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TTAC vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTAC and JPST is 0.06, 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.


Performance

TTAC vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


TTAC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JPST

YTD

1.69%

1M

0.58%

6M

2.35%

1Y

5.34%

5Y*

3.07%

10Y*

N/A

*Annualized

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TTAC vs. JPST - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than JPST's 0.18% expense ratio.


Risk-Adjusted Performance

TTAC vs. JPST — Risk-Adjusted Performance Rank

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

TTAC
The Risk-Adjusted Performance Rank of TTAC is 7979
Overall Rank
The Sharpe Ratio Rank of TTAC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TTAC is 7878
Sortino Ratio Rank
The Omega Ratio Rank of TTAC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TTAC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TTAC is 8181
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTAC vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and JPMorgan Ultra-Short Income ETF (JPST). 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.



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Dividends

TTAC vs. JPST - Dividend Comparison

TTAC has not paid dividends to shareholders, while JPST's dividend yield for the trailing twelve months is around 4.91%.


TTM202420232022202120202019201820172016
TTAC
TrimTabs US Free Cash Flow Quality ETF
0.55%0.67%0.94%0.00%0.85%0.41%0.72%0.62%0.40%0.19%
JPST
JPMorgan Ultra-Short Income ETF
4.91%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%

Drawdowns

TTAC vs. JPST - Drawdown Comparison


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Volatility

TTAC vs. JPST - Volatility Comparison


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