TTAC vs. JPST

Last updated Jun 4, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and JPST (JPMorgan Ultra-Short Income ETF) are both exchange-traded funds - TTAC is a Large Cap Growth Equities fund actively managed by TrimTabs, while JPST is a Ultrashort Bond fund actively managed by JPMorgan. Both are actively managed. Over the past 5 years, TTAC returned 12.77%/yr vs 3.61%/yr for JPST. At a 0.07 correlation, their price movements are largely independent. TTAC charges 0.59%/yr vs 0.18%/yr for JPST.

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.

Returns By Period

In the year-to-date period, TTAC achieves a 17.63% return, which is significantly higher than JPST's 1.40% return.

TTAC

• 1D: 0.02%
• 1M: 6.04%
• YTD: 17.63%
• 6M: 17.18%
• 1Y: 20.72%
• 3Y*: 19.01%
• 5Y*: 12.77%
• 10Y*: —

JPST

• 1D: 0.00%
• 1M: 0.35%
• YTD: 1.40%
• 6M: 1.74%
• 1Y: 4.31%
• 3Y*: 5.16%
• 5Y*: 3.61%
• 10Y*: —

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

TTAC vs. JPST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAC TrimTabs US Free Cash Flow Quality ETF	17.63%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-6.26%	15.23%
JPST JPMorgan Ultra-Short Income ETF	1.40%	4.99%	5.58%	5.13%	1.14%	0.11%	2.18%	3.34%	2.23%	0.52%

Correlation

The correlation between TTAC and JPST is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Aug 25, 2017	0.07

The correlation between TTAC and JPST shifts across timeframes, from 0.07 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

TTAC vs. JPST - Sectors Allocation Comparison

Sectors	TTAC	JPST
Technology	29.5%	1.8%
Financial Services	14.5%	22.6%
Consumer Cyclical	12.7%	2.5%
Healthcare	11.9%	1.5%
Industrials	9.0%	2.1%
Consumer Defensive	8.0%	0.7%
Communication Services	6.1%	5.5%
Energy	2.6%	0.4%
Basic Materials	2.3%	0.2%
Real Estate	2.0%	0.7%
Utilities	-	2.8%

Return for Risk

TTAC vs. JPST — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 45
TTAC Sharpe Ratio Rank: 38
TTAC Sortino Ratio Rank: 36
TTAC Omega Ratio Rank: 36
TTAC Calmar Ratio Rank: 59
TTAC Martin Ratio Rank: 55

JPST

JPST Risk / Return Rank: 99
JPST Sharpe Ratio Rank: 99
JPST Sortino Ratio Rank: 99
JPST Omega Ratio Rank: 99
JPST Calmar Ratio Rank: 99
JPST Martin Ratio Rank: 99

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.

TTAC vs. JPST - Risk-Adjusted Trends 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.

	TTAC	JPST	Difference
Sharpe ratio: Return per unit of total volatility	1.36	8.09	-6.73
Sortino ratio: Return per unit of downside risk	1.91	17.60	-15.69
Omega ratio: Gain probability vs. loss probability	1.24	3.94	-2.70
Calmar ratio: Return relative to maximum drawdown	2.90	29.16	-26.26
Martin ratio: Return relative to average drawdown	9.41	144.13	-134.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTAC vs. JPST - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.36, which is lower than the JPST Sharpe Ratio of 8.09. The chart below compares the historical Sharpe Ratios of TTAC and JPST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TTAC	JPST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	8.09	-6.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	6.32	-5.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	3.20	-2.42

Drawdowns

TTAC vs. JPST - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for TTAC and JPST.

Drawdown Indicators

	TTAC	JPST	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-3.28%	-31.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-0.15%	-7.02%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-0.30%	-19.62%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-0.79%	-21.09%
Current Drawdown Current decline from peak	0.00%	-0.02%	+0.02%
Average Drawdown Average peak-to-trough decline	-4.99%	-0.08%	-4.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	0.03%	+2.18%

Volatility

TTAC vs. JPST - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 4.48% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that TTAC's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	JPST	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	0.15%	+4.33%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	0.36%	+11.34%
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	0.54%	+14.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	0.58%	+16.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.71%	0.93%	+17.78%

TTAC vs. JPST - Expense Ratio Comparison

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

Dividends

TTAC vs. JPST - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, less than JPST's 4.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPST JPMorgan Ultra-Short Income ETF	4.26%	4.43%	5.16%	4.79%	1.83%	0.73%	1.43%	2.69%	2.07%	0.96%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and JPST in my portfolio?

TTAC and JPST have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or JPST?

TTAC has higher volatility (4.48%) compared to JPST (0.15%). In terms of maximum drawdown, TTAC dropped -34.95% vs JPST's -3.28%.

Which ETF is better, TTAC or JPST?

On 5-year performance, TTAC leads with 12.77% vs 3.61% for JPST. On fees, JPST is cheaper at 0.18% per year. On volatility, JPST has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or JPST?

Over the 5-year period, TTAC has performed better with a 12.77% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or JPST?

JPST is cheaper with a 0.18% expense ratio, compared with 0.59% for TTAC.

Which ETF pays a higher dividend yield, TTAC or JPST?

JPST has the higher dividend yield at 4.26%, compared with 0.53% for TTAC.

What is the main difference between TTAC and JPST?

TTAC is categorized as Large Cap Growth Equities, while JPST is Ultrashort Bond. They also come from different issuers: TrimTabs and JPMorgan. Their fees differ too: 0.59% for TTAC and 0.18% for JPST.

Which has better risk-adjusted returns?

JPST currently has the higher Sharpe Ratio (8.09 vs 1.36), 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.