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JGRE.L vs. JURE.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

JGRE.L vs. JURE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JGRE.L:

0.39

JURE.L:

0.30

Sortino Ratio

JGRE.L:

0.62

JURE.L:

0.51

Omega Ratio

JGRE.L:

1.09

JURE.L:

1.07

Calmar Ratio

JGRE.L:

0.31

JURE.L:

0.23

Martin Ratio

JGRE.L:

0.97

JURE.L:

0.62

Ulcer Index

JGRE.L:

5.95%

JURE.L:

7.82%

Daily Std Dev

JGRE.L:

15.12%

JURE.L:

17.23%

Max Drawdown

JGRE.L:

-25.31%

JURE.L:

-26.13%

Current Drawdown

JGRE.L:

-4.69%

JURE.L:

-7.43%

Returns By Period

In the year-to-date period, JGRE.L achieves a -0.15% return, which is significantly higher than JURE.L's -3.35% return.


JGRE.L

YTD
-0.15%
1M
2.53%
6M
-1.83%
1Y
5.94%
3Y*
12.95%
5Y*
13.05%
10Y*
N/A

JURE.L

YTD
-3.35%
1M
3.44%
6M
-4.93%
1Y
5.12%
3Y*
13.64%
5Y*
14.62%
10Y*
N/A
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGRE.L vs. JURE.L - Expense Ratio Comparison

JGRE.L has a 0.25% expense ratio, which is higher than JURE.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JGRE.L vs. JURE.L — Risk-Adjusted Performance Rank

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

JGRE.L
The Risk-Adjusted Performance Rank of JGRE.L is 3131
Overall Rank
The Sharpe Ratio Rank of JGRE.L is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JGRE.L is 3030
Sortino Ratio Rank
The Omega Ratio Rank of JGRE.L is 3131
Omega Ratio Rank
The Calmar Ratio Rank of JGRE.L is 3333
Calmar Ratio Rank
The Martin Ratio Rank of JGRE.L is 3030
Martin Ratio Rank

JURE.L
The Risk-Adjusted Performance Rank of JURE.L is 2626
Overall Rank
The Sharpe Ratio Rank of JURE.L is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of JURE.L is 2525
Sortino Ratio Rank
The Omega Ratio Rank of JURE.L is 2525
Omega Ratio Rank
The Calmar Ratio Rank of JURE.L is 2727
Calmar Ratio Rank
The Martin Ratio Rank of JURE.L is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGRE.L vs. JURE.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.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.


The current JGRE.L Sharpe Ratio is 0.39, which is higher than the JURE.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of JGRE.L and JURE.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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between JGRE.L and JURE.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JGRE.L vs. JURE.L - Dividend Comparison

Neither JGRE.L nor JURE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JGRE.L vs. JURE.L - Drawdown Comparison

The maximum JGRE.L drawdown since its inception was -25.31%, roughly equal to the maximum JURE.L drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for JGRE.L and JURE.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JGRE.L vs. JURE.L - Volatility Comparison

JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) have volatilities of 2.38% and 2.38%, 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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