- Issuer
- ETF Issuer
- Inception Date
- Feb 15, 2022
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
JREA.L Performance Chart
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.L) is up 23.5% since the beginning of the year. JREA.L is currently trading at $38 per share.
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Returns By Period
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.L) has returned 23.48% so far this year and 39.13% over the past 12 months.
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc)
- 1D
- -0.40%
- 1M
- -5.46%
- 6M
- 18.37%
- YTD
- 23.48%
- 1Y
- 39.13%
- 3Y*
- 19.71%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
JREA.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 28, 2022, JREA.L's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +18.1%, while the worst month was Sep 2022 at -11.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.
On a daily basis, JREA.L closed higher 52% of trading days. The best single day was Apr 8, 2026 with a return of +6.0%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.62% | 6.68% | -11.19% | 16.20% | 8.75% | -0.25% | -3.92% | 23.48% | |||||
| 2025 | 1.99% | -0.62% | 0.13% | -0.38% | 5.66% | 6.27% | 1.38% | 2.80% | 5.41% | 3.43% | -2.14% | 2.69% | 29.63% |
| 2024 | -4.24% | 2.99% | 2.90% | 0.05% | 1.54% | 4.83% | -0.09% | 1.03% | 7.36% | -4.57% | -0.83% | -1.83% | 8.81% |
| 2023 | 9.82% | -7.33% | 2.75% | -2.47% | -4.32% | 4.76% | 5.33% | -6.49% | -2.54% | -4.27% | 6.82% | 4.08% | 4.45% |
| 2022 | 0.59% | -4.50% | 0.40% | -5.58% | -1.40% | -0.99% | -11.62% | -3.95% | 18.09% | -0.46% | -11.27% |
Benchmark Metrics
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) has an annualized alpha of 4.94%, beta of 0.47, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since March 28, 2022.
- This ETF participated in 83.41% of S&P 500 Index downside but only 73.48% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.47 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.94%
- Beta
- 0.47
- R²
- 0.17
- Upside Capture
- 73.48%
- Downside Capture
- 83.41%
Return for Risk
Risk / Return Rank
JREA.L ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREA.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.35 | +0.96 |
| Martin ratioReturn relative to average drawdown | 10.37 | 10.19 | +0.18 |
Dividends
Dividend History
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 JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active 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 JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) was 28.16%, occurring on Oct 24, 2022. Recovery took 419 trading sessions.
The current JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) drawdown is 7.65%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-28.16%Oct 2022 | 6mo 21d | 1y 8mo | 2y 3moApr 2022 - Jul 2024 | Bear market2022 |
-18.58%Apr 2025 | 6mo 3d | 1mo 27d | 8moOct 2024 - Jun 2025 | 2025 selloff2025 |
-11.77%Mar 2026 | 1mo 3d | 17d | 1mo 20dFeb 2026 - Apr 2026 | — |
-9.85%Aug 2024 | 21d | 1mo 20d | 2mo 11dJul 2024 - Sep 2024 | — |
-8.24%Jul 2026 | 20d | — | 23dJun 2026 - now | — |
Drawdown Indicators
| JREA.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.16% | -56.78% | +28.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -9.10% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | -18.90% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -7.65% | -0.49% | -7.16% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -10.70% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.09% | +1.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with JREA.L
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