XLYP.L vs. JPSC.DE
Compare and contrast key facts about Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE).
XLYP.L and JPSC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLYP.L is a passively managed fund by Invesco that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Dec 16, 2009. JPSC.DE is a passively managed fund by JPMorgan that tracks the performance of the Morningstar US Small Cap Target Market Exposure. It was launched on Aug 16, 2022. Both XLYP.L and JPSC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XLYP.L vs. JPSC.DE - Performance Comparison
Loading graphics...
XLYP.L vs. JPSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
XLYP.L
JPSC.DE
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.L | JPSC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.02 | -0.66 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.43 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.30 | -3.20 |
Martin ratioReturn relative to average drawdown | 3.46 | 12.79 | -9.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XLYP.L | JPSC.DE | Difference | |
|---|---|---|---|
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.
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.
Loading graphics...
Drawdown Indicators
| XLYP.L | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.55% | -4.54% | -7.01% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -8.52% | +1.99% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| XLYP.L | JPSC.DE | Difference | |
|---|---|---|---|
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% |