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JQUA vs. XLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JQUA and XLC is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

JQUA vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Quality Factor ETF (JQUA) and Communication Services Select Sector SPDR Fund (XLC). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
129.51%
101.20%
JQUA
XLC

Key characteristics

Sharpe Ratio

JQUA:

0.64

XLC:

0.91

Sortino Ratio

JQUA:

1.00

XLC:

1.32

Omega Ratio

JQUA:

1.15

XLC:

1.19

Calmar Ratio

JQUA:

0.65

XLC:

1.01

Martin Ratio

JQUA:

2.78

XLC:

3.97

Ulcer Index

JQUA:

3.96%

XLC:

4.56%

Daily Std Dev

JQUA:

17.24%

XLC:

20.01%

Max Drawdown

JQUA:

-32.92%

XLC:

-46.65%

Current Drawdown

JQUA:

-8.44%

XLC:

-10.13%

Returns By Period

In the year-to-date period, JQUA achieves a -2.89% return, which is significantly lower than XLC's -2.24% return.


JQUA

YTD

-2.89%

1M

-2.97%

6M

-1.20%

1Y

11.35%

5Y*

16.47%

10Y*

N/A

XLC

YTD

-2.24%

1M

-4.77%

6M

4.44%

1Y

22.40%

5Y*

15.25%

10Y*

N/A

*Annualized

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JQUA vs. XLC - Expense Ratio Comparison

JQUA has a 0.12% expense ratio, which is lower than XLC's 0.13% 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%.


Expense ratio chart for XLC: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLC: 0.13%
Expense ratio chart for JQUA: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JQUA: 0.12%

Risk-Adjusted Performance

JQUA vs. XLC — Risk-Adjusted Performance Rank

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

JQUA
The Risk-Adjusted Performance Rank of JQUA is 6868
Overall Rank
The Sharpe Ratio Rank of JQUA is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JQUA is 6565
Sortino Ratio Rank
The Omega Ratio Rank of JQUA is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JQUA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of JQUA is 7070
Martin Ratio Rank

XLC
The Risk-Adjusted Performance Rank of XLC is 7979
Overall Rank
The Sharpe Ratio Rank of XLC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XLC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of XLC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of XLC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of XLC is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JQUA vs. XLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and Communication Services Select Sector SPDR Fund (XLC). 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 chart of Sharpe ratio for JQUA, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.00
JQUA: 0.64
XLC: 0.91
The chart of Sortino ratio for JQUA, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
JQUA: 1.00
XLC: 1.32
The chart of Omega ratio for JQUA, currently valued at 1.15, compared to the broader market0.501.001.502.00
JQUA: 1.15
XLC: 1.19
The chart of Calmar ratio for JQUA, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.00
JQUA: 0.65
XLC: 1.01
The chart of Martin ratio for JQUA, currently valued at 2.78, compared to the broader market0.0020.0040.0060.00
JQUA: 2.78
XLC: 3.97

The current JQUA Sharpe Ratio is 0.64, which is comparable to the XLC Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of JQUA and XLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.64
0.91
JQUA
XLC

Dividends

JQUA vs. XLC - Dividend Comparison

JQUA's dividend yield for the trailing twelve months is around 1.36%, more than XLC's 1.10% yield.


TTM20242023202220212020201920182017
JQUA
JPMorgan U.S. Quality Factor ETF
1.36%1.24%1.22%1.59%1.32%1.44%1.67%2.10%0.39%
XLC
Communication Services Select Sector SPDR Fund
1.10%0.99%0.82%1.11%0.74%0.68%0.81%0.64%0.00%

Drawdowns

JQUA vs. XLC - Drawdown Comparison

The maximum JQUA drawdown since its inception was -32.92%, smaller than the maximum XLC drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for JQUA and XLC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.44%
-10.13%
JQUA
XLC

Volatility

JQUA vs. XLC - Volatility Comparison

The current volatility for JPMorgan U.S. Quality Factor ETF (JQUA) is 12.74%, while Communication Services Select Sector SPDR Fund (XLC) has a volatility of 13.68%. This indicates that JQUA experiences smaller price fluctuations and is considered to be less risky than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.74%
13.68%
JQUA
XLC