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WINC.L vs. JPAS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WINC.L vs. JPAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares World Equity High Income Active UCITS ETF USD Inc (WINC.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WINC.L achieves a 10.93% return, which is significantly higher than JPAS.L's 1.52% return.


WINC.L

1D
0.55%
1M
0.55%
6M
9.36%
YTD
10.93%
1Y
22.30%
3Y*
5Y*
10Y*

JPAS.L

1D
-0.62%
1M
-0.14%
6M
1.35%
YTD
1.52%
1Y
3.51%
3Y*
4.11%
5Y*
4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WINC.L vs. JPAS.L - Yearly Performance Comparison


Correlation

The correlation between WINC.L and JPAS.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.16

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Return for Risk

WINC.L vs. JPAS.L — Risk / Return Rank

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

WINC.L
WINC.L Risk / Return Rank: 8888
Overall Rank
WINC.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WINC.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
WINC.L Omega Ratio Rank: 8787
Omega Ratio Rank
WINC.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
WINC.L Martin Ratio Rank: 9090
Martin Ratio Rank

JPAS.L
JPAS.L Risk / Return Rank: 2020
Overall Rank
JPAS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JPAS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
JPAS.L Omega Ratio Rank: 1818
Omega Ratio Rank
JPAS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
JPAS.L Martin Ratio Rank: 2222
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.

WINC.L vs. JPAS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares World Equity High Income Active UCITS ETF USD Inc (WINC.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.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.


WINC.LJPAS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.42

1.10

+0.33

Calmar ratioReturn relative to maximum drawdown

4.31

0.80

+3.51

Martin ratioReturn relative to average drawdown

16.01

2.05

+13.96

WINC.L vs. JPAS.L - Sharpe Ratio Comparison

The current WINC.L Sharpe Ratio is 2.30, which is higher than the JPAS.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WINC.L and JPAS.L, 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

WINC.L vs. JPAS.L - Drawdown Comparison

The maximum WINC.L drawdown since its inception was -16.51%, smaller than the maximum JPAS.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for WINC.L and JPAS.L.


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Drawdown Indicators


WINC.LJPAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.51%

-26.18%

+9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-4.36%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

Current Drawdown

Current decline from peak

-0.58%

-6.97%

+6.39%

Average Drawdown

Average peak-to-trough decline

-2.06%

-14.97%

+12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.71%

-0.26%

Volatility

WINC.L vs. JPAS.L - Volatility Comparison

iShares World Equity High Income Active UCITS ETF USD Inc (WINC.L) has a higher volatility of 3.06% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L) at 1.77%. This indicates that WINC.L's price experiences larger fluctuations and is considered to be riskier than JPAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WINC.LJPAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

1.77%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

4.71%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

6.37%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.57%

8.32%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

12.24%

-0.67%

Dividends

WINC.L vs. JPAS.L - Dividend Comparison

WINC.L's dividend yield for the trailing twelve months is around 12.81%, while JPAS.L has not paid dividends to shareholders.


Frequently Asked Questions


WINC.L and JPAS.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and JPMorgan.

Portfolio Optimizer

Find the right allocation for WINC.L and JPAS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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