JREU.L vs. FRXT.L
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L).
JREU.L and FRXT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREU.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 10, 2018. FRXT.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Taiwan NR USD. It was launched on Mar 21, 2022. Both JREU.L and FRXT.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JREU.L or FRXT.L.
Key characteristics
| JREU.L | FRXT.L | |
|---|---|---|
| YTD Return | 27.09% | 26.18% |
| 1Y Return | 38.97% | 36.70% |
| Sharpe Ratio | 3.32 | 0.99 |
| Sortino Ratio | 4.60 | 1.63 |
| Omega Ratio | 1.63 | 1.31 |
| Calmar Ratio | 5.06 | 1.73 |
| Martin Ratio | 22.28 | 3.47 |
| Ulcer Index | 1.76% | 10.34% |
| Daily Std Dev | 11.75% | 36.02% |
| Max Drawdown | -34.56% | -26.62% |
| Current Drawdown | 0.00% | -1.87% |
Correlation
The correlation between JREU.L and FRXT.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JREU.L vs. FRXT.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with JREU.L having a 27.09% return and FRXT.L slightly lower at 26.18%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JREU.L vs. FRXT.L - Expense Ratio Comparison
JREU.L has a 0.20% expense ratio, which is higher than FRXT.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%.
Risk-Adjusted Performance
JREU.L vs. FRXT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.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.
Dividends
JREU.L vs. FRXT.L - Dividend Comparison
Neither JREU.L nor FRXT.L has paid dividends to shareholders.
Drawdowns
JREU.L vs. FRXT.L - Drawdown Comparison
The maximum JREU.L drawdown since its inception was -34.56%, which is greater than FRXT.L's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for JREU.L and FRXT.L. For additional features, visit the drawdowns tool.
Volatility
JREU.L vs. FRXT.L - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) is 3.75%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 7.01%. This indicates that JREU.L experiences smaller price fluctuations and is considered to be less risky than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.