JQUA vs. ACSI - Sharpe Ratio Comparison

The current JQUA Sharpe Ratio is 0.60, which is comparable to the ACSI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of JQUA and ACSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JQUAACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.60

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.46

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.68

+0.05

Correlation

The correlation between JQUA and ACSI is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JQUA vs. ACSI - Dividend Comparison

JQUA's dividend yield for the trailing twelve months is around 1.25%, more than ACSI's 0.94% yield.


TTM2025202420232022202120202019201820172016
JQUA
JPMorgan U.S. Quality Factor ETF
1.25%1.19%1.24%1.21%1.60%1.32%1.44%1.67%2.10%0.40%0.00%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%

Drawdowns

JQUA vs. ACSI - Drawdown Comparison

The maximum JQUA drawdown since its inception was -32.92%, roughly equal to the maximum ACSI drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for JQUA and ACSI.


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Drawdown Indicators


JQUAACSIDifference

Max Drawdown

Largest peak-to-trough decline

-32.92%

-34.49%

+1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-9.91%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-24.86%

+2.39%

Current Drawdown

Current decline from peak

-4.57%

-5.38%

+0.81%

Average Drawdown

Average peak-to-trough decline

-4.23%

-5.47%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.46%

-0.10%

Volatility

JQUA vs. ACSI - Volatility Comparison

The current volatility for JPMorgan U.S. Quality Factor ETF (JQUA) is 4.42%, while American Customer Satisfaction ETF (ACSI) has a volatility of 4.75%. This indicates that JQUA experiences smaller price fluctuations and is considered to be less risky than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JQUAACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

4.75%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

8.55%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

15.66%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

16.65%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

17.49%

+0.61%