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JIRE vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIRE vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Research Enhanced Equity ETF (JIRE) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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JIRE vs. JPLD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JIRE achieves a 1.15% return, which is significantly higher than JPLD's 0.38% return.


JIRE

1D
3.19%
1M
-8.21%
YTD
1.15%
6M
6.09%
1Y
22.44%
3Y*
14.48%
5Y*
10Y*

JPLD

1D
-0.08%
1M
-0.74%
YTD
0.38%
6M
1.58%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIRE vs. JPLD - Expense Ratio Comparison

Both JIRE and JPLD have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

JIRE vs. JPLD — Risk / Return Rank

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

JIRE
JIRE Risk / Return Rank: 7171
Overall Rank
JIRE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JIRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JIRE Omega Ratio Rank: 7070
Omega Ratio Rank
JIRE Calmar Ratio Rank: 7272
Calmar Ratio Rank
JIRE Martin Ratio Rank: 7070
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9797
Overall Rank
JPLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
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.

JIRE vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.


JIREJPLDDifference

Sharpe ratio

Return per unit of total volatility

1.27

2.63

-1.36

Sortino ratio

Return per unit of downside risk

1.79

4.05

-2.26

Omega ratio

Gain probability vs. loss probability

1.25

1.55

-0.30

Calmar ratio

Return relative to maximum drawdown

1.80

4.03

-2.23

Martin ratio

Return relative to average drawdown

6.92

19.92

-13.00

JIRE vs. JPLD - Sharpe Ratio Comparison

The current JIRE Sharpe Ratio is 1.27, which is lower than the JPLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of JIRE and JPLD, 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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Sharpe Ratios by Period


JIREJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.63

-1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

3.28

-2.30

Correlation

The correlation between JIRE and JPLD is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JIRE vs. JPLD - Dividend Comparison

JIRE's dividend yield for the trailing twelve months is around 2.96%, less than JPLD's 4.22% yield.


Drawdowns

JIRE vs. JPLD - Drawdown Comparison

The maximum JIRE drawdown since its inception was -16.11%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for JIRE and JPLD.


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Drawdown Indicators


JIREJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-1.17%

-14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-1.17%

-10.60%

Current Drawdown

Current decline from peak

-8.47%

-0.74%

-7.73%

Average Drawdown

Average peak-to-trough decline

-3.01%

-0.14%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

0.24%

+2.82%

Volatility

JIRE vs. JPLD - Volatility Comparison

JPMorgan International Research Enhanced Equity ETF (JIRE) has a higher volatility of 7.96% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that JIRE's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIREJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

0.54%

+7.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

0.99%

+10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

1.79%

+16.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

1.86%

+14.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

1.86%

+14.28%