JREA.L vs. C500.L
JREA.L (JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc)) and C500.L (Invesco S&P China A MidCap 500 Swap UCITS ETF Acc) are both exchange-traded funds - JREA.L is a Asia Pacific Equities fund actively managed by JPMorgan, while C500.L is a China Equities fund tracking the S&P China A MidCap 500 Index. JREA.L is actively managed, while C500.L is passively managed. Over the past 3 years, JREA.L returned 18.83%/yr vs 3.78%/yr for C500.L. At a 0.48 correlation, their price movements are largely independent. JREA.L charges 0.30%/yr vs 0.35%/yr for C500.L.
Performance
JREA.L vs. C500.L - Performance Comparison
Loading charts...
Returns By Period
JREA.L
- 1D
- -1.96%
- 1M
- -8.72%
- 6M
- 14.54%
- YTD
- 19.52%
- 1Y
- 33.69%
- 3Y*
- 18.83%
- 5Y*
- —
- 10Y*
- —
C500.L
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 3.78%
- 5Y*
- —
- 10Y*
- —
JREA.L vs. C500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JREA.L JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 19.52% | 29.63% | 8.81% | 4.45% | -3.60% |
C500.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 0.00% | 6.99% | 12.50% | -9.06% | 11.25% |
Correlation
The correlation between JREA.L and C500.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 9, 2022 | 0.48 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JREA.L vs. C500.L — Risk / Return Rank
JREA.L
C500.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JREA.L vs. C500.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.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.
| JREA.L | C500.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | — | — |
| Martin ratioReturn relative to average drawdown | 8.70 | — | — |
Loading charts...
Drawdowns
JREA.L vs. C500.L - Drawdown Comparison
The maximum JREA.L drawdown since its inception was -28.16%, smaller than the maximum C500.L drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for JREA.L and C500.L.
Loading charts...
Drawdown Indicators
| JREA.L | C500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.16% | -35.90% | +7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | 0.00% | -11.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | -27.05% | +8.47% |
Current DrawdownCurrent decline from peak | -10.61% | -11.28% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -14.00% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 0.00% | +3.86% |
Volatility
JREA.L vs. C500.L - Volatility Comparison
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L) has a higher volatility of 8.95% compared to Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) at 0.00%. This indicates that JREA.L's price experiences larger fluctuations and is considered to be riskier than C500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREA.L | C500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 0.00% | +8.95% |
Volatility (6M)Calculated over the trailing 6-month period | 19.13% | 0.00% | +19.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 0.00% | +21.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 23.48% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 23.48% | -3.88% |
JREA.L vs. C500.L - Expense Ratio Comparison
JREA.L has a 0.30% expense ratio, which is lower than C500.L's 0.35% expense ratio.
Dividends
JREA.L vs. C500.L - Dividend Comparison
Neither JREA.L nor C500.L has paid dividends to shareholders.
Frequently Asked Questions
JREA.L and C500.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREA.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREA.L is cheaper with a 0.30% expense ratio, compared with 0.35% for C500.L.
JREA.L is categorized as Asia Pacific Equities, while C500.L is China Equities. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.30% for JREA.L and 0.35% for C500.L.
Find the right allocation for JREA.L and C500.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer