JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE)
JREZ.DE is a passive ETF by JPMorgan tracking the investment results of the JP Morgan Eurozone Research Enhanced Index Equity (ESG). JREZ.DE launched on Mar 10, 2022 and has a 0.25% expense ratio.
ETF Info
| ISIN | IE00004PGEY9 |
|---|---|
| WKN | A3DEH3 |
| Issuer | JPMorgan |
| Inception Date | Mar 10, 2022 |
| Category | Europe Equities |
| Leveraged | 1x |
| Index Tracked | JP Morgan Eurozone Research Enhanced Index Equity (ESG) |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
JREZ.DE has an expense ratio of 0.25%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) had a return of 8.75% year-to-date (YTD) and 16.33% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.75% | 17.79% |
| 1 month | 0.49% | 0.18% |
| 6 months | 0.54% | 7.53% |
| 1 year | 16.33% | 26.42% |
| 5 years (annualized) | N/A | 13.48% |
| 10 years (annualized) | N/A | 10.85% |
Monthly Returns
The table below presents the monthly returns of JREZ.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.88% | 3.86% | 3.80% | -1.80% | 2.59% | -2.01% | 0.51% | 1.58% | 8.75% | ||||
| 2023 | 9.50% | 1.53% | 1.01% | 1.67% | -2.03% | 4.05% | 1.83% | -3.43% | -3.36% | -2.89% | 8.17% | 3.49% | 20.23% |
| 2022 | 7.55% | -9.34% | 7.88% | -5.13% | -5.96% | 7.22% | 8.83% | -3.15% | 6.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JREZ.DE is 55, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (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 Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) was 14.86%, occurring on Sep 29, 2022. Recovery took 39 trading sessions.
The current JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) drawdown is 3.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.86% | May 31, 2022 | 88 | Sep 29, 2022 | 39 | Nov 23, 2022 | 127 |
| -10.56% | Jul 31, 2023 | 65 | Oct 27, 2023 | 30 | Dec 8, 2023 | 95 |
| -9.33% | May 16, 2024 | 58 | Aug 5, 2024 | — | — | — |
| -6.38% | Feb 17, 2023 | 19 | Mar 15, 2023 | 19 | Apr 13, 2023 | 38 |
| -4.46% | Dec 14, 2022 | 5 | Dec 20, 2022 | 10 | Jan 4, 2023 | 15 |
Volatility
Volatility Chart
The current JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) volatility is 3.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.