C300.L vs. JREC.L
C300.L (Invesco S&P China A 300 Swap UCITS ETF Acc) and JREC.L (JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc)) are both China Equities funds. C300.L is passively managed, while JREC.L is actively managed. Over the past 3 years, C300.L returned 15.49%/yr vs 11.15%/yr for JREC.L. Their correlation of 0.92 suggests significant overlap in exposure.
Performance
C300.L vs. JREC.L - Performance Comparison
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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*
- —
C300.L vs. JREC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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.
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Return for Risk
C300.L vs. JREC.L — Risk / Return Rank
C300.L
JREC.L
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.L | JREC.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| C300.L | JREC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.93% | -5.30% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -18.94% | +5.13% |
Ulcer IndexDepth 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.
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Volatility by Period
| C300.L | JREC.L | Difference | |
|---|---|---|---|
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.
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.
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