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

JRIE.L vs. MORT

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and VanEck Vectors Mortgage REIT Income ETF (MORT).

JRIE.L and MORT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRIE.L is a passively managed fund by JPMorgan that tracks the performance of the TOPIX TR JPY. It was launched on Mar 29, 2022. MORT is a passively managed fund by VanEck that tracks the performance of the MVIS Global Mortgage REITs Index. It was launched on Aug 16, 2011. Both JRIE.L and MORT 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

JRIE.L vs. MORT - 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 VanEck Vectors Mortgage REIT Income ETF (MORT). The values are adjusted to include any dividend payments, if applicable.

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JRIE.L vs. MORT - Yearly Performance Comparison

2026 (YTD)20252024
JRIE.L
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)		9.17%14.41%11.85%
MORT
VanEck Vectors Mortgage REIT Income ETF		-1.28%4.18%4.86%
Different Trading Currencies

JRIE.L is traded in GBp, while MORT is traded in USD. To make them comparable, the MORT values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JRIE.L achieves a 9.17% return, which is significantly higher than MORT's -1.28% return.

JRIE.L

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

MORT

1D
-0.75%
1M
-4.51%
YTD
-1.28%
6M
1.72%
1Y
1.31%
3Y*
6.35%
5Y*
-0.67%
10Y*
3.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)

VanEck Vectors Mortgage REIT Income ETF

Often compared with JRIE.L:
JRIE.L vs. HSJP.LJRIE.L vs. DXJP.LJRIE.L vs. HMJP.LJRIE.L vs. FJPS.LJRIE.L vs. DXJA.LJRIE.L vs. HPJS.LJRIE.L vs. DXJG.L
Often compared with MORT:
MORT vs. REMMORT vs. BIZDMORT vs. UNITMORT vs. MVRLMORT vs. AMZYMORT vs. HNDLMORT vs. SCHD

JRIE.L vs. MORT - Expense Ratio Comparison

JRIE.L has a 0.25% expense ratio, which is lower than MORT's 0.42% expense ratio.

MORT
VanEck Vectors Mortgage REIT Income ETF
JRIE.L
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)

Return for Risk

JRIE.L vs. MORT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JRIE.L
MORT
MORT Risk / Return Rank: 1616
Overall Rank
MORT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 1616
Sortino Ratio Rank
MORT Omega Ratio Rank: 1616
Omega Ratio Rank
MORT Calmar Ratio Rank: 1717
Calmar Ratio Rank
MORT Martin Ratio Rank: 1717
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. MORT - 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 VanEck Vectors Mortgage REIT Income ETF (MORT). 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.LMORTDifference

Sharpe ratio

Return per unit of total volatility

3.44

0.06

+3.38

Sortino ratio

Return per unit of downside risk

4.32

0.22

+4.10

Omega ratio

Gain probability vs. loss probability

1.59

1.03

+0.56

Calmar ratio

Return relative to maximum drawdown

—

0.06

—

Martin ratio

Return relative to average drawdown

—

0.15

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JRIE.L vs. MORT - Sharpe Ratio Comparison

The current JRIE.L Sharpe Ratio is 3.44, which is higher than the MORT Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of JRIE.L and MORT, 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.LMORTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.44

0.06

+3.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

-0.03

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.13

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.76

0.22

+2.54

Correlation

The correlation between JRIE.L and MORT is 0.13, 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. MORT - Dividend Comparison

JRIE.L's dividend yield for the trailing twelve months is around 1.61%, less than MORT's 13.41% yield.

TTM20252024202320222021202020192018201720162015
JRIE.L
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)		1.61%1.81%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MORT
VanEck Vectors Mortgage REIT Income ETF		13.41%12.76%11.55%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%

Drawdowns

JRIE.L vs. MORT - Drawdown Comparison

The maximum JRIE.L drawdown since its inception was -13.10%, smaller than the maximum MORT drawdown of -68.65%. Use the drawdown chart below to compare losses from any high point for JRIE.L and MORT.

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Drawdown Indicators

JRIE.LMORTDifference

Max Drawdown

Largest peak-to-trough decline

-13.10%

-70.13%

+57.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.61%

-14.35%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

—

-42.73%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-70.13%

—

Current Drawdown

Current decline from peak

-5.33%

-23.87%

+18.54%

Average Drawdown

Average peak-to-trough decline

-3.56%

-15.25%

+11.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

5.31%

—

Volatility

JRIE.L vs. MORT - Volatility Comparison

JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) has a higher volatility of 8.58% compared to VanEck Vectors Mortgage REIT Income ETF (MORT) at 6.71%. This indicates that JRIE.L's price experiences larger fluctuations and is considered to be riskier than MORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JRIE.LMORTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

6.71%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

—

12.36%

—

Volatility (1Y)

Calculated over the trailing 1-year period

31.20%

20.74%

+10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.85%

22.34%

+11.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.85%

27.97%

+5.88%