PortfoliosLab logoPortfoliosLab logo
C300.L vs. JREC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C300.L vs. JREC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, C300.L achieves a 12.15% return, which is significantly higher than JREC.L's 9.52% return.


C300.L

1D
0.00%
1M
-1.79%
6M
9.28%
YTD
12.15%
1Y
38.21%
3Y*
15.49%
5Y*
10Y*

JREC.L

1D
-0.77%
1M
-1.91%
6M
6.51%
YTD
9.52%
1Y
32.83%
3Y*
11.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

C300.L vs. JREC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
12.15%33.78%14.79%-11.81%1.72%
JREC.L
JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc)
9.52%28.38%9.65%-13.02%-0.20%

Correlation

The correlation between C300.L and JREC.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.92

The correlation between C300.L and JREC.L has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

C300.L vs. JREC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C300.L
C300.L Risk / Return Rank: 8181
Overall Rank
C300.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
C300.L Omega Ratio Rank: 7272
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
C300.L Martin Ratio Rank: 8787
Martin Ratio Rank

JREC.L
JREC.L Risk / Return Rank: 7474
Overall Rank
JREC.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JREC.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
JREC.L Omega Ratio Rank: 6565
Omega Ratio Rank
JREC.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
JREC.L Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

C300.L vs. JREC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A 300 Swap UCITS ETF Acc (C300.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.


C300.LJREC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.34

1.31

+0.03

Calmar ratioReturn relative to maximum drawdown

5.02

4.53

+0.50

Martin ratioReturn relative to average drawdown

14.57

12.00

+2.57

C300.L vs. JREC.L - Sharpe Ratio Comparison

The current C300.L Sharpe Ratio is 1.94, which is comparable to the JREC.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of C300.L and JREC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

C300.L vs. JREC.L - Drawdown Comparison

The maximum C300.L drawdown since its inception was -31.77%, smaller than the maximum JREC.L drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for C300.L and JREC.L.


Loading charts...

Drawdown Indicators


C300.LJREC.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.77%

-37.92%

+6.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-7.22%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-28.06%

-27.06%

-1.00%

Current Drawdown

Current decline from peak

-4.93%

-5.30%

+0.37%

Average Drawdown

Average peak-to-trough decline

-13.81%

-18.94%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.73%

-0.10%

Volatility

C300.L vs. JREC.L - Volatility Comparison

Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L) have volatilities of 9.15% and 8.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


C300.LJREC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

8.90%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

14.69%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

18.76%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

23.02%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

23.02%

-0.68%

Dividends

C300.L vs. JREC.L - Dividend Comparison

Neither C300.L nor JREC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, C300.L and JREC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: Invesco and ETF Issuer.

Portfolio Optimizer

Find the right allocation for C300.L and JREC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer