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JMRE.L vs. AINF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMRE.L vs. AINF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) and iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JMRE.L is traded in GBp, while AINF.L is traded in GBP. To make them comparable, the AINF.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JMRE.L achieves a 31.45% return, which is significantly lower than AINF.L's 60.71% return.


JMRE.L

1D
-0.80%
1M
10.96%
YTD
31.45%
6M
33.94%
1Y
62.35%
3Y*
22.02%
5Y*
8.79%
10Y*

AINF.L

1D
0.41%
1M
29.62%
YTD
60.71%
6M
60.51%
1Y
125.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMRE.L vs. AINF.L - Yearly Performance Comparison


Correlation

The correlation between JMRE.L and AINF.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2024

0.74

The correlation between JMRE.L and AINF.L has been stable across timeframes, ranging from 0.74 to 0.74 - a consistent structural relationship.

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Return for Risk

JMRE.L vs. AINF.L — Risk / Return Rank

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

JMRE.L
JMRE.L Risk / Return Rank: 9292
Overall Rank
JMRE.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JMRE.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
JMRE.L Omega Ratio Rank: 9494
Omega Ratio Rank
JMRE.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
JMRE.L Martin Ratio Rank: 9090
Martin Ratio Rank

AINF.L
AINF.L Risk / Return Rank: 9797
Overall Rank
AINF.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AINF.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
AINF.L Omega Ratio Rank: 9696
Omega Ratio Rank
AINF.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
AINF.L Martin Ratio Rank: 9696
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.

JMRE.L vs. AINF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) and iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.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.


JMRE.LAINF.LDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.69

1.80

-0.12

Calmar ratioReturn relative to maximum drawdown

5.90

11.24

-5.34

Martin ratioReturn relative to average drawdown

20.57

38.22

-17.65

JMRE.L vs. AINF.L - Sharpe Ratio Comparison

The current JMRE.L Sharpe Ratio is 3.70, which is lower than the AINF.L Sharpe Ratio of 5.39. The chart below compares the historical Sharpe Ratios of JMRE.L and AINF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JMRE.LAINF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.70

5.39

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

2.62

-2.37

Drawdowns

JMRE.L vs. AINF.L - Drawdown Comparison

The maximum JMRE.L drawdown since its inception was -31.64%, which is greater than AINF.L's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for JMRE.L and AINF.L.


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Drawdown Indicators


JMRE.LAINF.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-28.79%

-2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-11.12%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-23.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.50%

Current Drawdown

Current decline from peak

-0.80%

0.00%

-0.80%

Average Drawdown

Average peak-to-trough decline

-14.76%

-5.04%

-9.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.28%

-0.26%

Volatility

JMRE.L vs. AINF.L - Volatility Comparison

The current volatility for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) is 7.44%, while iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) has a volatility of 8.99%. This indicates that JMRE.L experiences smaller price fluctuations and is considered to be less risky than AINF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMRE.LAINF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

8.99%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

17.42%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

23.24%

-6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.62%

26.50%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

26.50%

-0.35%

Dividends

JMRE.L vs. AINF.L - Dividend Comparison

Neither JMRE.L nor AINF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JMRE.L and AINF.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JMRE.L is categorized as Emerging Markets Equities, while AINF.L is Technology Equities. They also come from different issuers: JPMorgan and iShares.

Portfolio Optimizer

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