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JRJE.L vs. BATE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRJE.L vs. BATE.DE - 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 (acc) (JRJE.L) and Legal & General Battery Value-Chain UCITS ETF (BATE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JRJE.L is traded in GBp, while BATE.DE is traded in EUR. To make them comparable, the BATE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with JRJE.L having a 19.44% return and BATE.DE slightly lower at 19.26%.


JRJE.L

1D
0.50%
1M
3.52%
YTD
19.44%
6M
19.65%
1Y
39.05%
3Y*
17.56%
5Y*
10Y*

BATE.DE

1D
-2.46%
1M
-11.31%
YTD
19.26%
6M
20.28%
1Y
103.26%
3Y*
20.44%
5Y*
14.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRJE.L vs. BATE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JRJE.L
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
19.44%15.91%9.56%13.90%-0.96%
BATE.DE
Legal & General Battery Value-Chain UCITS ETF
19.26%62.98%-0.08%3.21%-3.70%

Correlation

The correlation between JRJE.L and BATE.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.53

The correlation between JRJE.L and BATE.DE has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

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Return for Risk

JRJE.L vs. BATE.DE — Risk / Return Rank

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

JRJE.L
JRJE.L Risk / Return Rank: 7373
Overall Rank
JRJE.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JRJE.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
JRJE.L Omega Ratio Rank: 7373
Omega Ratio Rank
JRJE.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
JRJE.L Martin Ratio Rank: 7171
Martin Ratio Rank

BATE.DE
BATE.DE Risk / Return Rank: 9393
Overall Rank
BATE.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BATE.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
BATE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
BATE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
BATE.DE Martin Ratio Rank: 9494
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.

JRJE.L vs. BATE.DE - 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 (acc) (JRJE.L) and Legal & General Battery Value-Chain UCITS ETF (BATE.DE). 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.


JRJE.LBATE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.38

1.50

-0.12

Calmar ratioReturn relative to maximum drawdown

3.66

6.64

-2.99

Martin ratioReturn relative to average drawdown

11.59

22.44

-10.85

JRJE.L vs. BATE.DE - Sharpe Ratio Comparison

The current JRJE.L Sharpe Ratio is 2.05, which is lower than the BATE.DE Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of JRJE.L and BATE.DE, 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

JRJE.L vs. BATE.DE - Drawdown Comparison

The maximum JRJE.L drawdown since its inception was -14.26%, smaller than the maximum BATE.DE drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for JRJE.L and BATE.DE.


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Drawdown Indicators


JRJE.LBATE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.26%

-34.51%

+20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-15.46%

+4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.26%

-34.51%

+20.25%

Max Drawdown (5Y)

Largest decline over 5 years

-34.51%

Current Drawdown

Current decline from peak

-3.07%

-14.14%

+11.07%

Average Drawdown

Average peak-to-trough decline

-3.25%

-8.26%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

4.59%

-1.23%

Volatility

JRJE.L vs. BATE.DE - Volatility Comparison

The current volatility for JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRJE.L) is 6.50%, while Legal & General Battery Value-Chain UCITS ETF (BATE.DE) has a volatility of 10.29%. This indicates that JRJE.L experiences smaller price fluctuations and is considered to be less risky than BATE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRJE.LBATE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

10.29%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

24.08%

-8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

30.34%

-11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

23.25%

-7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

23.06%

-6.86%

JRJE.L vs. BATE.DE - Expense Ratio Comparison

JRJE.L has a 0.25% expense ratio, which is lower than BATE.DE's 0.49% expense ratio.


Dividends

JRJE.L vs. BATE.DE - Dividend Comparison

Neither JRJE.L nor BATE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JRJE.L and BATE.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRJE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRJE.L is cheaper with a 0.25% expense ratio, compared with 0.49% for BATE.DE.

JRJE.L is categorized as Japan Equities, while BATE.DE is Lithium & Battery Metals. JRJE.L tracks TOPIX TR JPY, while BATE.DE tracks Solactive Battery Value-Chain Index. They also come from different issuers: JPMorgan and Legal & General. Their fees differ too: 0.25% for JRJE.L and 0.49% for BATE.DE.

Portfolio Optimizer

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