JREE.L vs. JPLG.L
Compare and contrast key facts about JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc) (JREE.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L).
JREE.L and JPLG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 30, 2020. JPLG.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. Both JREE.L and JPLG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JREE.L vs. JPLG.L - Performance Comparison
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JREE.L vs. JPLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JREE.L JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc) | 1.82% | 19.14% | 7.41% | 16.76% | -8.83% | 25.54% | -1.80% | 8.17% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 6.48% | 4.37% | 17.50% | 9.32% | -4.47% | 32.78% | -3.00% | 6.23% |
Different Trading Currencies
JREE.L is traded in EUR, while JPLG.L is traded in GBp. To make them comparable, the JPLG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREE.L achieves a 1.82% return, which is significantly lower than JPLG.L's 6.48% return.
JREE.L
- 1D
- 2.61%
- 1M
- -4.02%
- YTD
- 1.82%
- 6M
- 7.55%
- 1Y
- 13.09%
- 3Y*
- 11.84%
- 5Y*
- 9.81%
- 10Y*
- —
JPLG.L
- 1D
- 1.64%
- 1M
- -2.59%
- YTD
- 6.48%
- 6M
- 9.68%
- 1Y
- 11.37%
- 3Y*
- 12.19%
- 5Y*
- 9.99%
- 10Y*
- —
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JREE.L vs. JPLG.L - Expense Ratio Comparison
JREE.L has a 0.25% expense ratio, which is higher than JPLG.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JREE.L vs. JPLG.L — Risk / Return Rank
JREE.L
JPLG.L
JREE.L vs. JPLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc) (JREE.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.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.
| JREE.L | JPLG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.91 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.22 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.42 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.93 | 6.05 | -1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JREE.L | JPLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.91 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.84 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.65 | -0.02 |
Correlation
The correlation between JREE.L and JPLG.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JREE.L vs. JPLG.L - Dividend Comparison
Neither JREE.L nor JPLG.L has paid dividends to shareholders.
Drawdowns
JREE.L vs. JPLG.L - Drawdown Comparison
The maximum JREE.L drawdown since its inception was -35.07%, roughly equal to the maximum JPLG.L drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for JREE.L and JPLG.L.
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Drawdown Indicators
| JREE.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.07% | -27.53% | -7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -9.48% | -2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.25% | -13.65% | -5.60% |
Current DrawdownCurrent decline from peak | -5.79% | -3.08% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -3.34% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 1.65% | +1.13% |
Volatility
JREE.L vs. JPLG.L - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc) (JREE.L) has a higher volatility of 5.85% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 3.61%. This indicates that JREE.L's price experiences larger fluctuations and is considered to be riskier than JPLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREE.L | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 3.61% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 6.19% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 12.46% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 11.80% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 14.97% | +1.58% |