JQUA vs. SPHQ

In the year-to-date period, JQUA achieves a -4.47% return, which is significantly lower than SPHQ's -4.04% return.

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JQUA has a 0.12% expense ratio, which is lower than SPHQ's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and Invesco S&P 500® Quality ETF (SPHQ). 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.

The current JQUA Sharpe Ratio is 0.37, which is comparable to the SPHQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of JQUA and SPHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JQUA's dividend yield for the trailing twelve months is around 1.38%, more than SPHQ's 1.19% yield.

The maximum JQUA drawdown since its inception was -32.92%, smaller than the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for JQUA and SPHQ. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan U.S. Quality Factor ETF (JQUA) is NaN%, while Invesco S&P 500® Quality ETF (SPHQ) has a volatility of NaN%. This indicates that JQUA experiences smaller price fluctuations and is considered to be less risky than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.