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UBU5.DE vs. JPVA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBU5.DE vs. JPVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) and JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBU5.DE achieves a 11.44% return, which is significantly higher than JPVA.DE's 9.76% return.


UBU5.DE

1D
0.60%
1M
3.12%
YTD
11.44%
6M
11.29%
1Y
20.56%
3Y*
13.20%
5Y*
10.27%
10Y*
9.94%

JPVA.DE

1D
0.75%
1M
2.96%
YTD
9.76%
6M
9.73%
1Y
23.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU5.DE vs. JPVA.DE - Yearly Performance Comparison


2026 (YTD)20252024
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
11.44%1.10%17.51%
JPVA.DE
JPMorgan US Value Active UCITS ETF USD (Acc)
9.76%1.79%20.26%

Correlation

The correlation between UBU5.DE and JPVA.DE is 0.92, 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

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.92

The correlation between UBU5.DE and JPVA.DE has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

UBU5.DE vs. JPVA.DE — Risk / Return Rank

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

UBU5.DE
UBU5.DE Risk / Return Rank: 7070
Overall Rank
UBU5.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UBU5.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
UBU5.DE Omega Ratio Rank: 6464
Omega Ratio Rank
UBU5.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
UBU5.DE Martin Ratio Rank: 7777
Martin Ratio Rank

JPVA.DE
JPVA.DE Risk / Return Rank: 7070
Overall Rank
JPVA.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JPVA.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
JPVA.DE Omega Ratio Rank: 6363
Omega Ratio Rank
JPVA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
JPVA.DE Martin Ratio Rank: 7777
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.

UBU5.DE vs. JPVA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) and JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE). 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.


UBU5.DEJPVA.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.38

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

4.28

4.58

-0.31

Martin ratioReturn relative to average drawdown

14.64

14.35

+0.29

UBU5.DE vs. JPVA.DE - Sharpe Ratio Comparison

The current UBU5.DE Sharpe Ratio is 2.07, which is comparable to the JPVA.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of UBU5.DE and JPVA.DE, 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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Sharpe Ratios by Period


UBU5.DEJPVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.06

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.95

-0.21

Drawdowns

UBU5.DE vs. JPVA.DE - Drawdown Comparison

The maximum UBU5.DE drawdown since its inception was -36.36%, which is greater than JPVA.DE's maximum drawdown of -21.80%. Use the drawdown chart below to compare losses from any high point for UBU5.DE and JPVA.DE.


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Drawdown Indicators


UBU5.DEJPVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.36%

-21.80%

-14.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-5.03%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.82%

-5.34%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.61%

-0.23%

Volatility

UBU5.DE vs. JPVA.DE - Volatility Comparison

UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) and JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) have volatilities of 2.15% and 2.22%, 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


UBU5.DEJPVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

2.22%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

7.25%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

11.18%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

13.96%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

13.96%

+1.51%

UBU5.DE vs. JPVA.DE - Expense Ratio Comparison

UBU5.DE has a 0.20% expense ratio, which is lower than JPVA.DE's 0.50% expense ratio.


Dividends

UBU5.DE vs. JPVA.DE - Dividend Comparison

UBU5.DE's dividend yield for the trailing twelve months is around 1.17%, while JPVA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JPVA.DE
JPMorgan US Value Active UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
1.17%1.95%1.60%2.86%1.80%1.27%2.18%1.75%2.10%1.81%2.10%2.04%

Frequently Asked Questions


With a correlation of 0.92, UBU5.DE and JPVA.DE 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.

On fees, UBU5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU5.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for JPVA.DE.

They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.20% for UBU5.DE and 0.50% for JPVA.DE.

Portfolio Optimizer

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