JIRE vs. IMTM

In the year-to-date period, JIRE achieves a 18.12% return, which is significantly lower than IMTM's 19.49% return.

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JIRE has a 0.24% expense ratio, which is lower than IMTM's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and iShares MSCI Intl Momentum Factor ETF (IMTM). 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 JIRE Sharpe Ratio is 0.71, which is comparable to the IMTM Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of JIRE and IMTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JIRE's dividend yield for the trailing twelve months is around 2.56%, more than IMTM's 2.45% yield.

The maximum JIRE drawdown since its inception was -16.11%, smaller than the maximum IMTM drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for JIRE and IMTM.

JPMorgan International Research Enhanced Equity ETF (JIRE) and iShares MSCI Intl Momentum Factor ETF (IMTM) have volatilities of 3.37% and 3.44%, 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.