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

Performance

CNYA.L vs. JRCE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF USD (Acc) (CNYA.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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Different Trading Currencies

CNYA.L is traded in USD, while JRCE.L is traded in GBp. To make them comparable, the JRCE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CNYA.L achieves a 4.12% return, which is significantly lower than JRCE.L's 10,919.15% return.


CNYA.L

1D
-2.16%
1M
-4.94%
6M
0.97%
YTD
4.12%
1Y
25.16%
3Y*
9.63%
5Y*
-1.29%
10Y*
5.34%

JRCE.L

1D
0.00%
1M
-1.05%
6M
7.30%
YTD
10,919.15%
1Y
33.87%
3Y*
11.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CNYA.L
iShares MSCI China A UCITS ETF USD (Acc)
4.12%26.26%11.19%-14.20%-21.09%
JRCE.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
10,919.15%-98.71%9.53%-13.40%-19.45%

Correlation

The correlation between CNYA.L and JRCE.L is 0.86, 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

0.86

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

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.91

The correlation between CNYA.L and JRCE.L has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

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

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

CNYA.L
CNYA.L Risk / Return Rank: 5353
Overall Rank
CNYA.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CNYA.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
CNYA.L Omega Ratio Rank: 4343
Omega Ratio Rank
CNYA.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
CNYA.L Martin Ratio Rank: 5959
Martin Ratio Rank

JRCE.L
JRCE.L Risk / Return Rank: 4747
Overall Rank
JRCE.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JRCE.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
JRCE.L Omega Ratio Rank: 100100
Omega Ratio Rank
JRCE.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
JRCE.L Martin Ratio Rank: 1313
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF USD (Acc) (CNYA.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.

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.


CNYA.LJRCE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

-262.07

Omega ratioGain probability vs. loss probability

1.24

88.92

-87.69

Calmar ratioReturn relative to maximum drawdown

3.13

0.35

+2.79

Martin ratioReturn relative to average drawdown

8.30

0.79

+7.52

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

The current CNYA.L Sharpe Ratio is 1.29, which is higher than the JRCE.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of CNYA.L and JRCE.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

CNYA.L vs. JRCE.L - Drawdown Comparison

The maximum CNYA.L drawdown since its inception was -52.23%, smaller than the maximum JRCE.L drawdown of -99.18%. Use the drawdown chart below to compare losses from any high point for CNYA.L and JRCE.L.


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Drawdown Indicators


CNYA.LJRCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.23%

-99.18%

+46.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-99.05%

+91.05%

Max Drawdown (3Y)

Largest decline over 3 years

-27.99%

-99.13%

+71.14%

Max Drawdown (5Y)

Largest decline over 5 years

-44.56%

Max Drawdown (10Y)

Largest decline over 10 years

-49.31%

Current Drawdown

Current decline from peak

-17.02%

-4.59%

-12.43%

Average Drawdown

Average peak-to-trough decline

-32.14%

-23.13%

-9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

43.28%

-40.26%

Volatility

CNYA.L vs. JRCE.L - Volatility Comparison

iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) have volatilities of 8.85% and 8.89%, 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


CNYA.LJRCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

8.89%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

654.42%

-639.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

26,048.73%

-26,029.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.90%

12,524.11%

-12,501.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

12,524.11%

-12,501.22%

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

Both CNYA.L and JRCE.L have an expense ratio of 0.40%.


Dividends

CNYA.L vs. JRCE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CNYA.L and JRCE.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CNYA.L and JRCE.L have the same expense ratio: 0.40% per year.

CNYA.L tracks MSCI China A Inclusion Index (Net), while JRCE.L tracks MSCI China A Onshore NR CNY. They also come from different issuers: iShares and JPMorgan.

Portfolio Optimizer

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