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TEMP vs. JMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMP vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Climate Change Solutions ETF (TEMP) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TEMP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JMOM

1D
-0.18%
1M
7.73%
YTD
22.57%
6M
21.71%
1Y
36.34%
3Y*
28.46%
5Y*
16.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMP vs. JMOM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TEMP
JPMorgan Climate Change Solutions ETF
0.00%18.26%8.50%10.19%-21.11%1.71%
JMOM
JPMorgan U.S. Momentum Factor ETF
22.57%18.02%28.47%22.89%-20.83%3.52%

Correlation

The correlation between TEMP and JMOM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.77

Over the past year, the correlation between TEMP and JMOM has dropped to 0.25 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

TEMP vs. JMOM - Sectors Allocation Comparison


Sectors
TEMP
JMOM

Industrials

58.3%
12.8%

Utilities

18.8%
2.3%

Technology

13.7%
38.1%

Basic Materials

3.7%
1.3%

Consumer Cyclical

3.5%
6.9%

Financial Services

2.1%
9.6%

Communication Services

-

8.3%

Consumer Defensive

-

5.7%

Energy

-

3.8%

Healthcare

-

8.7%

Real Estate

-

2.5%

Industrials

TEMP
58.3%
JMOM
12.8%

Utilities

TEMP
18.8%
JMOM
2.3%

Technology

TEMP
13.7%
JMOM
38.1%

Basic Materials

TEMP
3.7%
JMOM
1.3%

Consumer Cyclical

TEMP
3.5%
JMOM
6.9%

Financial Services

TEMP
2.1%
JMOM
9.6%

Communication Services

TEMP

-

JMOM
8.3%

Consumer Defensive

TEMP

-

JMOM
5.7%

Energy

TEMP

-

JMOM
3.8%

Healthcare

TEMP

-

JMOM
8.7%

Real Estate

TEMP

-

JMOM
2.5%

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Return for Risk

TEMP vs. JMOM — Risk / Return Rank

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

TEMP

JMOM
JMOM Risk / Return Rank: 8282
Overall Rank
JMOM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
JMOM Sortino Ratio Rank: 7979
Sortino Ratio Rank
JMOM Omega Ratio Rank: 7676
Omega Ratio Rank
JMOM Calmar Ratio Rank: 8585
Calmar Ratio Rank
JMOM Martin Ratio Rank: 9191
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.

TEMP vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Climate Change Solutions ETF (TEMP) and JPMorgan U.S. Momentum Factor ETF (JMOM). 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.

TEMP vs. JMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TEMPJMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

Drawdowns

TEMP vs. JMOM - Drawdown Comparison


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Drawdown Indicators


TEMPJMOMDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.26%

Current Drawdown

Current decline from peak

-0.35%

Average Drawdown

Average peak-to-trough decline

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

TEMP vs. JMOM - Volatility Comparison


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Volatility by Period


TEMPJMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.13%

TEMP vs. JMOM - Expense Ratio Comparison

TEMP has a 0.49% expense ratio, which is higher than JMOM's 0.12% expense ratio.


Dividends

TEMP vs. JMOM - Dividend Comparison

TEMP has not paid dividends to shareholders, while JMOM's dividend yield for the trailing twelve months is around 0.72%.


PositionTTM202520242023202220212020201920182017
JMOM
JPMorgan U.S. Momentum Factor ETF
0.72%0.86%0.75%1.21%1.39%0.64%0.85%1.11%1.38%0.29%
TEMP
JPMorgan Climate Change Solutions ETF
0.00%0.00%1.53%1.11%1.07%0.06%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TEMP and JMOM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JMOM is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JMOM is cheaper with a 0.12% expense ratio, compared with 0.49% for TEMP.

JMOM has the higher dividend yield at 0.72%, compared with 0.00% for TEMP.

TEMP is categorized as Global Equities, while JMOM is Momentum. Their fees differ too: 0.49% for TEMP and 0.12% for JMOM.

Portfolio Optimizer

Find the right allocation for TEMP and JMOM

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