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TOUS vs. JIVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOUS vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity ETF (TOUS) and JPMorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TOUS achieves a 10.29% return, which is significantly lower than JIVE's 15.36% return.


TOUS

1D
-0.96%
1M
0.05%
6M
6.05%
YTD
10.29%
1Y
20.09%
3Y*
16.36%
5Y*
10Y*

JIVE

1D
-0.85%
1M
-1.06%
6M
11.81%
YTD
15.36%
1Y
36.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOUS vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
TOUS
T. Rowe Price International Equity ETF
10.29%34.00%3.63%7.61%
JIVE
JPMorgan International Value ETF
15.36%49.80%11.22%5.36%

Correlation

The correlation between TOUS and JIVE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.91

The correlation between TOUS and JIVE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

TOUS vs. JIVE - Sectors Allocation Comparison


Sectors
TOUS
JIVE

Financial Services

23.0%
37.6%

Industrials

18.6%
10.2%

Technology

14.0%
11.7%

Healthcare

9.4%
4.5%

Consumer Defensive

6.3%
4.3%

Consumer Cyclical

5.6%
6.2%

Basic Materials

4.8%
5.7%

Energy

4.2%
10.7%

Communication Services

4.1%
4.2%

Utilities

3.0%
2.4%

Real Estate

1.4%
2.4%

Financial Services

TOUS
23.0%
JIVE
37.6%

Industrials

TOUS
18.6%
JIVE
10.2%

Technology

TOUS
14.0%
JIVE
11.7%

Healthcare

TOUS
9.4%
JIVE
4.5%

Consumer Defensive

TOUS
6.3%
JIVE
4.3%

Consumer Cyclical

TOUS
5.6%
JIVE
6.2%

Basic Materials

TOUS
4.8%
JIVE
5.7%

Energy

TOUS
4.2%
JIVE
10.7%

Communication Services

TOUS
4.1%
JIVE
4.2%

Utilities

TOUS
3.0%
JIVE
2.4%

Real Estate

TOUS
1.4%
JIVE
2.4%

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Return for Risk

TOUS vs. JIVE — Risk / Return Rank

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

TOUS
TOUS Risk / Return Rank: 4444
Overall Rank
TOUS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 4545
Sortino Ratio Rank
TOUS Omega Ratio Rank: 4646
Omega Ratio Rank
TOUS Calmar Ratio Rank: 4141
Calmar Ratio Rank
TOUS Martin Ratio Rank: 4646
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 8787
Overall Rank
JIVE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8989
Omega Ratio Rank
JIVE Calmar Ratio Rank: 8282
Calmar Ratio Rank
JIVE Martin Ratio Rank: 8484
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.

TOUS vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) and JPMorgan International Value ETF (JIVE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TOUSJIVEDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.23

1.44

-0.20

Calmar ratioReturn relative to maximum drawdown

1.65

3.51

-1.86

Martin ratioReturn relative to average drawdown

5.98

13.18

-7.20

TOUS vs. JIVE - Sharpe Ratio Comparison

The current TOUS Sharpe Ratio is 1.26, which is lower than the JIVE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of TOUS and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TOUS vs. JIVE - Drawdown Comparison

The maximum TOUS drawdown since its inception was -14.29%, roughly equal to the maximum JIVE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for TOUS and JIVE.


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Drawdown Indicators


TOUSJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-13.79%

-0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-10.57%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-14.29%

Current Drawdown

Current decline from peak

-2.31%

-2.06%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.77%

-1.95%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.81%

+0.56%

Volatility

TOUS vs. JIVE - Volatility Comparison

T. Rowe Price International Equity ETF (TOUS) and JPMorgan International Value ETF (JIVE) have volatilities of 4.86% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOUSJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.03%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

13.13%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

15.17%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

15.10%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

15.10%

+0.17%

TOUS vs. JIVE - Expense Ratio Comparison

TOUS has a 0.50% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Dividends

TOUS vs. JIVE - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 1.58%, less than JIVE's 2.49% yield.


PositionTTM202520242023
JIVE
JPMorgan International Value ETF
2.49%2.88%2.48%0.74%
TOUS
T. Rowe Price International Equity ETF
1.58%1.74%3.01%0.50%

Frequently Asked Questions


With a correlation of 0.93, TOUS and JIVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JIVE has higher volatility (5.03%) compared to TOUS (4.86%). In terms of maximum drawdown, TOUS dropped -14.29% vs JIVE's -13.79%.

On 1-year performance, JIVE leads with 36.88% vs 20.09% for TOUS. On fees, TOUS is cheaper at 0.50% per year. On volatility, TOUS has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JIVE has performed better with a 36.88% return vs 20.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TOUS is cheaper with a 0.50% expense ratio, compared with 0.55% for JIVE.

JIVE has the higher dividend yield at 2.49%, compared with 1.58% for TOUS.

They also come from different issuers: T. Rowe Price and JPMorgan. Their fees differ too: 0.50% for TOUS and 0.55% for JIVE.

JIVE currently has the higher Sharpe Ratio (2.45 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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