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

Performance

JRCE.L vs. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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 JEGP.L's -2.34% return.


JRCE.L

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

JEGP.L

1D
0.45%
1M
-0.25%
YTD
-2.34%
6M
-1.65%
1Y
1.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JRCE.L and JEGP.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

-0.03

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Return for Risk

JRCE.L vs. JEGP.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

JEGP.L
JEGP.L Risk / Return Rank: 1111
Overall Rank
JEGP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1010
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1212
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. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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.LJEGP.LDifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.52

1.04

+0.48

Calmar ratioReturn relative to maximum drawdown

6.91

0.21

+6.71

Martin ratioReturn relative to average drawdown

20.35

0.62

+19.73

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

The current JRCE.L Sharpe Ratio is 2.92, which is higher than the JEGP.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of JRCE.L and JEGP.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.LJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

0.23

+2.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.52

-0.41

Drawdowns

JRCE.L vs. JEGP.L - Drawdown Comparison

The maximum JRCE.L drawdown since its inception was -36.68%, which is greater than JEGP.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for JRCE.L and JEGP.L.


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Drawdown Indicators


JRCE.LJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.68%

-9.25%

-27.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-9.25%

+2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-25.42%

Current Drawdown

Current decline from peak

-1.88%

-7.76%

+5.88%

Average Drawdown

Average peak-to-trough decline

-17.61%

-2.68%

-14.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.10%

-0.92%

Volatility

JRCE.L vs. JEGP.L - Volatility Comparison

JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) has a higher volatility of 5.54% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.85%. This indicates that JRCE.L's price experiences larger fluctuations and is considered to be riskier than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRCE.LJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

2.85%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

6.63%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

8.45%

+6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.52%

9.30%

+12.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.52%

9.30%

+12.22%

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

JRCE.L has a 0.40% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.


Dividends

JRCE.L vs. JEGP.L - Dividend Comparison

JRCE.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.86%.


Frequently Asked Questions


JRCE.L and JEGP.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEGP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEGP.L is cheaper with a 0.35% expense ratio, compared with 0.40% for JRCE.L.

JRCE.L is categorized as China Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.40% for JRCE.L and 0.35% for JEGP.L.

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