JRCD.L vs. IASH.L
Compare and contrast key facts about JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) and iShares MSCI China A UCITS USD (IASH.L).
JRCD.L and IASH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRCD.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Feb 15, 2022. IASH.L is a passively managed fund by iShares that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Apr 8, 2015. Both JRCD.L and IASH.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JRCD.L vs. IASH.L - Performance Comparison
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JRCD.L vs. IASH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRCD.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.77% | 18.92% | 11.42% | -17.74% | -9.39% |
IASH.L iShares MSCI China A UCITS USD | 0.61% | 17.67% | 12.92% | -18.83% | -10.62% |
Returns By Period
In the year-to-date period, JRCD.L achieves a 0.77% return, which is significantly higher than IASH.L's 0.61% return.
JRCD.L
- 1D
- -0.07%
- 1M
- -4.44%
- YTD
- 0.77%
- 6M
- 2.97%
- 1Y
- 22.65%
- 3Y*
- 2.62%
- 5Y*
- —
- 10Y*
- —
IASH.L
- 1D
- 0.49%
- 1M
- -3.98%
- YTD
- 0.61%
- 6M
- 2.64%
- 1Y
- 22.00%
- 3Y*
- 2.27%
- 5Y*
- -0.49%
- 10Y*
- 5.38%
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JRCD.L vs. IASH.L - Expense Ratio Comparison
Both JRCD.L and IASH.L have an expense ratio of 0.40%.
Return for Risk
JRCD.L vs. IASH.L — Risk / Return Rank
JRCD.L
IASH.L
JRCD.L vs. IASH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) and iShares MSCI China A UCITS USD (IASH.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.
| JRCD.L | IASH.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.37 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.86 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 3.34 | -0.70 |
Martin ratioReturn relative to average drawdown | 7.81 | 8.45 | -0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRCD.L | IASH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.37 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.02 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.06 | -0.06 |
Correlation
The correlation between JRCD.L and IASH.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JRCD.L vs. IASH.L - Dividend Comparison
JRCD.L's dividend yield for the trailing twelve months is around 1.03%, while IASH.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRCD.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 1.03% | 1.35% | 1.97% | 1.67% | 1.88% |
IASH.L iShares MSCI China A UCITS USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JRCD.L vs. IASH.L - Drawdown Comparison
The maximum JRCD.L drawdown since its inception was -36.64%, smaller than the maximum IASH.L drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for JRCD.L and IASH.L.
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Drawdown Indicators
| JRCD.L | IASH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -48.39% | +11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -8.84% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.67% | — |
Current DrawdownCurrent decline from peak | -5.99% | -17.38% | +11.39% |
Average DrawdownAverage peak-to-trough decline | -18.28% | -24.91% | +6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.66% | +0.24% |
Volatility
JRCD.L vs. IASH.L - Volatility Comparison
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) has a higher volatility of 5.14% compared to iShares MSCI China A UCITS USD (IASH.L) at 4.88%. This indicates that JRCD.L's price experiences larger fluctuations and is considered to be riskier than IASH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRCD.L | IASH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.88% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 11.24% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 15.99% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 21.26% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.53% | 22.91% | -1.38% |