JREC.L vs. ASIU.L
JREC.L (JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc)) and ASIU.L (Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc) are both China Equities funds. JREC.L is actively managed, while ASIU.L is passively managed. Over the past 3 years, JREC.L returned 9.63%/yr vs 7.42%/yr for ASIU.L. A 0.67 correlation means they provide meaningful diversification when combined. JREC.L charges 0.40%/yr vs 0.65%/yr for ASIU.L.
Performance
JREC.L vs. ASIU.L - Performance Comparison
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Returns By Period
In the year-to-date period, JREC.L achieves a 3.55% return, which is significantly higher than ASIU.L's -10.49% return.
JREC.L
- 1D
- -3.42%
- 1M
- -7.89%
- 6M
- 0.63%
- YTD
- 3.55%
- 1Y
- 25.34%
- 3Y*
- 9.63%
- 5Y*
- —
- 10Y*
- —
ASIU.L
- 1D
- -3.00%
- 1M
- -0.35%
- 6M
- -13.57%
- YTD
- -10.49%
- 1Y
- -3.29%
- 3Y*
- 7.42%
- 5Y*
- -6.46%
- 10Y*
- —
JREC.L vs. ASIU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JREC.L JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 3.55% | 28.38% | 9.65% | -13.02% | -19.50% |
ASIU.L Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc | -10.49% | 37.10% | 12.45% | -13.19% | -25.08% |
Correlation
The correlation between JREC.L and ASIU.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022 | 0.67 |
The correlation between JREC.L and ASIU.L has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
JREC.L vs. ASIU.L — Risk / Return Rank
JREC.L
ASIU.L
JREC.L vs. ASIU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREC.L) and Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.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.
| JREC.L | ASIU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.99 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | -0.14 | +2.55 |
| Martin ratioReturn relative to average drawdown | 8.89 | -0.28 | +9.18 |
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Drawdowns
JREC.L vs. ASIU.L - Drawdown Comparison
The maximum JREC.L drawdown since its inception was -37.92%, smaller than the maximum ASIU.L drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for JREC.L and ASIU.L.
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Drawdown Indicators
| JREC.L | ASIU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.92% | -63.09% | +25.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -24.24% | +13.78% |
Max Drawdown (3Y)Largest decline over 3 years | -27.06% | -27.50% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.49% | — |
Current DrawdownCurrent decline from peak | -10.46% | -39.92% | +29.46% |
Average DrawdownAverage peak-to-trough decline | -18.92% | -32.80% | +13.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 11.55% | -8.71% |
Volatility
JREC.L vs. ASIU.L - Volatility Comparison
JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREC.L) has a higher volatility of 9.60% compared to Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) at 6.74%. This indicates that JREC.L's price experiences larger fluctuations and is considered to be riskier than ASIU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREC.L | ASIU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 6.74% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 16.24% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 21.93% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.08% | 30.65% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 28.17% | -5.09% |
JREC.L vs. ASIU.L - Expense Ratio Comparison
JREC.L has a 0.40% expense ratio, which is lower than ASIU.L's 0.65% expense ratio.
Dividends
JREC.L vs. ASIU.L - Dividend Comparison
Neither JREC.L nor ASIU.L has paid dividends to shareholders.
Frequently Asked Questions
JREC.L and ASIU.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREC.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREC.L is cheaper with a 0.40% expense ratio, compared with 0.65% for ASIU.L.
They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.40% for JREC.L and 0.65% for ASIU.L.
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