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

Performance

JREA.L vs. JRCE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, JREA.L achieves a 19.52% return, which is significantly lower than JRCE.L's 10,612.97% return.


JREA.L

1D
-1.96%
1M
-8.72%
6M
14.54%
YTD
19.52%
1Y
33.69%
3Y*
18.83%
5Y*
10Y*

JRCE.L

1D
-2.63%
1M
-3.89%
6M
4.24%
YTD
10,612.97%
1Y
29.73%
3Y*
10.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JREA.L and JRCE.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2022

0.59

The correlation between JREA.L and JRCE.L has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

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Return for Risk

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

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

JREA.L
JREA.L Risk / Return Rank: 6666
Overall Rank
JREA.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JREA.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
JREA.L Omega Ratio Rank: 6565
Omega Ratio Rank
JREA.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
JREA.L Martin Ratio Rank: 6666
Martin Ratio Rank

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
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.

JREA.L vs. JRCE.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 JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.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.LJRCE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

-261.77

Omega ratioGain probability vs. loss probability

1.29

88.66

-87.37

Calmar ratioReturn relative to maximum drawdown

2.85

0.31

+2.54

Martin ratioReturn relative to average drawdown

8.70

0.71

+7.99

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

The current JREA.L Sharpe Ratio is 1.57, which is higher than the JRCE.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of JREA.L and JRCE.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

JREA.L vs. JRCE.L - Drawdown Comparison

The maximum JREA.L drawdown since its inception was -28.16%, smaller than the maximum JRCE.L drawdown of -99.18%. Use the drawdown chart below to compare losses from any high point for JREA.L and JRCE.L.


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Drawdown Indicators


JREA.LJRCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.16%

-99.18%

+71.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-99.05%

+87.28%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-99.13%

+80.55%

Current Drawdown

Current decline from peak

-10.61%

-7.24%

-3.37%

Average Drawdown

Average peak-to-trough decline

-8.39%

-23.12%

+14.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

43.28%

-39.42%

Volatility

JREA.L vs. JRCE.L - Volatility Comparison

JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) have volatilities of 8.95% and 9.25%, 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


JREA.LJRCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

9.25%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.13%

654.42%

-635.29%

Volatility (1Y)

Calculated over the trailing 1-year period

21.30%

26,048.76%

-26,027.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

12,518.49%

-12,498.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

12,518.49%

-12,498.89%

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

JREA.L has a 0.30% expense ratio, which is lower than JRCE.L's 0.40% expense ratio.


Dividends

JREA.L vs. JRCE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


JREA.L and JRCE.L have a correlation of 0.60, 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 0.40% for JRCE.L.

JREA.L is categorized as Asia Pacific Equities, while JRCE.L is China Equities. Their fees differ too: 0.30% for JREA.L and 0.40% for JRCE.L.

Portfolio Optimizer

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