WINC.L vs. JPTS.L
WINC.L (iShares World Equity High Income Active UCITS ETF USD Inc) and JPTS.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)) are both Dividend funds. Both are actively managed. Over the past year, WINC.L returned 22.30% vs 4.13% for JPTS.L. At a 0.15 correlation, their price movements are largely independent.
Performance
WINC.L vs. JPTS.L - Performance Comparison
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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 JPTS.L's 2.16% return.
WINC.L
- 1D
- 0.55%
- 1M
- 0.55%
- 6M
- 9.36%
- YTD
- 10.93%
- 1Y
- 22.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPTS.L
- 1D
- -0.08%
- 1M
- 0.51%
- 6M
- 2.02%
- YTD
- 2.16%
- 1Y
- 4.13%
- 3Y*
- 4.33%
- 5Y*
- 4.36%
- 10Y*
- —
WINC.L vs. JPTS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WINC.L iShares World Equity High Income Active UCITS ETF USD Inc | 10.93% | 11.87% | 9.73% |
JPTS.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 2.16% | -2.07% | 4.90% |
Correlation
The correlation between WINC.L and JPTS.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024 | 0.15 |
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Return for Risk
WINC.L vs. JPTS.L — Risk / Return Rank
WINC.L
JPTS.L
WINC.L vs. JPTS.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 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.
| WINC.L | JPTS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.13 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 1.05 | +3.26 |
| Martin ratioReturn relative to average drawdown | 16.01 | 2.70 | +13.31 |
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Drawdowns
WINC.L vs. JPTS.L - Drawdown Comparison
The maximum WINC.L drawdown since its inception was -16.51%, smaller than the maximum JPTS.L drawdown of -30.07%. Use the drawdown chart below to compare losses from any high point for WINC.L and JPTS.L.
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Drawdown Indicators
| WINC.L | JPTS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.51% | -30.07% | +13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.36% | -4.35% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.32% | — |
Current DrawdownCurrent decline from peak | -0.58% | -3.83% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -13.94% | +11.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.70% | -0.25% |
Volatility
WINC.L vs. JPTS.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 UCITS ETF USD (dist) (JPTS.L) at 1.59%. This indicates that WINC.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
| WINC.L | JPTS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 1.59% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 4.65% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 6.36% | +3.75% |
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% | 12.95% | -1.38% |
Dividends
WINC.L vs. JPTS.L - Dividend Comparison
WINC.L's dividend yield for the trailing twelve months is around 12.81%, more than JPTS.L's 4.10% yield.
| 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% |
WINC.L iShares World Equity High Income Active UCITS ETF USD Inc | 12.81% | 9.75% | 4.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WINC.L and JPTS.L have a correlation of 0.16, 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.
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