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

ETF Info

ISIN

IE00BF4G6Y48

Issuer

JPMorgan

Inception Date

Oct 10, 2018

Leveraged

1x

Index Tracked

MSCI ACWI NR USD

Asset Class

Equity

Expense Ratio

JGRE.L has an expense ratio of 0.25%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) returned -3.86% year-to-date (YTD) and 4.73% over the past 12 months.


JGRE.L

YTD

-3.86%

1M

5.74%

6M

-5.41%

1Y

4.73%

3Y*

10.94%

5Y*

12.63%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*Annualized

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
20254.32%-3.53%-6.83%-2.52%5.19%-3.86%
20241.97%4.11%3.68%-2.05%1.36%4.37%-0.63%-0.43%0.10%2.51%5.34%-1.11%20.63%
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%
2022-5.89%-1.41%5.61%-3.30%-2.03%-4.94%7.30%1.41%-3.72%2.07%0.98%-3.21%-7.77%
2021-0.79%0.86%5.15%3.75%-0.73%3.85%1.37%3.66%-1.76%3.47%2.18%2.52%25.92%
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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JGRE.L is 36, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JGRE.L is 3636
Overall Rank
The Sharpe Ratio Rank of JGRE.L is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of JGRE.L is 3636
Sortino Ratio Rank
The Omega Ratio Rank of JGRE.L is 3737
Omega Ratio Rank
The Calmar Ratio Rank of JGRE.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of JGRE.L is 3636
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 0.31
  • 5-Year: 0.90
  • All Time: 0.77

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 8.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.31%Feb 20, 202023Mar 23, 202096Aug 24, 2020119
-18.49%Jan 24, 202554Apr 9, 2025
-15.26%Dec 10, 2021127Jun 16, 2022161Feb 3, 2023288
-11.19%Dec 4, 201815Dec 24, 201860Mar 21, 201975
-7.37%Feb 6, 202328Mar 15, 202353Jun 5, 202381
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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