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JRIE.L vs. DXJG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRIE.L vs. DXJG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L). The values are adjusted to include any dividend payments, if applicable.

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JRIE.L vs. DXJG.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JRIE.L achieves a 9.17% return, which is significantly lower than DXJG.L's 12.31% return.


JRIE.L

1D
4.29%
1M
-2.96%
YTD
9.17%
6M
13.94%
1Y
28.62%
3Y*
5Y*
10Y*

DXJG.L

1D
4.53%
1M
-2.64%
YTD
12.31%
6M
18.55%
1Y
34.24%
3Y*
19.63%
5Y*
13.35%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRIE.L vs. DXJG.L - Expense Ratio Comparison

JRIE.L has a 0.25% expense ratio, which is lower than DXJG.L's 0.40% expense ratio.


Return for Risk

JRIE.L vs. DXJG.L — Risk / Return Rank

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

JRIE.L

DXJG.L
DXJG.L Risk / Return Rank: 8787
Overall Rank
DXJG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DXJG.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
DXJG.L Omega Ratio Rank: 8282
Omega Ratio Rank
DXJG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
DXJG.L Martin Ratio Rank: 9090
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.

JRIE.L vs. DXJG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.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.


JRIE.LDXJG.LDifference

Sharpe ratio

Return per unit of total volatility

3.44

1.77

+1.67

Sortino ratio

Return per unit of downside risk

4.32

2.39

+1.93

Omega ratio

Gain probability vs. loss probability

1.59

1.34

+0.25

Calmar ratio

Return relative to maximum drawdown

3.38

Martin ratio

Return relative to average drawdown

12.65

JRIE.L vs. DXJG.L - Sharpe Ratio Comparison

The current JRIE.L Sharpe Ratio is 3.44, which is higher than the DXJG.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of JRIE.L and DXJG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JRIE.LDXJG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.44

1.77

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

2.76

0.68

+2.08

Correlation

The correlation between JRIE.L and DXJG.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JRIE.L vs. DXJG.L - Dividend Comparison

JRIE.L's dividend yield for the trailing twelve months is around 1.61%, while DXJG.L has not paid dividends to shareholders.


TTM2025202420232022
JRIE.L
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
1.61%1.81%1.53%0.00%0.00%
DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
0.00%0.00%0.00%0.00%0.00%

Drawdowns

JRIE.L vs. DXJG.L - Drawdown Comparison

The maximum JRIE.L drawdown since its inception was -13.10%, smaller than the maximum DXJG.L drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for JRIE.L and DXJG.L.


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Drawdown Indicators


JRIE.LDXJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.10%

-29.26%

+16.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.61%

-10.49%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-29.26%

Current Drawdown

Current decline from peak

-5.33%

-4.98%

-0.35%

Average Drawdown

Average peak-to-trough decline

-3.56%

-5.35%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

JRIE.L vs. DXJG.L - Volatility Comparison

JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) have volatilities of 8.58% and 8.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRIE.LDXJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

8.30%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.13%

Volatility (1Y)

Calculated over the trailing 1-year period

31.20%

19.32%

+11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.85%

15.90%

+17.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.85%

16.09%

+17.76%