- Issuer
- ETF Issuer
- Inception Date
- Feb 15, 2022
- Category
- China Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
JREC.L Performance Chart
JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L) is up 9.5% since the beginning of the year. JREC.L is currently trading at $27 per share.
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Returns By Period
JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L) has returned 9.52% so far this year and 32.83% over the past 12 months.
JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc)
- 1D
- -0.77%
- 1M
- -1.91%
- 6M
- 6.51%
- YTD
- 9.52%
- 1Y
- 32.83%
- 3Y*
- 11.15%
- 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%
JREC.L Monthly Returns History
Based on dividend-adjusted daily data since Feb 15, 2022, JREC.L's average daily return is +0.02%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.
Historically, 48% of months were positive and 52% were negative. The best month was Sep 2024 with a return of +19.8%, while the worst month was Mar 2022 at -10.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.
On a daily basis, JREC.L closed higher 47% of trading days. The best single day was Mar 16, 2022 with a return of +9.4%, while the worst single day was Oct 8, 2024 at -8.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.59% | 1.79% | -5.81% | 9.06% | 2.35% | 3.02% | -4.10% | 9.52% | |||||
| 2025 | -0.62% | 1.04% | 0.26% | -3.60% | 2.72% | 3.79% | 4.05% | 11.74% | 3.53% | 0.67% | -1.57% | 4.03% | 28.38% |
| 2024 | -7.21% | 8.51% | 0.85% | 3.36% | -1.68% | -3.41% | -0.46% | -1.83% | 19.77% | -3.80% | -0.76% | -1.53% | 9.65% |
| 2023 | 10.23% | -5.10% | -0.28% | -0.51% | -3.71% | -1.45% | 3.16% | -7.83% | -1.42% | -5.03% | 0.39% | -1.18% | -13.02% |
| 2022 | 1.40% | -10.21% | -8.69% | 2.65% | 9.87% | -8.32% | -3.36% | -8.55% | -8.43% | 13.87% | 1.61% | -19.50% |
Benchmark Metrics
JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) has an annualized alpha of -0.15%, beta of 0.22, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since February 15, 2022.
- This ETF participated in 46.43% of S&P 500 Index downside but only 20.85% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.22 may look defensive, but with R2 of 0.03 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 0.03 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
- -0.15%
- Beta
- 0.22
- R²
- 0.03
- Upside Capture
- 20.85%
- Downside Capture
- 46.43%
Return for Risk
Risk / Return Rank
JREC.L ranks 74 for risk / return — better than 74% 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 China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.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.
| JREC.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 2.35 | +2.18 |
| Martin ratioReturn relative to average drawdown | 12.00 | 10.19 | +1.81 |
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 China A 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 China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) was 37.92%, occurring on Feb 2, 2024. Recovery took 485 trading sessions.
The current JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) drawdown is 5.30%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.92%Feb 2024 | 1y 11mo | 1y 11mo | 3y 10moMar 2022 - Jan 2026 | — |
-7.22%Jul 2026 | 20d | — | 23dJun 2026 - now | — |
-7.12%Mar 2026 | 28d | 19d | 1mo 17dFeb 2026 - Apr 2026 | — |
-6.63%Jun 2026 | 25d | 14d | 1mo 9dMay 2026 - Jun 2026 | — |
-3.02%Feb 2022 | 3d | 4d | 7dFeb 2022 - Feb 2022 | Bear market2022 |
Drawdown Indicators
| JREC.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.92% | -56.78% | +18.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -9.10% | +1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -27.06% | -18.90% | -8.16% |
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 | -5.30% | -0.49% | -4.81% |
Average DrawdownAverage peak-to-trough decline | -18.94% | -10.70% | -8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.09% | +0.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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