PortfoliosLab logoPortfoliosLab logo
JRDE.L vs. CS1.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRDE.L vs. CS1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JRDE.L vs. CS1.L - Yearly Performance Comparison


2026 (YTD)202520242023
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)
1.66%-2,838.64%-1,685.03%201.15%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
1.68%62.63%14.12%15.47%

Returns By Period

The year-to-date returns for both investments are quite close, with JRDE.L having a 1.66% return and CS1.L slightly higher at 1.68%.


JRDE.L

1D
2.41%
1M
-4.35%
YTD
1.66%
6M
49.85%
1Y
-1,951.01%
3Y*
985.71%
5Y*
10Y*

CS1.L

1D
2.83%
1M
-1.89%
YTD
1.68%
6M
14.78%
1Y
42.13%
3Y*
27.88%
5Y*
20.15%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JRDE.L vs. CS1.L - Expense Ratio Comparison

Both JRDE.L and CS1.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

JRDE.L vs. CS1.L — Risk / Return Rank

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

JRDE.L

CS1.L
CS1.L Risk / Return Rank: 9494
Overall Rank
CS1.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CS1.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
CS1.L Omega Ratio Rank: 9494
Omega Ratio Rank
CS1.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
CS1.L Martin Ratio Rank: 9393
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.

JRDE.L vs. CS1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.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.


JRDE.LCS1.LDifference

Sharpe ratio

Return per unit of total volatility

2.41

Sortino ratio

Return per unit of downside risk

-0.54

2.94

-3.49

Omega ratio

Gain probability vs. loss probability

0.60

1.45

-0.85

Calmar ratio

Return relative to maximum drawdown

-234.68

4.04

-238.73

Martin ratio

Return relative to average drawdown

-17.51

14.02

-31.53

JRDE.L vs. CS1.L - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


JRDE.LCS1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

27.14

0.47

+26.67

Correlation

The correlation between JRDE.L and CS1.L is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JRDE.L vs. CS1.L - Dividend Comparison

JRDE.L's dividend yield for the trailing twelve months is around 192.18%, while CS1.L has not paid dividends to shareholders.


TTM2025202420232022
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)
192.18%217.84%269.30%111.49%0.00%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
0.00%0.00%0.00%0.00%0.00%

Drawdowns

JRDE.L vs. CS1.L - Drawdown Comparison

The maximum JRDE.L drawdown since its inception was -2,556.19%, which is greater than CS1.L's maximum drawdown of -38.87%. Use the drawdown chart below to compare losses from any high point for JRDE.L and CS1.L.


Loading graphics...

Drawdown Indicators


JRDE.LCS1.LDifference

Max Drawdown

Largest peak-to-trough decline

-2,556.19%

-38.87%

-2,517.32%

Max Drawdown (1Y)

Largest decline over 1 year

-809.96%

-10.34%

-799.62%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

Current Drawdown

Current decline from peak

-17.68%

-5.21%

-12.47%

Average Drawdown

Average peak-to-trough decline

-435.27%

-10.44%

-424.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

289.32%

2.98%

+286.34%

Volatility

JRDE.L vs. CS1.L - Volatility Comparison

The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) is 5.90%, while Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) has a volatility of 7.25%. This indicates that JRDE.L experiences smaller price fluctuations and is considered to be less risky than CS1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JRDE.LCS1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

7.25%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

38.55%

12.54%

+26.01%

Volatility (1Y)

Calculated over the trailing 1-year period

636.48%

17.41%

+619.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

579.34%

16.60%

+562.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

579.34%

18.47%

+560.87%