VHYA.L vs. JPTS.L
VHYA.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation) and JPTS.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)) are both Dividend funds. VHYA.L is passively managed, while JPTS.L is actively managed. Over the past 5 years, VHYA.L returned 11.56%/yr vs 3.69%/yr for JPTS.L. At a correlation of -0.23, they often move in opposite directions. VHYA.L charges 0.29%/yr vs 0.18%/yr for JPTS.L.
Performance
VHYA.L vs. JPTS.L - Performance Comparison
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Different Trading Currencies
VHYA.L is traded in USD, while JPTS.L is traded in GBP. To make them comparable, the JPTS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VHYA.L achieves a 13.33% return, which is significantly higher than JPTS.L's 1.60% return.
VHYA.L
- 1D
- -0.08%
- 1M
- 0.61%
- 6M
- 10.29%
- YTD
- 13.33%
- 1Y
- 26.68%
- 3Y*
- 18.25%
- 5Y*
- 11.56%
- 10Y*
- —
JPTS.L
- 1D
- 0.17%
- 1M
- 0.27%
- 6M
- 1.57%
- YTD
- 1.60%
- 1Y
- 4.14%
- 3Y*
- 5.09%
- 5Y*
- 3.69%
- 10Y*
- —
VHYA.L vs. JPTS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VHYA.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation | 13.33% | 27.01% | 9.27% | 11.29% | -5.35% | 17.77% | -0.22% | 7.95% |
JPTS.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 1.60% | 5.32% | 5.50% | 4.52% | 1.02% | 0.46% | 1.88% | 1.22% |
Correlation
The correlation between VHYA.L and JPTS.L is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | -0.23 |
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Return for Risk
VHYA.L vs. JPTS.L — Risk / Return Rank
VHYA.L
JPTS.L
VHYA.L vs. JPTS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPTS.L). 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.
| VHYA.L | JPTS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.38 | +0.01 |
| Martin ratioReturn relative to average drawdown | 12.15 | 13.04 | -0.89 |
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Drawdowns
VHYA.L vs. JPTS.L - Drawdown Comparison
The maximum VHYA.L drawdown since its inception was -36.62%, which is greater than JPTS.L's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for VHYA.L and JPTS.L.
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Drawdown Indicators
| VHYA.L | JPTS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.62% | -29.52% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -1.25% | -6.59% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -1.25% | -11.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.08% | -2.55% | -18.53% |
Current DrawdownCurrent decline from peak | -0.08% | -8.33% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -20.89% | +15.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 0.32% | +1.87% |
Volatility
VHYA.L vs. JPTS.L - Volatility Comparison
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.L) has a higher volatility of 2.66% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPTS.L) at 1.31%. This indicates that VHYA.L's price experiences larger fluctuations and is considered to be riskier than JPTS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VHYA.L | JPTS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 1.31% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 3.66% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 4.32% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.74% | 4.74% | +9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 10.79% | +5.64% |
VHYA.L vs. JPTS.L - Expense Ratio Comparison
VHYA.L has a 0.29% expense ratio, which is higher than JPTS.L's 0.18% expense ratio.
Dividends
VHYA.L vs. JPTS.L - Dividend Comparison
VHYA.L has not paid dividends to shareholders, while JPTS.L's dividend yield for the trailing twelve months is around 4.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JPTS.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 4.10% | 4.38% | 5.19% | 4.55% | 1.16% | 0.66% | 2.03% | 2.76% | 1.74% |
VHYA.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VHYA.L and JPTS.L have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPTS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPTS.L is cheaper with a 0.18% expense ratio, compared with 0.29% for VHYA.L.
They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.29% for VHYA.L and 0.18% for JPTS.L.
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