JMHLY vs. URTH
JMHLY (Jardine Matheson Holdings Ltd PK) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, JMHLY returned 5.18%/yr vs 13.44%/yr for URTH. At a 0.18 correlation, their price movements are largely independent.
Performance
JMHLY vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, JMHLY achieves a -6.14% return, which is significantly lower than URTH's 8.07% return. Over the past 10 years, JMHLY has underperformed URTH with an annualized return of 5.18%, while URTH has yielded a comparatively higher 13.44% annualized return.
JMHLY
- 1D
- 1.00%
- 1M
- -11.90%
- YTD
- -6.14%
- 6M
- -4.48%
- 1Y
- 42.63%
- 3Y*
- 12.78%
- 5Y*
- 4.10%
- 10Y*
- 5.18%
URTH
- 1D
- -1.45%
- 1M
- -0.88%
- YTD
- 8.07%
- 6M
- 7.24%
- 1Y
- 23.04%
- 3Y*
- 19.67%
- 5Y*
- 11.29%
- 10Y*
- 13.44%
JMHLY vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMHLY Jardine Matheson Holdings Ltd PK | -6.14% | 75.14% | 5.58% | -14.91% | -4.53% | 0.90% | 5.44% | -17.89% | 16.46% | 12.65% |
URTH iShares MSCI World ETF | 8.07% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between JMHLY and URTH is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2012 | 0.18 |
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Return for Risk
JMHLY vs. URTH — Risk / Return Rank
JMHLY
URTH
JMHLY vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jardine Matheson Holdings Ltd PK (JMHLY) and iShares MSCI World ETF (URTH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JMHLY | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.55 | -0.79 |
| Martin ratioReturn relative to average drawdown | 5.37 | 11.29 | -5.91 |
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Drawdowns
JMHLY vs. URTH - Drawdown Comparison
The maximum JMHLY drawdown since its inception was -57.39%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for JMHLY and URTH.
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Drawdown Indicators
| JMHLY | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -34.01% | -23.38% |
Max Drawdown (1Y)Largest decline over 1 year | -24.21% | -9.06% | -15.15% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -16.94% | -13.41% |
Max Drawdown (5Y)Largest decline over 5 years | -39.41% | -26.05% | -13.36% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -34.01% | -9.94% |
Current DrawdownCurrent decline from peak | -22.05% | -2.63% | -19.42% |
Average DrawdownAverage peak-to-trough decline | -15.01% | -4.36% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.96% | 2.05% | +5.91% |
Volatility
JMHLY vs. URTH - Volatility Comparison
Jardine Matheson Holdings Ltd PK (JMHLY) has a higher volatility of 12.11% compared to iShares MSCI World ETF (URTH) at 4.71%. This indicates that JMHLY's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMHLY | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 4.71% | +7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 10.26% | +15.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 12.66% | +20.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.00% | 16.28% | +9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.94% | 17.20% | +8.74% |
Dividends
JMHLY vs. URTH - Dividend Comparison
JMHLY's dividend yield for the trailing twelve months is around 3.75%, more than URTH's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMHLY Jardine Matheson Holdings Ltd PK | 3.75% | 3.29% | 5.49% | 5.34% | 4.16% | 2.93% | 2.97% | 2.93% | 2.20% | 3.03% | 2.44% | 2.81% |
URTH iShares MSCI World ETF | 1.42% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
JMHLY and URTH have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMHLY has higher volatility (12.11%) compared to URTH (4.71%). In terms of maximum drawdown, JMHLY dropped -57.39% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.83 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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