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SPSK vs. JPIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPSK vs. JPIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds Dow Jones Global Sukuk ETF (SPSK) and JPMorgan International Bond Opportunities ETF (JPIB). The values are adjusted to include any dividend payments, if applicable.

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SPSK vs. JPIB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPSK
SP Funds Dow Jones Global Sukuk ETF
-1.10%6.16%2.95%3.95%-7.75%-1.30%3.67%0.02%
JPIB
JPMorgan International Bond Opportunities ETF
-1.04%8.19%3.48%8.68%-6.38%0.14%7.14%0.04%

Returns By Period

In the year-to-date period, SPSK achieves a -1.10% return, which is significantly lower than JPIB's -1.04% return.


SPSK

1D
0.22%
1M
-2.14%
YTD
-1.10%
6M
-0.29%
1Y
3.33%
3Y*
3.54%
5Y*
0.77%
10Y*

JPIB

1D
0.78%
1M
-2.80%
YTD
-1.04%
6M
-0.01%
1Y
4.84%
3Y*
5.16%
5Y*
2.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPSK vs. JPIB - Expense Ratio Comparison

Both SPSK and JPIB have an expense ratio of 0.50%.


Return for Risk

SPSK vs. JPIB — Risk / Return Rank

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

SPSK
SPSK Risk / Return Rank: 4646
Overall Rank
SPSK Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SPSK Sortino Ratio Rank: 4444
Sortino Ratio Rank
SPSK Omega Ratio Rank: 3737
Omega Ratio Rank
SPSK Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPSK Martin Ratio Rank: 5454
Martin Ratio Rank

JPIB
JPIB Risk / Return Rank: 6868
Overall Rank
JPIB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
JPIB Omega Ratio Rank: 7474
Omega Ratio Rank
JPIB Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPIB Martin Ratio Rank: 6161
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.

SPSK vs. JPIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds Dow Jones Global Sukuk ETF (SPSK) and JPMorgan International Bond Opportunities ETF (JPIB). 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.


SPSKJPIBDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.35

-0.56

Sortino ratio

Return per unit of downside risk

1.15

1.82

-0.68

Omega ratio

Gain probability vs. loss probability

1.14

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

1.21

1.28

-0.07

Martin ratio

Return relative to average drawdown

4.90

5.87

-0.97

SPSK vs. JPIB - Sharpe Ratio Comparison

The current SPSK Sharpe Ratio is 0.80, which is lower than the JPIB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SPSK and JPIB, 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


SPSKJPIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.35

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.64

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.79

-0.61

Correlation

The correlation between SPSK and JPIB is 0.36, 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.


Dividends

SPSK vs. JPIB - Dividend Comparison

SPSK's dividend yield for the trailing twelve months is around 4.04%, less than JPIB's 4.96% yield.


TTM202520242023202220212020201920182017
SPSK
SP Funds Dow Jones Global Sukuk ETF
4.04%3.63%3.53%2.95%2.22%2.56%1.78%0.00%0.00%0.00%
JPIB
JPMorgan International Bond Opportunities ETF
4.96%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%

Drawdowns

SPSK vs. JPIB - Drawdown Comparison

The maximum SPSK drawdown since its inception was -12.83%, roughly equal to the maximum JPIB drawdown of -13.13%. Use the drawdown chart below to compare losses from any high point for SPSK and JPIB.


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Drawdown Indicators


SPSKJPIBDifference

Max Drawdown

Largest peak-to-trough decline

-12.83%

-13.13%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-3.75%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-11.83%

-0.62%

Current Drawdown

Current decline from peak

-2.14%

-2.86%

+0.72%

Average Drawdown

Average peak-to-trough decline

-3.90%

-1.94%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.82%

-0.12%

Volatility

SPSK vs. JPIB - Volatility Comparison

The current volatility for SP Funds Dow Jones Global Sukuk ETF (SPSK) is 1.41%, while JPMorgan International Bond Opportunities ETF (JPIB) has a volatility of 2.21%. This indicates that SPSK experiences smaller price fluctuations and is considered to be less risky than JPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPSKJPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.21%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

2.60%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

3.60%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

4.08%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

4.45%

+1.06%