PortfoliosLab logoPortfoliosLab logo
FRCH.L vs. JRCD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRCH.L vs. JRCD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE China UCITS ETF (FRCH.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.

Loading graphics...

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


2026 (YTD)2025202420232022
FRCH.L
Franklin FTSE China UCITS ETF
-4.52%23.22%21.12%-17.46%-9.69%
JRCD.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
0.77%18.92%11.42%-17.74%-9.39%
Different Trading Currencies

FRCH.L is traded in GBP, while JRCD.L is traded in GBp. To make them comparable, the JRCD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRCH.L achieves a -4.52% return, which is significantly lower than JRCD.L's 0.77% return.


FRCH.L

1D
0.72%
1M
-3.46%
YTD
-4.52%
6M
-11.49%
1Y
4.35%
3Y*
4.94%
5Y*
-4.09%
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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

FRCH.L has a 0.19% expense ratio, which is lower than JRCD.L's 0.40% expense ratio.


Return for Risk

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

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

FRCH.L
FRCH.L Risk / Return Rank: 1717
Overall Rank
FRCH.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FRCH.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FRCH.L Omega Ratio Rank: 1616
Omega Ratio Rank
FRCH.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
FRCH.L Martin Ratio Rank: 1818
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.

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

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China UCITS ETF (FRCH.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.


FRCH.LJRCD.LDifference

Sharpe ratio

Return per unit of total volatility

0.22

1.45

-1.24

Sortino ratio

Return per unit of downside risk

0.42

1.96

-1.53

Omega ratio

Gain probability vs. loss probability

1.05

1.27

-0.22

Calmar ratio

Return relative to maximum drawdown

0.38

2.64

-2.27

Martin ratio

Return relative to average drawdown

0.95

7.81

-6.86

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

The current FRCH.L Sharpe Ratio is 0.22, which is lower than the JRCD.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FRCH.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.


Loading graphics...

Sharpe Ratios by Period


FRCH.LJRCD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

1.45

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.01

-0.03

Correlation

The correlation between FRCH.L and JRCD.L is 0.74, 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

FRCH.L vs. JRCD.L - Dividend Comparison

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


TTM2025202420232022
FRCH.L
Franklin FTSE China UCITS ETF
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

FRCH.L vs. JRCD.L - Drawdown Comparison

The maximum FRCH.L drawdown since its inception was -56.27%, 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 FRCH.L and JRCD.L.


Loading graphics...

Drawdown Indicators


FRCH.LJRCD.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.27%

-36.64%

-19.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-8.57%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-49.50%

Current Drawdown

Current decline from peak

-30.18%

-5.99%

-24.19%

Average Drawdown

Average peak-to-trough decline

-29.71%

-18.28%

-11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

2.90%

+3.02%

Volatility

FRCH.L vs. JRCD.L - Volatility Comparison

Franklin FTSE China UCITS ETF (FRCH.L) has a higher volatility of 5.81% compared to JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) at 5.14%. This indicates that FRCH.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.


Loading graphics...

Volatility by Period


FRCH.LJRCD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

5.14%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

10.80%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

15.51%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.61%

21.53%

+11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.39%

21.53%

+9.86%