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JPMorgan Global Research Enhanced Index Equity UCI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF4G6Y48
IssuerJPMorgan
Inception DateOct 10, 2018
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Expense Ratio

JGRE.L has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for JGRE.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)

Popular comparisons: JGRE.L vs. QQQ, JGRE.L vs. XDEQ.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


70.00%80.00%90.00%100.00%December2024FebruaryMarchAprilMay
101.95%
94.35%
JGRE.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc))
Benchmark (^GSPC)

S&P 500

Returns By Period

JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) had a return of 11.17% year-to-date (YTD) and 24.43% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.17%10.44%
1 month2.53%3.89%
6 months15.10%15.61%
1 year24.43%28.01%
5 years (annualized)13.86%13.29%
10 years (annualized)N/A10.75%

Monthly Returns

The table below presents the monthly returns of JGRE.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.97%4.11%3.68%-2.05%11.17%
20234.21%0.22%0.37%0.29%0.92%3.70%1.98%-0.32%-0.40%-2.99%4.94%4.57%18.59%
2022-6.25%-1.41%5.61%-3.30%-2.03%-4.94%7.30%1.41%-3.65%1.99%0.98%-3.21%-8.13%
2021-0.79%0.86%5.15%3.75%-0.73%3.85%1.37%3.66%-1.76%3.47%2.18%2.92%26.41%
2020-0.29%-6.29%-8.56%8.12%6.28%3.15%-1.29%5.79%0.20%-3.53%8.98%1.62%13.21%
20194.40%2.16%3.17%3.45%-2.01%5.44%5.67%-3.00%1.66%-2.63%3.19%0.67%23.96%
20180.09%0.82%-6.86%-6.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JGRE.L is 90, placing it in the top 10% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JGRE.L is 9090
JGRE.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc))
The Sharpe Ratio Rank of JGRE.L is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of JGRE.L is 8989Sortino Ratio Rank
The Omega Ratio Rank of JGRE.L is 8787Omega Ratio Rank
The Calmar Ratio Rank of JGRE.L is 9696Calmar Ratio Rank
The Martin Ratio Rank of JGRE.L is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JGRE.L
Sharpe ratio
The chart of Sharpe ratio for JGRE.L, currently valued at 2.33, compared to the broader market0.002.004.002.33
Sortino ratio
The chart of Sortino ratio for JGRE.L, currently valued at 3.54, compared to the broader market0.005.0010.003.54
Omega ratio
The chart of Omega ratio for JGRE.L, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for JGRE.L, currently valued at 4.16, compared to the broader market0.005.0010.0015.004.16
Martin ratio
The chart of Martin ratio for JGRE.L, currently valued at 14.60, compared to the broader market0.0020.0040.0060.0080.00100.0014.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.36, compared to the broader market0.002.004.002.36
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.35, compared to the broader market0.005.0010.003.35
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.91, compared to the broader market0.005.0010.0015.001.91
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.98, compared to the broader market0.0020.0040.0060.0080.00100.008.98

Sharpe Ratio

The current JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) Sharpe ratio is 2.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
2.33
1.87
JGRE.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc))
Benchmark (^GSPC)

Dividends

Dividend History


JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.58%
-1.82%
JGRE.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) was 25.31%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) drawdown is 0.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.31%Feb 20, 202023Mar 23, 202096Aug 24, 2020119
-15.26%Dec 10, 2021126Jun 16, 2022160Feb 3, 2023286
-11.19%Dec 4, 201815Dec 24, 201860Mar 21, 201975
-7.37%Feb 6, 202328Mar 15, 202353Jun 5, 202381
-6.86%Oct 14, 202013Oct 30, 20206Nov 9, 202019

Volatility

Volatility Chart

The current JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) volatility is 3.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.44%
3.38%
JGRE.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc))
Benchmark (^GSPC)