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

Performance

JREA.L vs. LDAP.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 L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.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, JREA.L achieves a 23.48% return, which is significantly higher than LDAP.L's 17.12% return.


JREA.L

1D
-0.40%
1M
-5.46%
6M
18.37%
YTD
23.48%
1Y
39.13%
3Y*
19.71%
5Y*
10Y*

LDAP.L

1D
1.71%
1M
-1.56%
6M
15.58%
YTD
17.12%
1Y
24.38%
3Y*
20.08%
5Y*
9.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JREA.L and LDAP.L is 0.69, 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

0.69

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

0.75

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

0.77

The correlation between JREA.L and LDAP.L has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

JREA.L vs. LDAP.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: 7272
Overall Rank
JREA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JREA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
JREA.L Omega Ratio Rank: 7272
Omega Ratio Rank
JREA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
JREA.L Martin Ratio Rank: 7171
Martin Ratio Rank

LDAP.L
LDAP.L Risk / Return Rank: 5555
Overall Rank
LDAP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LDAP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
LDAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
LDAP.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
LDAP.L Martin Ratio Rank: 4646
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. LDAP.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 L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.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.LLDAP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratioReturn relative to maximum drawdown

3.31

2.31

+1.00

Martin ratioReturn relative to average drawdown

10.37

6.22

+4.15

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

The current JREA.L Sharpe Ratio is 1.84, which is comparable to the LDAP.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of JREA.L and LDAP.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. LDAP.L - Drawdown Comparison

The maximum JREA.L drawdown since its inception was -28.16%, smaller than the maximum LDAP.L drawdown of -99.33%. Use the drawdown chart below to compare losses from any high point for JREA.L and LDAP.L.


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Drawdown Indicators


JREA.LLDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.16%

-99.33%

+71.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-10.85%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-24.47%

+5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.61%

Current Drawdown

Current decline from peak

-7.65%

-98.38%

+90.73%

Average Drawdown

Average peak-to-trough decline

-8.39%

-98.71%

+90.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

4.04%

-0.28%

Volatility

JREA.L vs. LDAP.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 9.04% compared to L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L) at 4.91%. This indicates that JREA.L's price experiences larger fluctuations and is considered to be riskier than LDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREA.LLDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

4.91%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.03%

13.37%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

15.84%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

28.07%

-8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

51.15%

-31.57%

Dividends

JREA.L vs. LDAP.L - Dividend Comparison

JREA.L has not paid dividends to shareholders, while LDAP.L's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021
JREA.L
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
3.83%4.23%4.86%5.25%4.92%2.23%

Frequently Asked Questions


JREA.L and LDAP.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: ETF Issuer and L&G.

Portfolio Optimizer

Find the right allocation for JREA.L and LDAP.L

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