JQUA vs SHYG

Comparison between JPMORGAN U.S. QUALITY FACTOR ETF (JQUA, ETF) and ISHARES 0-5 YEAR HIGH YIELD CORPORATE BOND ETF (SHYG, ETF).

5-Year PerformanceJQUA has outperformed SHYG, delivering a return of +13.3% compared to +4.9%

JQUA vs SHYG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JQUA(ETF)	SHYG(ETF)
Net Assets	$7.50B	$7.60B
Expense Ratio	0.12%	0.30%
Max Drawdown	32.92%	26.29%
Sharpe Ratio	1.17	0.93
5Y Beta	0.84	0.22
P/E Ratio	25.28	N/A
Forward P/E	19.19	N/A
PEG Ratio	0.31	N/A
5Y Dividends CAGR	7.25%	6.98%
5Y EPS CAGR	20.39%	N/A
Debt to Equity	0.88%	N/A
P/S Ratio	3.48	N/A
P/B Ratio	5.59	N/A

Net Assets

JQUA

$7.50B

Winner

SHYG

$7.60B

Expense Ratio

Winner

JQUA

0.12%

SHYG

0.30%

Max Drawdown

JQUA

32.92%

Winner

SHYG

26.29%

Sharpe Ratio

Winner

JQUA

1.17

SHYG

0.93

5Y Beta

JQUA

0.84

Winner

SHYG

0.22

P/E Ratio

JQUA

25.28

SHYG

N/A

Forward P/E

JQUA

19.19

SHYG

N/A

PEG Ratio

JQUA

0.31

SHYG

N/A

5Y Dividends CAGR

Winner

JQUA

7.25%

SHYG

6.98%

5Y EPS CAGR

JQUA

20.39%

SHYG

N/A

Debt to Equity

JQUA

0.88%

SHYG

N/A

P/S Ratio

JQUA

3.48

SHYG

N/A

P/B Ratio

JQUA

5.59

SHYG

N/A

JQUA vs SHYG - Historical Returns

Returns include dividend reinvestment.

Period	JQUA	SHYG
1 month	+6.60%	+0.34%
3 months	+6.95%	+0.76%
6 months	+10.21%	+2.81%
1 year	+17.29%	+6.66%
5 years(CAGR)	+13.34%	+4.94%
10 years(CAGR)	+14.26%	+5.30%
Max(CAGR)	+14.26%	+4.40%

Winner

JQUA

+6.60%

SHYG

+0.34%

Winner

JQUA

+6.95%

SHYG

+0.76%

Winner

JQUA

+10.21%

SHYG

+2.81%

Winner

JQUA

+17.29%

SHYG

+6.66%

5Y(CAGR)

Winner

JQUA

+13.34%

SHYG

+4.94%

10Y(CAGR)

Winner

JQUA

+14.26%

SHYG

+5.30%

Max(CAGR)

Winner

JQUA

+14.26%

SHYG

+4.40%

JQUA vs SHYG - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	JQUA	SHYG
2026	+8.06%	+1.21%
2025	+12.00%	+7.71%
2024	+21.92%	+8.38%
2023	+25.36%	+10.24%
2022	-13.11%	-4.63%
2021	+30.71%	+4.78%
2020	+15.70%	+2.98%
2019	+28.30%	+10.08%
2018	-2.96%	+0.04%
2017	+5.07%	+4.86%
2016	N/A	+12.94%
2015	N/A	-3.10%
2014	N/A	+0.23%
2013	N/A	+1.99%

JQUA vs SHYG Drawdown Comparison

The maximum drawdown for JQUA was -32.92%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for SHYG was -19.27%, occurring on Mar 23, 2020. Recovery took 192 trading sessions.

The current JQUA drawdown is -0.45%. The current SHYG drawdown is -0.21%.

Rank	JQUA	SHYG
#1	-32.92% Feb 19, 2020 - Aug 12, 2020	-19.27% Feb 14, 2020 - Nov 17, 2020
#2	-22.47% Dec 29, 2021 - Jul 13, 2023	-10.32% May 29, 2015 - Jul 8, 2016
#3	-17.07% Sep 21, 2018 - Mar 21, 2019	-9.39% Dec 27, 2021 - Jul 13, 2023
#4	-16.81% Feb 18, 2025 - Jul 3, 2025	-5.15% Jun 23, 2014 - Apr 9, 2015
#5	-9.67% Jan 26, 2018 - Aug 9, 2018	-5.04% Oct 1, 2018 - Jan 31, 2019
#6	-8.78% Jul 31, 2023 - Nov 20, 2023	-4.53% Feb 28, 2025 - May 12, 2025
#7	-8.22% Sep 2, 2020 - Nov 11, 2020	-2.69% Oct 24, 2016 - Dec 6, 2016
#8	-7.13% Jan 27, 2026 - Apr 15, 2026	-2.39% Sep 1, 2023 - Nov 3, 2023
#9	-6.32% Jul 16, 2024 - Aug 19, 2024	-1.86% Jan 26, 2018 - Apr 12, 2018
#10	-5.88% Apr 30, 2019 - Jun 19, 2019	-1.75% Feb 2, 2026 - Apr 8, 2026
#11	-5.84% Mar 21, 2024 - Jun 17, 2024	-1.74% Mar 27, 2024 - May 3, 2024
#12	-5.82% Sep 3, 2021 - Oct 25, 2021	-1.61% Nov 5, 2021 - Dec 23, 2021
#13	-5.52% Jul 26, 2019 - Oct 28, 2019	-1.57% Mar 1, 2017 - Apr 20, 2017
#14	-5.48% Dec 6, 2024 - Feb 5, 2025	-1.48% May 3, 2019 - Jun 18, 2019
#15	-5.36% Oct 27, 2025 - Dec 10, 2025	-1.38% Oct 20, 2017 - Jan 3, 2018

Correlation

Correlation between JQUA and SHYG is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2013 - 2026)

JQUA vs SHYG dividend yield comparison.

Year	JQUA	SHYG
2026	0.26%	2.33%
2025	1.19%	7.03%
2024	1.24%	6.93%
2023	1.22%	6.54%
2022	1.60%	5.57%
2021	1.32%	4.83%
2020	1.44%	5.07%
2019	1.67%	5.33%
2018	2.10%	5.90%
2017	0.40%	5.49%
2016	0.00%	5.53%
2015	0.00%	5.17%
2014	0.00%	4.33%
2013	0.00%	0.85%