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JRCD.L vs. JRCE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRCD.L vs. JRCE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L). The values are adjusted to include any dividend payments, if applicable.

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JRCD.L vs. JRCE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JRCD.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
0.77%18.92%11.42%-17.74%-9.39%
JRCE.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
1.10%19.75%11.38%-17.74%-9.39%

Returns By Period

In the year-to-date period, JRCD.L achieves a 0.77% return, which is significantly lower than JRCE.L's 1.10% return.


JRCD.L

1D
-0.07%
1M
-4.44%
YTD
0.77%
6M
2.97%
1Y
22.65%
3Y*
2.62%
5Y*
10Y*

JRCE.L

1D
-0.12%
1M
-4.43%
YTD
1.10%
6M
4.02%
1Y
23.80%
3Y*
2.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRCD.L vs. JRCE.L - Expense Ratio Comparison

Both JRCD.L and JRCE.L have an expense ratio of 0.40%.


Return for Risk

JRCD.L vs. JRCE.L — Risk / Return Rank

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

JRCD.L
JRCD.L Risk / Return Rank: 7373
Overall Rank
JRCD.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JRCD.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
JRCD.L Omega Ratio Rank: 6969
Omega Ratio Rank
JRCD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
JRCD.L Martin Ratio Rank: 6767
Martin Ratio Rank

JRCE.L
JRCE.L Risk / Return Rank: 7676
Overall Rank
JRCE.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JRCE.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
JRCE.L Omega Ratio Rank: 7272
Omega Ratio Rank
JRCE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
JRCE.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.

JRCD.L vs. JRCE.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 JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.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.LJRCE.LDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.53

-0.07

Sortino ratio

Return per unit of downside risk

1.96

2.05

-0.09

Omega ratio

Gain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratio

Return relative to maximum drawdown

2.64

2.77

-0.13

Martin ratio

Return relative to average drawdown

7.81

8.19

-0.39

JRCD.L vs. JRCE.L - Sharpe Ratio Comparison

The current JRCD.L Sharpe Ratio is 1.45, which is comparable to the JRCE.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of JRCD.L and JRCE.L, 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


JRCD.LJRCE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.53

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.01

-0.01

Correlation

The correlation between JRCD.L and JRCE.L is 0.98, 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. JRCE.L - Dividend Comparison

JRCD.L's dividend yield for the trailing twelve months is around 1.03%, while JRCE.L has not paid dividends to shareholders.


Drawdowns

JRCD.L vs. JRCE.L - Drawdown Comparison

The maximum JRCD.L drawdown since its inception was -36.64%, roughly equal to the maximum JRCE.L drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for JRCD.L and JRCE.L.


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Drawdown Indicators


JRCD.LJRCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.64%

-36.68%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-8.58%

+0.01%

Current Drawdown

Current decline from peak

-5.99%

-5.10%

-0.89%

Average Drawdown

Average peak-to-trough decline

-18.28%

-18.24%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.90%

0.00%

Volatility

JRCD.L vs. JRCE.L - Volatility Comparison

JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) have volatilities of 5.14% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRCD.LJRCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

5.06%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

10.90%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

15.55%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

21.67%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

21.67%

-0.14%