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

Performance

JREA.L vs. PAJS.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 Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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 PAJS.L is traded in GBp. To make them comparable, the PAJS.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 23.48% return, which is significantly lower than PAJS.L's 10,830.41% return.


JREA.L

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

PAJS.L

1D
1.15%
1M
0.52%
6M
4.79%
YTD
10,830.41%
1Y
23.37%
3Y*
10.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
JREA.L
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF - USD (acc)
23.48%29.63%8.81%4.45%-11.27%
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc
10,830.41%-98.78%-0.92%14.41%-12.93%

Correlation

The correlation between JREA.L and PAJS.L is 0.56, 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

0.56

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

0.52

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

0.54

The correlation between JREA.L and PAJS.L has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

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Return for Risk

JREA.L vs. PAJS.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

PAJS.L
PAJS.L Risk / Return Rank: 4747
Overall Rank
PAJS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PAJS.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
PAJS.L Omega Ratio Rank: 100100
Omega Ratio Rank
PAJS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
PAJS.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.

JREA.L vs. PAJS.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 MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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.LPAJS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

-281.27

Omega ratioGain probability vs. loss probability

1.34

88.74

-87.40

Calmar ratioReturn relative to maximum drawdown

3.31

0.23

+3.08

Martin ratioReturn relative to average drawdown

10.37

0.46

+9.91

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

The current JREA.L Sharpe Ratio is 1.84, which is higher than the PAJS.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of JREA.L and PAJS.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. PAJS.L - Drawdown Comparison

The maximum JREA.L drawdown since its inception was -28.16%, smaller than the maximum PAJS.L drawdown of -99.31%. Use the drawdown chart below to compare losses from any high point for JREA.L and PAJS.L.


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Drawdown Indicators


JREA.LPAJS.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.16%

-99.31%

+71.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-99.06%

+87.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-99.06%

+80.48%

Current Drawdown

Current decline from peak

-7.65%

-15.27%

+7.62%

Average Drawdown

Average peak-to-trough decline

-8.39%

-38.04%

+29.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

48.78%

-45.02%

Volatility

JREA.L vs. PAJS.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 Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) at 7.30%. This indicates that JREA.L's price experiences larger fluctuations and is considered to be riskier than PAJS.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.LPAJS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

7.30%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

19.03%

1,130.15%

-1,111.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

27,956.50%

-27,935.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

13,164.10%

-13,144.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

13,164.10%

-13,144.52%

Dividends

JREA.L vs. PAJS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


JREA.L and PAJS.L have a correlation of 0.56, 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 Invesco.

Portfolio Optimizer

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

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