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JREC.L vs. CNAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREC.L vs. CNAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREC.L) and Lyxor Fortune SG UCITS MSCI China A DR (CNAA.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, JREC.L achieves a 3.55% return, which is significantly lower than CNAA.L's 4.27% return.


JREC.L

1D
-3.42%
1M
-7.89%
6M
0.63%
YTD
3.55%
1Y
25.34%
3Y*
9.63%
5Y*
10Y*

CNAA.L

1D
-2.29%
1M
-5.55%
6M
1.58%
YTD
4.27%
1Y
24.38%
3Y*
9.60%
5Y*
-1.30%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREC.L vs. CNAA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JREC.L
JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc)
3.55%28.38%9.65%-13.02%-19.50%
CNAA.L
Lyxor Fortune SG UCITS MSCI China A DR
4.27%26.12%10.92%-14.19%-19.02%

Correlation

The correlation between JREC.L and CNAA.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.93

The correlation between JREC.L and CNAA.L has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

JREC.L vs. CNAA.L — Risk / Return Rank

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

JREC.L
JREC.L Risk / Return Rank: 5656
Overall Rank
JREC.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JREC.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
JREC.L Omega Ratio Rank: 5050
Omega Ratio Rank
JREC.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
JREC.L Martin Ratio Rank: 6767
Martin Ratio Rank

CNAA.L
CNAA.L Risk / Return Rank: 5858
Overall Rank
CNAA.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CNAA.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
CNAA.L Omega Ratio Rank: 4848
Omega Ratio Rank
CNAA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CNAA.L Martin Ratio Rank: 6363
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.

JREC.L vs. CNAA.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 Fortune SG UCITS MSCI China A DR (CNAA.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.LCNAA.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

2.41

3.17

-0.76

Martin ratioReturn relative to average drawdown

8.89

8.38

+0.51

JREC.L vs. CNAA.L - Sharpe Ratio Comparison

The current JREC.L Sharpe Ratio is 1.31, which is comparable to the CNAA.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of JREC.L and CNAA.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

JREC.L vs. CNAA.L - Drawdown Comparison

The maximum JREC.L drawdown since its inception was -37.92%, smaller than the maximum CNAA.L drawdown of -56.07%. Use the drawdown chart below to compare losses from any high point for JREC.L and CNAA.L.


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Drawdown Indicators


JREC.LCNAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.92%

-56.07%

+18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-8.01%

-2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-27.06%

-28.67%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-44.54%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

Current Drawdown

Current decline from peak

-10.46%

-17.89%

+7.43%

Average Drawdown

Average peak-to-trough decline

-18.92%

-32.77%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.03%

-0.19%

Volatility

JREC.L vs. CNAA.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 Fortune SG UCITS MSCI China A DR (CNAA.L) at 8.82%. This indicates that JREC.L's price experiences larger fluctuations and is considered to be riskier than CNAA.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.LCNAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

8.82%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.19%

14.97%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

19.23%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

22.75%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

22.59%

+0.49%

JREC.L vs. CNAA.L - Expense Ratio Comparison

JREC.L has a 0.40% expense ratio, which is higher than CNAA.L's 0.35% expense ratio.


Dividends

JREC.L vs. CNAA.L - Dividend Comparison

Neither JREC.L nor CNAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, JREC.L and CNAA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CNAA.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNAA.L is cheaper with a 0.35% expense ratio, compared with 0.40% for JREC.L.

They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.40% for JREC.L and 0.35% for CNAA.L.

Portfolio Optimizer

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