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JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) Sharpe Ratio: 0.52

ETF · Currency in GBp · Last updated Jun 26, 2026

JRIE.L is a passive ETF by JPMorgan tracking the investment results of the TOPIX TR JPY. JRIE.L launched on Mar 29, 2022 and has a 0.25% expense ratio.

JRIE.L's Sharpe Ratio of 0.52 indicates that for each unit of volatility, it generates 0.52 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 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.

JRIE.L Sharpe Ratio Rank

JRIE.L Sharpe Ratio Rank: 16.917
Concerning

JRIE.L ranks above 16.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

JRIE.L Sharpe Ratio Market Positioning

The chart shows JRIE.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.87+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)'s Sharpe Ratio with other ETFs in the Japan Equities category across multiple time periods, showing how JRIE.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 Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XDJP.LXtrackers Nikkei 225 UCITS ETF 1D2.99
CNKY.LiShares Nikkei 225 UCITS ETF (Acc)2.95
DXJP.LWisdomTree Japan Equity UCITS ETF GBP Hedged2.89
DXJA.LWisdomTree Japan Equity UCITS ETF USD Hedged Acc2.85
VJPU.LVanguard FTSE Japan UCITS ETF USD Hedged Acc2.77
IJPD.LiShares MSCI Japan USD Hedged UCITS ETF Accumulating2.66
IJPH.LiShares MSCI Japan GBP Hedged UCITS ETF2.60
IJPE.LiShares MSCI Japan EUR Hedged UCITS ETF Accumulating2.51
ISJP.LiShares MSCI Japan Small Cap UCITS ETF (Dist)2.29
DXJG.LWisdomTree Japan Equity UCITS ETF JPY Acc2.24
JRIE.LJPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)0.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JRIE.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 JRIE.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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