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CM5S.L vs. JRCD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CM5S.L vs. JRCD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L). The values are adjusted to include any dividend payments, if applicable.

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CM5S.L vs. JRCD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CM5S.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc
6.85%42.07%14.29%-14.04%13.69%
JRCD.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
0.77%18.92%11.42%-17.74%4.37%

Returns By Period

In the year-to-date period, CM5S.L achieves a 6.85% return, which is significantly higher than JRCD.L's 0.77% return.


CM5S.L

1D
0.62%
1M
-7.61%
YTD
6.85%
6M
12.92%
1Y
45.78%
3Y*
12.43%
5Y*
10Y*

JRCD.L

1D
-0.07%
1M
-4.44%
YTD
0.77%
6M
2.97%
1Y
22.65%
3Y*
2.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CM5S.L vs. JRCD.L - Expense Ratio Comparison

CM5S.L has a 0.35% expense ratio, which is lower than JRCD.L's 0.40% expense ratio.


Return for Risk

CM5S.L vs. JRCD.L — Risk / Return Rank

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

CM5S.L
CM5S.L Risk / Return Rank: 9090
Overall Rank
CM5S.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CM5S.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
CM5S.L Omega Ratio Rank: 8787
Omega Ratio Rank
CM5S.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CM5S.L Martin Ratio Rank: 9191
Martin Ratio Rank

JRCD.L
JRCD.L Risk / Return Rank: 7373
Overall Rank
JRCD.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JRCD.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
JRCD.L Omega Ratio Rank: 6969
Omega Ratio Rank
JRCD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
JRCD.L Martin Ratio Rank: 6767
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.

CM5S.L vs. JRCD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.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.


CM5S.LJRCD.LDifference

Sharpe ratio

Return per unit of total volatility

2.11

1.45

+0.66

Sortino ratio

Return per unit of downside risk

2.61

1.96

+0.65

Omega ratio

Gain probability vs. loss probability

1.37

1.27

+0.10

Calmar ratio

Return relative to maximum drawdown

3.56

2.64

+0.92

Martin ratio

Return relative to average drawdown

13.50

7.81

+5.69

CM5S.L vs. JRCD.L - Sharpe Ratio Comparison

The current CM5S.L Sharpe Ratio is 2.11, which is higher than the JRCD.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of CM5S.L and JRCD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CM5S.LJRCD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.45

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

-0.01

+0.58

Correlation

The correlation between CM5S.L and JRCD.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CM5S.L vs. JRCD.L - Dividend Comparison

CM5S.L has not paid dividends to shareholders, while JRCD.L's dividend yield for the trailing twelve months is around 1.03%.


Drawdowns

CM5S.L vs. JRCD.L - Drawdown Comparison

The maximum CM5S.L drawdown since its inception was -38.57%, which is greater than JRCD.L's maximum drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for CM5S.L and JRCD.L.


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Drawdown Indicators


CM5S.LJRCD.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-36.64%

-1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-8.57%

-4.36%

Current Drawdown

Current decline from peak

-8.36%

-5.99%

-2.37%

Average Drawdown

Average peak-to-trough decline

-13.90%

-18.28%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.90%

+0.51%

Volatility

CM5S.L vs. JRCD.L - Volatility Comparison

Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) has a higher volatility of 6.99% compared to JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) at 5.14%. This indicates that CM5S.L's price experiences larger fluctuations and is considered to be riskier than JRCD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CM5S.LJRCD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

5.14%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.68%

10.80%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

15.51%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.18%

21.53%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.18%

21.53%

+3.65%