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

Performance

JRCE.L vs. CNYA.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 (acc) (JRCE.L) and iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JRCE.L is traded in GBp, while CNYA.L is traded in USD. To make them comparable, the CNYA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JRCE.L achieves a 10,596.03% return, which is significantly higher than CNYA.L's 0.84% return.


JRCE.L

1D
-2.18%
1M
-5.23%
6M
3.47%
YTD
10,596.03%
1Y
29.13%
3Y*
9.61%
5Y*
10Y*

CNYA.L

1D
-3.33%
1M
-9.77%
6M
-2.75%
YTD
0.84%
1Y
19.96%
3Y*
7.52%
5Y*
-1.50%
10Y*
4.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
JRCE.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
10,596.03%-98.80%11.38%-17.74%-9.39%
CNYA.L
iShares MSCI China A UCITS ETF USD (Acc)
0.84%17.26%13.13%-18.48%-11.33%

Correlation

The correlation between JRCE.L and CNYA.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.90

The correlation between JRCE.L and CNYA.L has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

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

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

JRCE.L
JRCE.L Risk / Return Rank: 4848
Overall Rank
JRCE.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JRCE.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
JRCE.L Omega Ratio Rank: 100100
Omega Ratio Rank
JRCE.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
JRCE.L Martin Ratio Rank: 1414
Martin Ratio Rank

CNYA.L
CNYA.L Risk / Return Rank: 4242
Overall Rank
CNYA.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CNYA.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
CNYA.L Omega Ratio Rank: 3636
Omega Ratio Rank
CNYA.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
CNYA.L Martin Ratio Rank: 5252
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.

JRCE.L vs. CNYA.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 (acc) (JRCE.L) and iShares MSCI China A UCITS ETF USD (Acc) (CNYA.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.


JRCE.LCNYA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

+261.87

Omega ratioGain probability vs. loss probability

88.90

1.19

+87.71

Calmar ratioReturn relative to maximum drawdown

0.31

1.61

-1.30

Martin ratioReturn relative to average drawdown

0.70

6.33

-5.63

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

The current JRCE.L Sharpe Ratio is 0.00, which is lower than the CNYA.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of JRCE.L and CNYA.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

JRCE.L vs. CNYA.L - Drawdown Comparison

The maximum JRCE.L drawdown since its inception was -99.20%, which is greater than CNYA.L's maximum drawdown of -49.13%. Use the drawdown chart below to compare losses from any high point for JRCE.L and CNYA.L.


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Drawdown Indicators


JRCE.LCNYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-49.13%

-50.07%

Max Drawdown (1Y)

Largest decline over 1 year

-99.05%

-12.34%

-86.71%

Max Drawdown (3Y)

Largest decline over 3 years

-99.15%

-25.97%

-73.18%

Max Drawdown (5Y)

Largest decline over 5 years

-42.41%

Max Drawdown (10Y)

Largest decline over 10 years

-44.71%

Current Drawdown

Current decline from peak

-8.82%

-17.19%

+8.37%

Average Drawdown

Average peak-to-trough decline

-21.04%

-24.93%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.28%

3.15%

+40.13%

Volatility

JRCE.L vs. CNYA.L - Volatility Comparison

JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) and iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L) have volatilities of 9.07% and 9.11%, 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


JRCE.LCNYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

9.11%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

654.26%

15.09%

+639.17%

Volatility (1Y)

Calculated over the trailing 1-year period

25,991.73%

19.48%

+25,972.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12,491.08%

22.04%

+12,469.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12,491.08%

22.64%

+12,468.44%

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

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


Dividends

JRCE.L vs. CNYA.L - Dividend Comparison

Neither JRCE.L nor CNYA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JRCE.L and CNYA.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JRCE.L and CNYA.L have the same expense ratio: 0.40% per year.

JRCE.L tracks MSCI China A Onshore NR CNY, while CNYA.L tracks MSCI China A Inclusion Index (Net). They also come from different issuers: JPMorgan and iShares.

Portfolio Optimizer

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