ASIU.L vs. JREC.L
ASIU.L (Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc) and JREC.L (JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc)) are both China Equities funds. ASIU.L is passively managed, while JREC.L is actively managed. Over the past 3 years, ASIU.L returned 7.53%/yr vs 11.15%/yr for JREC.L. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
ASIU.L vs. JREC.L - Performance Comparison
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Returns By Period
In the year-to-date period, ASIU.L achieves a -7.83% return, which is significantly lower than JREC.L's 9.52% return.
ASIU.L
- 1D
- 2.40%
- 1M
- 0.10%
- 6M
- -12.77%
- YTD
- -7.83%
- 1Y
- 0.52%
- 3Y*
- 7.53%
- 5Y*
- -5.91%
- 10Y*
- —
JREC.L
- 1D
- -0.77%
- 1M
- -1.91%
- 6M
- 6.51%
- YTD
- 9.52%
- 1Y
- 32.83%
- 3Y*
- 11.15%
- 5Y*
- —
- 10Y*
- —
ASIU.L vs. JREC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ASIU.L Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc | -7.83% | 37.10% | 12.45% | -13.19% | -25.08% |
JREC.L JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) | 9.52% | 28.38% | 9.65% | -13.02% | -19.50% |
Correlation
The correlation between ASIU.L and JREC.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022 | 0.67 |
The correlation between ASIU.L and JREC.L has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
ASIU.L vs. JREC.L — Risk / Return Rank
ASIU.L
JREC.L
ASIU.L vs. JREC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) and JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ASIU.L | JREC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.31 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 4.53 | -4.50 |
| Martin ratioReturn relative to average drawdown | 0.05 | 12.00 | -11.96 |
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Drawdowns
ASIU.L vs. JREC.L - Drawdown Comparison
The maximum ASIU.L drawdown since its inception was -63.09%, which is greater than JREC.L's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for ASIU.L and JREC.L.
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Drawdown Indicators
| ASIU.L | JREC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.09% | -37.92% | -25.17% |
Max Drawdown (1Y)Largest decline over 1 year | -24.24% | -7.22% | -17.02% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -27.06% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -56.00% | — | — |
Current DrawdownCurrent decline from peak | -38.13% | -5.30% | -32.83% |
Average DrawdownAverage peak-to-trough decline | -32.79% | -18.94% | -13.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.44% | 2.73% | +8.71% |
Volatility
ASIU.L vs. JREC.L - Volatility Comparison
The current volatility for Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) is 6.34%, while JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L) has a volatility of 8.90%. This indicates that ASIU.L experiences smaller price fluctuations and is considered to be less risky than JREC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASIU.L | JREC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 8.90% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.11% | 14.69% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.82% | 18.76% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.64% | 23.02% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.16% | 23.02% | +5.14% |
Dividends
ASIU.L vs. JREC.L - Dividend Comparison
Neither ASIU.L nor JREC.L has paid dividends to shareholders.
Frequently Asked Questions
ASIU.L and JREC.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Amundi and ETF Issuer.
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