OUSM vs. JPST
Compare and contrast key facts about OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and JPMorgan Ultra-Short Income ETF (JPST).
OUSM and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OUSM is a passively managed fund by O'Shares Investments that tracks the performance of the O'Shares US Small-Cap Quality Dividend Index. It was launched on Dec 30, 2016. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OUSM or JPST.
Key characteristics
| OUSM | JPST | |
|---|---|---|
| YTD Return | 19.50% | 4.94% |
| 1Y Return | 30.45% | 6.02% |
| 3Y Return (Ann) | 9.11% | 3.71% |
| 5Y Return (Ann) | 11.83% | 2.75% |
| Sharpe Ratio | 2.37 | 11.53 |
| Sortino Ratio | 3.43 | 28.84 |
| Omega Ratio | 1.42 | 6.43 |
| Calmar Ratio | 4.92 | 61.95 |
| Martin Ratio | 14.70 | 358.39 |
| Ulcer Index | 2.37% | 0.02% |
| Daily Std Dev | 14.65% | 0.53% |
| Max Drawdown | -39.84% | -3.28% |
| Current Drawdown | -1.43% | 0.00% |
Correlation
The correlation between OUSM and JPST is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
OUSM vs. JPST - Performance Comparison
In the year-to-date period, OUSM achieves a 19.50% return, which is significantly higher than JPST's 4.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OUSM vs. JPST - Expense Ratio Comparison
OUSM has a 0.48% expense ratio, which is higher than JPST's 0.18% expense ratio.
Risk-Adjusted Performance
OUSM vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and JPMorgan Ultra-Short Income ETF (JPST). 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.
Dividends
OUSM vs. JPST - Dividend Comparison
OUSM's dividend yield for the trailing twelve months is around 1.26%, less than JPST's 5.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.26% | 1.64% | 1.99% | 1.55% | 2.02% | 1.99% | 2.62% | 2.17% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% |
Drawdowns
OUSM vs. JPST - Drawdown Comparison
The maximum OUSM drawdown since its inception was -39.84%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for OUSM and JPST. For additional features, visit the drawdowns tool.
Volatility
OUSM vs. JPST - Volatility Comparison
OShares U.S. Small-Cap Quality Dividend ETF (OUSM) has a higher volatility of 5.16% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.16%. This indicates that OUSM's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.