- Issuer
- JPMorgan
- Inception Date
- Oct 7, 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
JREJ.L Performance Chart
JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREJ.L) is up 15.2% since the beginning of the year. JREJ.L is currently trading at $41 per share.
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Returns By Period
JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREJ.L) has returned 15.17% so far this year and 33.48% over the past 12 months.
JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc)
- 1D
- -1.74%
- 1M
- -1.92%
- 6M
- 8.74%
- YTD
- 15.17%
- 1Y
- 33.48%
- 3Y*
- 17.38%
- 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%
JREJ.L Monthly Returns History
Based on dividend-adjusted daily data since Apr 4, 2022, JREJ.L's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +9.8%, while the worst month was Mar 2026 at -11.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JREJ.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 Aug 2, 2024 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.02% | 8.52% | -11.08% | 7.55% | 5.12% | 0.87% | -1.29% | 15.17% | |||||
| 2025 | 2.22% | -0.71% | -0.48% | 3.91% | 4.39% | 2.12% | -1.52% | 5.56% | 2.00% | 4.29% | -0.62% | 1.01% | 24.21% |
| 2024 | 3.81% | 3.78% | 3.36% | -5.26% | 1.42% | 0.31% | 3.90% | 1.51% | -0.76% | -5.39% | 3.06% | -1.57% | 7.80% |
| 2023 | 6.68% | -3.96% | 4.74% | -0.08% | 0.80% | 5.45% | 2.60% | -3.11% | -1.79% | -2.55% | 6.51% | 4.24% | 20.39% |
| 2022 | -6.75% | -0.17% | -8.12% | 6.71% | -3.72% | -8.37% | 1.66% | 9.82% | -0.03% | -10.13% |
Benchmark Metrics
JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) has an annualized alpha of 8.42%, beta of 0.42, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since April 04, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.54%) than losses (78.39%) - 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
- 8.42%
- Beta
- 0.42
- R²
- 0.15
- Upside Capture
- 80.54%
- Downside Capture
- 78.39%
Return for Risk
Risk / Return Rank
JREJ.L ranks 60 for risk / return — better than 60% 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 (acc) (JREJ.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.
| JREJ.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.35 | +0.41 |
| Martin ratioReturn relative to average drawdown | 8.78 | 10.19 | -1.41 |
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 JPMorgan ETFs (Ireland) ICAV - 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 JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) was 20.61%, occurring on Oct 19, 2022. Recovery took 143 trading sessions.
The current JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) drawdown is 5.23%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-20.61%Oct 2022 | 6mo 17d | 7mo | 1y 1moApr 2022 - May 2023 | Bear market2022 |
-14.89%Apr 2025 | 6mo 12d | 29d | 7mo 11dSep 2024 - May 2025 | 2025 selloff2025 |
-12.09%Mar 2026 | 1mo 9d | 2mo 7d | 3mo 16dFeb 2026 - Jun 2026 | — |
-12.01%Aug 2024 | 20d | 17d | 1mo 7dJul 2024 - Aug 2024 | — |
-10.47%Oct 2023 | 4mo 13d | 1mo 27d | 6mo 10dJun 2023 - Dec 2023 | — |
Drawdown Indicators
| JREJ.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.61% | -56.78% | +36.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -9.10% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -18.90% | +4.01% |
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 | -5.23% | -0.49% | -4.74% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -10.70% | +5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.09% | +1.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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