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CNUA.L vs. JRCE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNUA.L vs. JRCE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L). The values are adjusted to include any dividend payments, if applicable.

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CNUA.L vs. JRCE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CNUA.L
UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc
1.83%22.98%16.55%-16.32%-8.11%
JRCE.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
1.10%19.75%11.38%-17.74%-9.39%

Returns By Period

In the year-to-date period, CNUA.L achieves a 1.83% return, which is significantly higher than JRCE.L's 1.10% return.


CNUA.L

1D
0.37%
1M
-4.10%
YTD
1.83%
6M
4.95%
1Y
27.45%
3Y*
5.84%
5Y*
3.20%
10Y*

JRCE.L

1D
-0.12%
1M
-4.43%
YTD
1.10%
6M
4.02%
1Y
23.80%
3Y*
2.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNUA.L vs. JRCE.L - Expense Ratio Comparison

CNUA.L has a 0.30% expense ratio, which is lower than JRCE.L's 0.40% expense ratio.


Return for Risk

CNUA.L vs. JRCE.L — Risk / Return Rank

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

CNUA.L
CNUA.L Risk / Return Rank: 8383
Overall Rank
CNUA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CNUA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CNUA.L Omega Ratio Rank: 7777
Omega Ratio Rank
CNUA.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CNUA.L Martin Ratio Rank: 8686
Martin Ratio Rank

JRCE.L
JRCE.L Risk / Return Rank: 7676
Overall Rank
JRCE.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JRCE.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
JRCE.L Omega Ratio Rank: 7272
Omega Ratio Rank
JRCE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
JRCE.L Martin Ratio Rank: 7171
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.

CNUA.L vs. JRCE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.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.


CNUA.LJRCE.LDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.53

+0.13

Sortino ratio

Return per unit of downside risk

2.18

2.05

+0.13

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

3.81

2.77

+1.04

Martin ratio

Return relative to average drawdown

11.25

8.19

+3.06

CNUA.L vs. JRCE.L - Sharpe Ratio Comparison

The current CNUA.L Sharpe Ratio is 1.65, which is comparable to the JRCE.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CNUA.L and JRCE.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


CNUA.LJRCE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.53

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.01

+0.34

Correlation

The correlation between CNUA.L and JRCE.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

CNUA.L vs. JRCE.L - Dividend Comparison

Neither CNUA.L nor JRCE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CNUA.L vs. JRCE.L - Drawdown Comparison

The maximum CNUA.L drawdown since its inception was -38.31%, roughly equal to the maximum JRCE.L drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for CNUA.L and JRCE.L.


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Drawdown Indicators


CNUA.LJRCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-36.68%

-1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

-8.58%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-38.31%

Current Drawdown

Current decline from peak

-4.10%

-5.10%

+1.00%

Average Drawdown

Average peak-to-trough decline

-15.30%

-18.24%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.90%

-0.44%

Volatility

CNUA.L vs. JRCE.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.L) is 4.78%, while JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) has a volatility of 5.06%. This indicates that CNUA.L experiences smaller price fluctuations and is considered to be less risky than JRCE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNUA.LJRCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

5.06%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

10.90%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

15.55%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

21.67%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

21.67%

+1.21%