TEMP vs. IMFL

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Climate Change Solutions ETF (TEMP) and Invesco International Developed Dynamic Multifactor ETF (IMFL).

TEMP and IMFL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TEMP is an actively managed fund by JPMorgan. It was launched on Dec 13, 2021. IMFL is a passively managed fund by Invesco that tracks the performance of the FTSE Developed ex US Invesco Dynamic Multifactor Index. It was launched on Feb 24, 2021.

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.

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	8.63%	30.89%	-3.57%	25.51%	-17.32%	3.21%

Returns By Period

TEMP

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

IMFL

• 1D: 1.30%
• 1M: -5.40%
• YTD: 8.63%
• 6M: 16.70%
• 1Y: 34.54%
• 3Y*: 15.02%
• 5Y*: 8.13%
• 10Y*: —

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

TEMP vs. IMFL - Expense Ratio Comparison

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

TEMP

JPMorgan Climate Change Solutions ETF

IMFL

Invesco International Developed Dynamic Multifactor ETF

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: 89
IMFL Sharpe Ratio Rank: 90
IMFL Sortino Ratio Rank: 91
IMFL Omega Ratio Rank: 90
IMFL Calmar Ratio Rank: 87
IMFL Martin Ratio Rank: 87

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	—	2.09	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.54	—

Correlation

The correlation between TEMP and IMFL is 0.74, 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.

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 3.11%.

	TTM	2025	2024	2023	2022	2021
TEMP JPMorgan Climate Change Solutions ETF	0.00%	0.00%	1.53%	1.11%	1.07%	0.06%
IMFL Invesco International Developed Dynamic Multifactor ETF	3.11%	2.88%	3.56%	3.85%	3.35%	3.94%

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 (5Y) Largest decline over 5 years	—	-33.26%	—
Current Drawdown Current decline from peak	—	-7.51%	—
Average Drawdown Average peak-to-trough decline	—	-7.37%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.04%	—

Volatility

Volatility by Period

	TEMP	IMFL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.89%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.63%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.90%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.87%	—