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

Performance

JRCE.L vs. IASH.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 USD (IASH.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, JRCE.L achieves a 11.09% return, which is significantly higher than IASH.L's 9.51% return.


JRCE.L

1D
1.97%
1M
3.41%
YTD
11.09%
6M
14.62%
1Y
42.57%
3Y*
9.09%
5Y*
10Y*

IASH.L

1D
-0.06%
1M
3.10%
YTD
9.51%
6M
12.93%
1Y
38.65%
3Y*
8.41%
5Y*
0.05%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
JRCE.L
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
11.09%19.75%11.38%-17.74%-9.39%
IASH.L
iShares MSCI China A UCITS USD
9.51%17.67%12.92%-18.83%-10.62%

Correlation

The correlation between JRCE.L and IASH.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2022

0.96

The correlation between JRCE.L and IASH.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

JRCE.L vs. IASH.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: 8888
Overall Rank
JRCE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JRCE.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
JRCE.L Omega Ratio Rank: 8686
Omega Ratio Rank
JRCE.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
JRCE.L Martin Ratio Rank: 8989
Martin Ratio Rank

IASH.L
IASH.L Risk / Return Rank: 7979
Overall Rank
IASH.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IASH.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IASH.L Omega Ratio Rank: 7575
Omega Ratio Rank
IASH.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IASH.L Martin Ratio Rank: 8080
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. 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 (acc) (JRCE.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.


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

+0.45

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.52

1.44

+0.08

Calmar ratioReturn relative to maximum drawdown

6.91

5.73

+1.19

Martin ratioReturn relative to average drawdown

20.35

15.80

+4.55

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

The current JRCE.L Sharpe Ratio is 2.92, which is comparable to the IASH.L Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of JRCE.L and IASH.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


JRCE.LIASH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

2.47

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.09

+0.02

Drawdowns

JRCE.L vs. IASH.L - Drawdown Comparison

The maximum JRCE.L drawdown since its inception was -36.68%, smaller than the maximum IASH.L drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for JRCE.L and IASH.L.


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Drawdown Indicators


JRCE.LIASH.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.68%

-48.39%

+11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-6.72%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-25.42%

-25.77%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

Max Drawdown (10Y)

Largest decline over 10 years

-44.67%

Current Drawdown

Current decline from peak

-1.88%

-10.06%

+8.18%

Average Drawdown

Average peak-to-trough decline

-17.61%

-24.72%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.44%

-0.26%

Volatility

JRCE.L vs. IASH.L - Volatility Comparison

JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) and iShares MSCI China A UCITS USD (IASH.L) have volatilities of 5.54% and 5.69%, 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.LIASH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.69%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

10.68%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

15.61%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.52%

21.27%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.52%

22.79%

-1.27%

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

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


Dividends

JRCE.L vs. IASH.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, JRCE.L and IASH.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 IASH.L have the same expense ratio: 0.40% per year.

Both ETFs track MSCI China A Onshore NR CNY. They also come from different issuers: JPMorgan and iShares.

Portfolio Optimizer

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