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JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L) Sharpe Ratio: 1.74

ETF · Currency in USD · Last updated Jul 16, 2026

JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) provides exchange-traded exposure to its stated investment strategy.

JREC.L's Sharpe Ratio of 1.74 indicates that for each unit of volatility, it generates 1.74 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JREC.L Sharpe Ratio Rank

JREC.L Sharpe Ratio Rank: 66.667
Above Average

JREC.L ranks above 66.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

JREC.L Sharpe Ratio Market Positioning

The chart shows JREC.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.41+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc)'s Sharpe Ratio with other ETFs in the China Equities category across multiple time periods, showing how JREC.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLQA.LFranklin FTSE Asia ex China ex Japan UCITS ETF2.06
C300.LInvesco S&P China A 300 Swap UCITS ETF Acc1.94
CNUA.LUBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc1.93
XCNA.LXtrackers MSCI China A ESG Screened Swap UCITS ETF 1C1.87
XCHA.LXtrackers CSI 300 Swap UCITS ETF 1C1.80
JREC.LJPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc)1.74
RQFI.LXtrackers Harvest CSI 300 UCITS ETF 1D1.65
HMCA.LHSBC MSCI CHINA A UCITS ETF1.54
XX25.LXtrackers FTSE China 50 UCITS ETF 1C1.52
CNAL.LLyxor Fortune SG UCITS MSCI China A DR1.51

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JREC.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JREC.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does JREC.L fit in your portfolio?

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