TEMP vs. IMFL

Last updated Jun 5, 2026

TEMP (JPMorgan Climate Change Solutions ETF) and IMFL (Invesco International Developed Dynamic Multifactor ETF) are both Global Equities funds. TEMP is actively managed, while IMFL is passively managed. A 0.72 correlation means they provide meaningful diversification when combined. TEMP charges 0.49%/yr vs 0.34%/yr for IMFL.

Performance

TEMP vs. IMFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Climate Change Solutions ETF (TEMP) and Invesco International Developed Dynamic Multifactor ETF (IMFL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TEMP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IMFL

• 1D: -0.35%
• 1M: 3.38%
• YTD: 17.17%
• 6M: 20.62%
• 1Y: 31.35%
• 3Y*: 17.64%
• 5Y*: 8.42%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMP vs. IMFL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TEMP JPMorgan Climate Change Solutions ETF	0.00%	18.26%	8.50%	10.19%	-21.11%	1.71%
IMFL Invesco International Developed Dynamic Multifactor ETF	17.17%	30.89%	-3.57%	25.51%	-17.32%	3.21%

Correlation

The correlation between TEMP and IMFL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021	0.72

Over the past year, the correlation between TEMP and IMFL has dropped to 0.30 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

TEMP vs. IMFL - Sectors Allocation Comparison

Sectors	TEMP	IMFL
Industrials	58.3%	17.4%
Utilities	18.8%	3.9%
Technology	13.7%	15.4%
Basic Materials	3.7%	5.5%
Consumer Cyclical	3.5%	7.5%
Financial Services	2.1%	11.0%
Communication Services	-	3.6%
Consumer Defensive	-	11.6%
Energy	-	5.9%
Healthcare	-	12.8%
Real Estate	-	1.5%

Return for Risk

TEMP vs. IMFL — Risk / Return Rank

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

IMFL

IMFL Risk / Return Rank: 58
IMFL Sharpe Ratio Rank: 60
IMFL Sortino Ratio Rank: 59
IMFL Omega Ratio Rank: 59
IMFL Calmar Ratio Rank: 55
IMFL Martin Ratio Rank: 55

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.

TEMP vs. IMFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Climate Change Solutions ETF (TEMP) and Invesco International Developed Dynamic Multifactor ETF (IMFL). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TEMP	IMFL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.01	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.62	—

Drawdowns

Drawdown Indicators

	TEMP	IMFL	Difference
Max Drawdown Largest peak-to-trough decline	—	-33.26%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.77%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.26%	—
Current Drawdown Current decline from peak	—	-0.89%	—
Average Drawdown Average peak-to-trough decline	—	-7.24%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.32%	—

Volatility

Volatility by Period

	TEMP	IMFL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.69%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.05%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.98%	—

TEMP vs. IMFL - Expense Ratio Comparison

TEMP has a 0.49% expense ratio, which is higher than IMFL's 0.34% expense ratio.

Dividends

TEMP vs. IMFL - Dividend Comparison

TEMP has not paid dividends to shareholders, while IMFL's dividend yield for the trailing twelve months is around 2.88%.

Position	TTM	2025	2024	2023	2022	2021
IMFL Invesco International Developed Dynamic Multifactor ETF	2.88%	2.88%	3.56%	3.85%	3.35%	3.94%
TEMP JPMorgan Climate Change Solutions ETF	0.00%	0.00%	1.53%	1.11%	1.07%	0.06%

Frequently Asked Questions

Can I hold both TEMP and IMFL in my portfolio?

TEMP and IMFL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TEMP or IMFL?

On fees, IMFL is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TEMP or IMFL?

IMFL is cheaper with a 0.34% expense ratio, compared with 0.49% for TEMP.

Which ETF pays a higher dividend yield, TEMP or IMFL?

IMFL has the higher dividend yield at 2.88%, compared with 0.00% for TEMP.

What is the main difference between TEMP and IMFL?

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.49% for TEMP and 0.34% for IMFL.