PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JPMorgan Global Emerging Markets Research Enhanced...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF4G6Z54
WKNA2DWM5
IssuerJPMorgan
Inception DateDec 6, 2018
CategoryEmerging Markets Equities
Leveraged1x
Index TrackedMSCI EM NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JMRE.L features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for JMRE.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: JMRE.L vs. SCHE, JMRE.L vs. EMIM.L, JMRE.L vs. JRZE.L, JMRE.L vs. FRIN.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) 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.


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
1.69%
3.88%
JMRE.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)

Returns By Period

JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) had a return of 3.36% year-to-date (YTD) and 5.35% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.36%17.79%
1 month-3.95%0.18%
6 months1.69%7.53%
1 year5.35%26.42%
5 years (annualized)2.06%13.48%
10 years (annualized)N/A10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.52%3.75%2.97%1.13%-1.14%4.98%-1.26%-1.93%3.36%
20236.15%-5.05%0.68%-3.21%-1.62%2.72%4.75%-4.94%0.75%-3.89%3.60%2.92%2.02%
2022-1.10%-4.36%-0.73%-1.37%-0.25%-2.80%-1.71%4.50%-7.22%-5.92%11.32%-1.82%-12.02%
20213.19%-1.38%-0.26%1.47%-1.06%3.66%-7.02%2.59%-1.09%-0.67%-1.01%0.76%-1.26%
2020-5.83%-1.38%-11.88%5.91%2.73%7.29%1.33%3.96%0.62%2.02%6.93%5.33%16.34%
20195.31%-1.80%3.26%2.34%-3.51%5.31%2.92%-4.41%1.58%-1.58%0.74%5.08%15.61%
2018-24.67%-24.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JMRE.L is 15, indicating that it is in the bottom 15% 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 JMRE.L is 1515
JMRE.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
The Sharpe Ratio Rank of JMRE.L is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of JMRE.L is 1414Sortino Ratio Rank
The Omega Ratio Rank of JMRE.L is 2323Omega Ratio Rank
The Calmar Ratio Rank of JMRE.L is 1515Calmar Ratio Rank
The Martin Ratio Rank of JMRE.L is 1111Martin 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 Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JMRE.L
Sharpe ratio
The chart of Sharpe ratio for JMRE.L, currently valued at 0.10, compared to the broader market0.002.004.000.10
Sortino ratio
The chart of Sortino ratio for JMRE.L, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.0012.000.53
Omega ratio
The chart of Omega ratio for JMRE.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for JMRE.L, currently valued at 0.19, compared to the broader market0.005.0010.0015.000.19
Martin ratio
The chart of Martin ratio for JMRE.L, currently valued at 0.35, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.09

Sharpe Ratio

The current JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) Sharpe ratio is 0.10. 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 Emerging Markets Research Enhanced Index Equity (ESG) 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 Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.10
1.34
JMRE.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)

Dividends

Dividend History


JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) 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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-19.53%
-3.15%
JMRE.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) 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 Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) was 31.64%, occurring on Apr 1, 2020. Recovery took 173 trading sessions.

The current JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) drawdown is 19.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.64%Dec 6, 2018334Apr 1, 2020173Dec 7, 2020507
-29.4%Feb 16, 2021429Oct 28, 2022330Feb 16, 2024759
-22.13%Feb 23, 20248Mar 5, 2024
-5.08%Jan 22, 20216Jan 29, 20216Feb 8, 202112
-2.45%Dec 14, 20209Dec 24, 20202Dec 30, 202011

Volatility

Volatility Chart

The current JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) volatility is 3.33%, 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.


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
3.33%
4.71%
JMRE.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)