JRUD.L vs. FLXK.L
JRUD.L (JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist)) and FLXK.L (Franklin FTSE Korea UCITS ETF) are both Global Equities funds. JRUD.L is actively managed, while FLXK.L is passively managed. Over the past 5 years, JRUD.L returned 13.07%/yr vs 15.67%/yr for FLXK.L. A 0.55 correlation means they provide meaningful diversification when combined. JRUD.L charges 0.20%/yr vs 0.09%/yr for FLXK.L.
Performance
JRUD.L vs. FLXK.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRUD.L achieves a 9.80% return, which is significantly lower than FLXK.L's 75.46% return.
JRUD.L
- 1D
- 0.14%
- 1M
- 0.26%
- 6M
- 9.85%
- YTD
- 9.80%
- 1Y
- 20.83%
- 3Y*
- 19.58%
- 5Y*
- 13.07%
- 10Y*
- —
FLXK.L
- 1D
- -1.68%
- 1M
- -19.56%
- 6M
- 57.13%
- YTD
- 75.46%
- 1Y
- 141.50%
- 3Y*
- 39.45%
- 5Y*
- 15.67%
- 10Y*
- —
JRUD.L vs. FLXK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JRUD.L JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) | 9.80% | 16.18% | 25.22% | 28.37% | -19.11% | 30.16% | 19.94% | 1.36% |
FLXK.L Franklin FTSE Korea UCITS ETF | 75.46% | 94.79% | -21.63% | 20.77% | -28.01% | -6.85% | 47.31% | 3.45% |
Correlation
The correlation between JRUD.L and FLXK.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019 | 0.55 |
The correlation between JRUD.L and FLXK.L has been stable across timeframes, ranging from 0.55 to 0.58 - a consistent structural relationship.
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Return for Risk
JRUD.L vs. FLXK.L — Risk / Return Rank
JRUD.L
FLXK.L
JRUD.L vs. FLXK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) and Franklin FTSE Korea UCITS ETF (FLXK.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.
| JRUD.L | FLXK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.47 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 5.86 | -3.30 |
| Martin ratioReturn relative to average drawdown | 10.68 | 18.40 | -7.72 |
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Drawdowns
JRUD.L vs. FLXK.L - Drawdown Comparison
The maximum JRUD.L drawdown since its inception was -34.49%, smaller than the maximum FLXK.L drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for JRUD.L and FLXK.L.
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Drawdown Indicators
| JRUD.L | FLXK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -49.43% | +14.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -24.10% | +15.72% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -28.54% | +9.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -47.00% | +22.89% |
Current DrawdownCurrent decline from peak | -0.40% | -24.10% | +23.70% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -20.23% | +14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 7.70% | -5.68% |
Volatility
JRUD.L vs. FLXK.L - Volatility Comparison
The current volatility for JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) is 2.96%, while Franklin FTSE Korea UCITS ETF (FLXK.L) has a volatility of 19.75%. This indicates that JRUD.L experiences smaller price fluctuations and is considered to be less risky than FLXK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUD.L | FLXK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 19.75% | -16.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 41.53% | -32.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 45.08% | -33.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 29.63% | -13.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 29.61% | -9.77% |
JRUD.L vs. FLXK.L - Expense Ratio Comparison
JRUD.L has a 0.20% expense ratio, which is higher than FLXK.L's 0.09% 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
JRUD.L vs. FLXK.L - Dividend Comparison
JRUD.L's dividend yield for the trailing twelve months is around 0.67%, while FLXK.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FLXK.L Franklin FTSE Korea UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRUD.L JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) | 0.67% | 0.52% | 0.50% | 0.83% | 1.08% | 0.85% |
Frequently Asked Questions
JRUD.L and FLXK.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLXK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXK.L is cheaper with a 0.09% expense ratio, compared with 0.20% for JRUD.L.
They also come from different issuers: JPMorgan and Franklin. Their fees differ too: 0.20% for JRUD.L and 0.09% for FLXK.L.
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