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JPCT.L vs. JREA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPCT.L vs. JREA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) and JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPCT.L achieves a 7.02% return, which is significantly lower than JREA.L's 23.48% return.


JPCT.L

1D
0.13%
1M
0.13%
6M
6.06%
YTD
7.02%
1Y
17.84%
3Y*
16.69%
5Y*
10.27%
10Y*

JREA.L

1D
-0.40%
1M
-5.46%
6M
18.37%
YTD
23.48%
1Y
39.13%
3Y*
19.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPCT.L vs. JREA.L - Yearly Performance Comparison


Correlation

The correlation between JPCT.L and JREA.L is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2022

0.68

The correlation between JPCT.L and JREA.L has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

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Return for Risk

JPCT.L vs. JREA.L — Risk / Return Rank

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

JPCT.L
JPCT.L Risk / Return Rank: 4747
Overall Rank
JPCT.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JPCT.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
JPCT.L Omega Ratio Rank: 4646
Omega Ratio Rank
JPCT.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
JPCT.L Martin Ratio Rank: 5353
Martin Ratio Rank

JREA.L
JREA.L Risk / Return Rank: 7272
Overall Rank
JREA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JREA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
JREA.L Omega Ratio Rank: 7272
Omega Ratio Rank
JREA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
JREA.L Martin Ratio Rank: 7171
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.

JPCT.L vs. JREA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) and JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.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.

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.


JPCT.LJREA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.71

3.31

-1.59

Martin ratioReturn relative to average drawdown

7.26

10.37

-3.11

JPCT.L vs. JREA.L - Sharpe Ratio Comparison

The current JPCT.L Sharpe Ratio is 1.34, which is comparable to the JREA.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of JPCT.L and JREA.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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Drawdowns

JPCT.L vs. JREA.L - Drawdown Comparison

The maximum JPCT.L drawdown since its inception was -26.59%, smaller than the maximum JREA.L drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for JPCT.L and JREA.L.


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Drawdown Indicators


JPCT.LJREA.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.59%

-28.16%

+1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-11.77%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-17.82%

-18.58%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

Current Drawdown

Current decline from peak

-0.02%

-7.65%

+7.63%

Average Drawdown

Average peak-to-trough decline

-5.34%

-8.39%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

3.76%

-1.33%

Volatility

JPCT.L vs. JREA.L - Volatility Comparison

The current volatility for JPM Carbon Transition Global Equity (CTB) UCITS ETF - USD (acc) (JPCT.L) is 3.11%, while JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc) (JREA.L) has a volatility of 9.04%. This indicates that JPCT.L experiences smaller price fluctuations and is considered to be less risky than JREA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPCT.LJREA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

9.04%

-5.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.69%

19.03%

-8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

21.16%

-8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

19.58%

-3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

19.58%

-4.24%

Dividends

JPCT.L vs. JREA.L - Dividend Comparison

Neither JPCT.L nor JREA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPCT.L and JREA.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPCT.L is categorized as Global Equities, while JREA.L is Japan Equities.

Portfolio Optimizer

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