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JREJ.L vs. N4US.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREJ.L vs. N4US.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREJ.L) and Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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, JREJ.L achieves a 12.38% return, which is significantly lower than N4US.L's 18.80% return.


JREJ.L

1D
-2.49%
1M
-5.86%
6M
5.94%
YTD
12.38%
1Y
29.08%
3Y*
15.82%
5Y*
10Y*

N4US.L

1D
-2.01%
1M
-2.75%
6M
11.38%
YTD
18.80%
1Y
45.47%
3Y*
27.49%
5Y*
21.88%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREJ.L vs. N4US.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JREJ.L
JPM Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc)
12.38%24.21%7.80%20.39%-10.13%
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc)
18.80%30.25%23.77%35.97%0.31%

Correlation

The correlation between JREJ.L and N4US.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2022

0.79

The correlation between JREJ.L and N4US.L shifts across timeframes, from 0.79 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JREJ.L vs. N4US.L — Risk / Return Rank

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

JREJ.L
JREJ.L Risk / Return Rank: 5656
Overall Rank
JREJ.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JREJ.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
JREJ.L Omega Ratio Rank: 5151
Omega Ratio Rank
JREJ.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
JREJ.L Martin Ratio Rank: 5858
Martin Ratio Rank

N4US.L
N4US.L Risk / Return Rank: 9090
Overall Rank
N4US.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
N4US.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
N4US.L Omega Ratio Rank: 8888
Omega Ratio Rank
N4US.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
N4US.L Martin Ratio Rank: 9292
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.

JREJ.L vs. N4US.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREJ.L) and Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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.


JREJ.LN4US.LDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.25

1.42

-0.17

Calmar ratioReturn relative to maximum drawdown

2.39

4.84

-2.45

Martin ratioReturn relative to average drawdown

7.56

16.48

-8.92

JREJ.L vs. N4US.L - Sharpe Ratio Comparison

The current JREJ.L Sharpe Ratio is 1.34, which is lower than the N4US.L Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of JREJ.L and N4US.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

JREJ.L vs. N4US.L - Drawdown Comparison

The maximum JREJ.L drawdown since its inception was -20.61%, smaller than the maximum N4US.L drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for JREJ.L and N4US.L.


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Drawdown Indicators


JREJ.LN4US.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.61%

-30.94%

+10.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-9.35%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-21.38%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

Current Drawdown

Current decline from peak

-7.53%

-4.48%

-3.05%

Average Drawdown

Average peak-to-trough decline

-4.87%

-6.78%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.75%

+1.09%

Volatility

JREJ.L vs. N4US.L - Volatility Comparison

JPM Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREJ.L) has a higher volatility of 7.17% compared to Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.L) at 6.15%. This indicates that JREJ.L's price experiences larger fluctuations and is considered to be riskier than N4US.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREJ.LN4US.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

6.15%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

15.63%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

19.57%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

18.50%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

18.38%

+0.19%

JREJ.L vs. N4US.L - Expense Ratio Comparison

JREJ.L has a 0.25% expense ratio, which is higher than N4US.L's 0.19% 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%.


Dividends

JREJ.L vs. N4US.L - Dividend Comparison

Neither JREJ.L nor N4US.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JREJ.L and N4US.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, N4US.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

N4US.L is cheaper with a 0.19% expense ratio, compared with 0.25% for JREJ.L.

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.25% for JREJ.L and 0.19% for N4US.L.

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