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CNEW.L vs. JREC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNEW.L vs. JREC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck New China UCITS ETF (CNEW.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.

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Returns By Period

In the year-to-date period, CNEW.L achieves a -6.01% return, which is significantly lower than JREC.L's 9.52% return.


CNEW.L

1D
2.09%
1M
-1.23%
6M
-10.84%
YTD
-6.01%
1Y
1.38%
3Y*
1.29%
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)

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


2026 (YTD)2025202420232022
CNEW.L
VanEck New China UCITS ETF
-6.01%23.92%-0.36%-9.27%-19.38%
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 CNEW.L and JREC.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.83

The correlation between CNEW.L and JREC.L has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

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

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

CNEW.L
CNEW.L Risk / Return Rank: 1010
Overall Rank
CNEW.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CNEW.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
CNEW.L Omega Ratio Rank: 1010
Omega Ratio Rank
CNEW.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
CNEW.L Martin Ratio Rank: 1010
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck New China UCITS ETF (CNEW.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.


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

-1.66

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.03

1.31

-0.29

Calmar ratioReturn relative to maximum drawdown

0.08

4.53

-4.44

Martin ratioReturn relative to average drawdown

0.18

12.00

-11.83

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

The current CNEW.L Sharpe Ratio is 0.08, which is lower than the JREC.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of CNEW.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.


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Drawdowns

CNEW.L vs. JREC.L - Drawdown Comparison

The maximum CNEW.L drawdown since its inception was -46.53%, 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 CNEW.L and JREC.L.


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Drawdown Indicators


CNEW.LJREC.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.53%

-37.92%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-7.22%

-9.19%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-27.06%

-0.97%

Current Drawdown

Current decline from peak

-24.46%

-5.30%

-19.16%

Average Drawdown

Average peak-to-trough decline

-26.53%

-18.94%

-7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

2.73%

+5.02%

Volatility

CNEW.L vs. JREC.L - Volatility Comparison

The current volatility for VanEck New China UCITS ETF (CNEW.L) is 5.71%, while JPM China A Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREC.L) has a volatility of 8.90%. This indicates that CNEW.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


CNEW.LJREC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

8.90%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

14.69%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

18.76%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.24%

23.02%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

23.02%

+2.22%

Dividends

CNEW.L vs. JREC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CNEW.L and JREC.L have a correlation of 0.81, 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: VanEck and ETF Issuer.

Portfolio Optimizer

Find the right allocation for CNEW.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.

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