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XLYP.L vs. JPSC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLYP.L vs. JPSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE). The values are adjusted to include any dividend payments, if applicable.

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XLYP.L vs. JPSC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XLYP.L
Invesco US Consumer Discretionary Sector UCITS ETF
-7.79%0.23%30.67%32.31%-21.12%
JPSC.DE
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)
3.33%5.22%14.81%13.84%-10.33%
Different Trading Currencies

XLYP.L is traded in GBp, while JPSC.DE is traded in EUR. To make them comparable, the JPSC.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLYP.L achieves a -7.79% return, which is significantly lower than JPSC.DE's 3.33% return.


XLYP.L

1D
-0.92%
1M
-3.74%
YTD
-7.79%
6M
-7.76%
1Y
7.15%
3Y*
12.73%
5Y*
8.10%
10Y*
12.96%

JPSC.DE

1D
0.61%
1M
-1.49%
YTD
3.33%
6M
6.41%
1Y
20.65%
3Y*
11.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLYP.L vs. JPSC.DE - Expense Ratio Comparison

Both XLYP.L and JPSC.DE have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XLYP.L vs. JPSC.DE — Risk / Return Rank

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

XLYP.L
XLYP.L Risk / Return Rank: 2525
Overall Rank
XLYP.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XLYP.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
XLYP.L Omega Ratio Rank: 2020
Omega Ratio Rank
XLYP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
XLYP.L Martin Ratio Rank: 3131
Martin Ratio Rank

JPSC.DE
JPSC.DE Risk / Return Rank: 5555
Overall Rank
JPSC.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JPSC.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JPSC.DE Omega Ratio Rank: 3535
Omega Ratio Rank
JPSC.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPSC.DE Martin Ratio Rank: 7979
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.

XLYP.L vs. JPSC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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.


XLYP.LJPSC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.36

1.02

-0.66

Sortino ratio

Return per unit of downside risk

0.64

1.43

-0.79

Omega ratio

Gain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratio

Return relative to maximum drawdown

1.10

4.30

-3.20

Martin ratio

Return relative to average drawdown

3.46

12.79

-9.33

XLYP.L vs. JPSC.DE - Sharpe Ratio Comparison

The current XLYP.L Sharpe Ratio is 0.36, which is lower than the JPSC.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of XLYP.L and JPSC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLYP.LJPSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.02

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.37

+0.37

Correlation

The correlation between XLYP.L and JPSC.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XLYP.L vs. JPSC.DE - Dividend Comparison

Neither XLYP.L nor JPSC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLYP.L vs. JPSC.DE - Drawdown Comparison

The maximum XLYP.L drawdown since its inception was -30.40%, roughly equal to the maximum JPSC.DE drawdown of -29.09%. Use the drawdown chart below to compare losses from any high point for XLYP.L and JPSC.DE.


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Drawdown Indicators


XLYP.LJPSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.40%

-30.63%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-9.67%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-30.40%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

Current Drawdown

Current decline from peak

-11.55%

-4.54%

-7.01%

Average Drawdown

Average peak-to-trough decline

-6.53%

-8.52%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

2.39%

+1.64%

Volatility

XLYP.L vs. JPSC.DE - Volatility Comparison

Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) has a higher volatility of 5.54% compared to JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) at 5.23%. This indicates that XLYP.L's price experiences larger fluctuations and is considered to be riskier than JPSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLYP.LJPSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.23%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

11.35%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

20.16%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.39%

18.66%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

18.66%

+1.14%