IUVF.L vs. JREU.L
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L).
IUVF.L and JREU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUVF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Oct 13, 2016. JREU.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 10, 2018. Both IUVF.L and JREU.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUVF.L or JREU.L.
Key characteristics
| IUVF.L | JREU.L | |
|---|---|---|
| YTD Return | 13.03% | 26.98% |
| 1Y Return | 22.16% | 35.08% |
| 3Y Return (Ann) | 5.88% | 10.53% |
| 5Y Return (Ann) | 7.87% | 16.73% |
| Sharpe Ratio | 1.71 | 3.00 |
| Sortino Ratio | 2.42 | 4.16 |
| Omega Ratio | 1.32 | 1.57 |
| Calmar Ratio | 2.41 | 4.49 |
| Martin Ratio | 5.81 | 19.79 |
| Ulcer Index | 3.63% | 1.76% |
| Daily Std Dev | 12.36% | 11.73% |
| Max Drawdown | -31.83% | -34.56% |
| Current Drawdown | 0.00% | -0.20% |
Correlation
The correlation between IUVF.L and JREU.L is 0.78, 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.
Performance
IUVF.L vs. JREU.L - Performance Comparison
In the year-to-date period, IUVF.L achieves a 13.03% return, which is significantly lower than JREU.L's 26.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUVF.L vs. JREU.L - Expense Ratio Comparison
Both IUVF.L and JREU.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUVF.L vs. JREU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.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.
Dividends
IUVF.L vs. JREU.L - Dividend Comparison
Neither IUVF.L nor JREU.L has paid dividends to shareholders.
Drawdowns
IUVF.L vs. JREU.L - Drawdown Comparison
The maximum IUVF.L drawdown since its inception was -31.83%, smaller than the maximum JREU.L drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for IUVF.L and JREU.L. For additional features, visit the drawdowns tool.
Volatility
IUVF.L vs. JREU.L - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) have volatilities of 3.53% and 3.71%, 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.