- Issuer
- JPMorgan
- Inception Date
- Oct 7, 2022
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
JREI.L Performance Chart
JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JREI.L) is up 18.0% since the beginning of the year. JREI.L is currently trading at $39 per share.
Loading charts...
Returns By Period
JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JREI.L) has returned 17.97% so far this year and 36.72% over the past 12 months.
JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist)
- 1D
- 1.14%
- 1M
- 0.54%
- 6M
- 11.38%
- YTD
- 17.97%
- 1Y
- 36.72%
- 3Y*
- 18.23%
- 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%
JREI.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 29, 2022, JREI.L's average daily return is +0.06%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +9.9%, while the worst month was Mar 2026 at -10.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JREI.L closed higher 51% of trading days. The best single day was Apr 8, 2026 with a return of +6.0%, while the worst single day was Aug 2, 2024 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.03% | 8.53% | -10.87% | 7.25% | 5.06% | 0.89% | 1.16% | 17.97% | |||||
| 2025 | 2.10% | -0.75% | -0.54% | 4.26% | 4.32% | 2.02% | -1.48% | 5.54% | 2.00% | 4.25% | -0.63% | 1.06% | 24.16% |
| 2024 | 3.82% | 3.41% | 3.73% | -5.03% | 1.15% | 0.33% | 3.88% | 1.51% | -0.55% | -5.57% | 3.08% | -1.48% | 7.95% |
| 2023 | 6.40% | -3.96% | 4.76% | -0.09% | 0.78% | 5.45% | 2.61% | -3.14% | -1.76% | -2.54% | 6.51% | 4.21% | 20.04% |
| 2022 | -0.36% | -7.58% | 0.04% | -8.02% | 6.49% | -3.77% | -8.29% | 1.59% | 9.89% | 0.23% | -10.89% |
Benchmark Metrics
JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) has an annualized alpha of 7.98%, beta of 0.42, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since March 29, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.08%) than losses (79.29%) - typical of diversified or defensive assets.
- Beta of 0.42 may look defensive, but with R2 of 0.15 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 0.15 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
- 7.98%
- Beta
- 0.42
- R²
- 0.15
- Upside Capture
- 80.08%
- Downside Capture
- 79.29%
Return for Risk
Risk / Return Rank
JREI.L ranks 65 for risk / return — better than 65% 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 JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JREI.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.
| JREI.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 2.35 | +0.54 |
| Martin ratioReturn relative to average drawdown | 9.37 | 10.19 | -0.82 |
Dividends
Dividend History
JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) provided a 1.46% dividend yield over the last twelve months, with an annual payout of $0.57 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.57 | $0.59 | $0.43 | $0.43 | $0.44 |
Dividend yield | 1.46% | 1.76% | 1.58% | 1.66% | 2.01% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.01 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.02 | $0.27 | |||||
| 2025 | $0.02 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.59 |
| 2024 | $0.02 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.43 |
| 2023 | $0.02 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.43 |
| 2022 | $0.27 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.44 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist). 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 ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) was 21.64%, occurring on Oct 19, 2022. Recovery took 154 trading sessions.
The current JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) drawdown is 2.92%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.64%Oct 2022 | 6mo 22d | 7mo 16d | 1y 2moMar 2022 - Jun 2023 | Bear market2022 |
-14.85%Apr 2025 | 6mo 12d | 29d | 7mo 11dSep 2024 - May 2025 | 2025 selloff2025 |
-12.26%Mar 2026 | 1mo 9d | 2mo 7d | 3mo 16dFeb 2026 - Jun 2026 | — |
-12.04%Aug 2024 | 20d | 17d | 1mo 7dJul 2024 - Aug 2024 | — |
-10.47%Oct 2023 | 4mo 13d | 1mo 27d | 6mo 10dJun 2023 - Dec 2023 | — |
Drawdown Indicators
| JREI.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -56.78% | +35.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -9.10% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -18.90% | +4.05% |
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 | -2.92% | -0.49% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -10.70% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.09% | +1.70% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with JREI.L
Add JPMorgan ETFs (Ireland) ICAV- Japan Research Enhanced Index Equity Active UCITS ETF - USD (dist) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with JREI.L