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JSET.L vs. JU13.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSET.L vs. JU13.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L) and JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc) (JU13.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JSET.L is traded in GBP, while JU13.L is traded in USD. To make them comparable, the JU13.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JSET.L achieves a -1.70% return, which is significantly lower than JU13.L's 1.31% return.


JSET.L

1D
-0.70%
1M
-1.59%
6M
-1.17%
YTD
-1.70%
1Y
-0.09%
3Y*
2.93%
5Y*
1.84%
10Y*

JU13.L

1D
-0.16%
1M
0.27%
6M
1.08%
YTD
1.31%
1Y
3.21%
3Y*
3.40%
5Y*
2.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSET.L vs. JU13.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JSET.L
JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)
-1.70%7.88%-0.75%1.33%5.03%-6.82%5.33%-4.77%-10.78%
JU13.L
JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc)
1.31%-2.33%5.85%-1.15%7.64%0.29%0.17%-0.29%6.81%

Correlation

The correlation between JSET.L and JU13.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2018

0.42

The correlation between JSET.L and JU13.L shifts across timeframes, from 0.31 (3 years) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JSET.L vs. JU13.L — Risk / Return Rank

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

JSET.L
JSET.L Risk / Return Rank: 99
Overall Rank
JSET.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JSET.L Sortino Ratio Rank: 88
Sortino Ratio Rank
JSET.L Omega Ratio Rank: 88
Omega Ratio Rank
JSET.L Calmar Ratio Rank: 99
Calmar Ratio Rank
JSET.L Martin Ratio Rank: 99
Martin Ratio Rank

JU13.L
JU13.L Risk / Return Rank: 9191
Overall Rank
JU13.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JU13.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
JU13.L Omega Ratio Rank: 9494
Omega Ratio Rank
JU13.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JU13.L Martin Ratio Rank: 8787
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.

JSET.L vs. JU13.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L) and JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc) (JU13.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JSET.LJU13.LDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.00

1.10

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.03

0.67

-0.70

Martin ratioReturn relative to average drawdown

-0.08

1.81

-1.89

JSET.L vs. JU13.L - Sharpe Ratio Comparison

The current JSET.L Sharpe Ratio is -0.02, which is lower than the JU13.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of JSET.L and JU13.L, 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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Drawdowns

JSET.L vs. JU13.L - Drawdown Comparison

The maximum JSET.L drawdown since its inception was -18.28%, roughly equal to the maximum JU13.L drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for JSET.L and JU13.L.


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Drawdown Indicators


JSET.LJU13.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.28%

-18.49%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-5.22%

+2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-9.21%

-4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.03%

-16.70%

+2.67%

Current Drawdown

Current decline from peak

-7.86%

-7.73%

-0.13%

Average Drawdown

Average peak-to-trough decline

-12.12%

-9.24%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.93%

-0.88%

Volatility

JSET.L vs. JU13.L - Volatility Comparison

The current volatility for JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L) is 1.01%, while JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc) (JU13.L) has a volatility of 1.65%. This indicates that JSET.L experiences smaller price fluctuations and is considered to be less risky than JU13.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSET.LJU13.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.65%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

4.88%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

6.29%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.13%

8.17%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.08%

8.53%

+1.55%

JSET.L vs. JU13.L - Expense Ratio Comparison

JSET.L has a 0.08% expense ratio, which is lower than JU13.L's 0.10% 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%.


Dividends

JSET.L vs. JU13.L - Dividend Comparison

Neither JSET.L nor JU13.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
JSET.L
JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JU13.L
JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.97%

Frequently Asked Questions


JSET.L and JU13.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JSET.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JSET.L is cheaper with a 0.08% expense ratio, compared with 0.10% for JU13.L.

JSET.L is categorized as Dividend, while JU13.L is Government Bonds. Their fees differ too: 0.08% for JSET.L and 0.10% for JU13.L.

Portfolio Optimizer

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