CM5S.L vs. JRCD.L
Compare and contrast key facts about 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).
CM5S.L and JRCD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CM5S.L is a passively managed fund by Invesco that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on May 5, 2022. JRCD.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Feb 15, 2022. Both CM5S.L and JRCD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CM5S.L vs. JRCD.L - Performance Comparison
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CM5S.L vs. JRCD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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*
- —
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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
CM5S.L
JRCD.L
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.L | JRCD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 1.45 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.96 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.64 | +0.92 |
Martin ratioReturn relative to average drawdown | 13.50 | 7.81 | +5.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CM5S.L | JRCD.L | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CM5S.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRCD.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 1.03% | 1.35% | 1.97% | 1.67% | 1.88% |
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.L | JRCD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.36% | -5.99% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -13.90% | -18.28% | +4.38% |
Ulcer IndexDepth 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.L | JRCD.L | Difference | |
|---|---|---|---|
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% |